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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2026
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2602.22573 |
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| _version_ | 1866911469812056064 |
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| author | Bai, Kuang Yao, Wei Ye, Jane J. Zhang, Jin |
| author_facet | Bai, Kuang Yao, Wei Ye, Jane J. Zhang, Jin |
| contents | In this paper, we study a class of bilevel optimization program (BP), where the feasible set of the lower level program is independent of the upper level variable. For bilevel programs it is known that the first order approach requires the convexity of the lower level program while reformulations involving the value function results in difficult optimization problems. In this paper we propose a directional first order approach which does not require the convexity of the lower level program. First, under some reasonable assumptions, we show that the lower level program can be equivalently characterized by its first order condition over a directional neighborhood. Next, for the resulting single level optimization problem, under common constraint qualifications, we establish directional necessary optimality conditions. Finally, an example of BP with nonconvex lower level program is given, where we demonstrate the failure of the classical first order approach and derive necessary optimality conditions using its directional counterpart. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_22573 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Directional first order approach for a class of bilevel programs Bai, Kuang Yao, Wei Ye, Jane J. Zhang, Jin Optimization and Control In this paper, we study a class of bilevel optimization program (BP), where the feasible set of the lower level program is independent of the upper level variable. For bilevel programs it is known that the first order approach requires the convexity of the lower level program while reformulations involving the value function results in difficult optimization problems. In this paper we propose a directional first order approach which does not require the convexity of the lower level program. First, under some reasonable assumptions, we show that the lower level program can be equivalently characterized by its first order condition over a directional neighborhood. Next, for the resulting single level optimization problem, under common constraint qualifications, we establish directional necessary optimality conditions. Finally, an example of BP with nonconvex lower level program is given, where we demonstrate the failure of the classical first order approach and derive necessary optimality conditions using its directional counterpart. |
| title | Directional first order approach for a class of bilevel programs |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2602.22573 |