A regularization method for ill-posed bilevel optimization problems
MAPMO-UMR 6628, Fédération Denis Poisson, Université d'Orléans, BP 6759,
45067 Orléans Cedex 2, France; firstname.lastname@example.org, email@example.com
Accepted: 12 December 2005
We present a regularization method to approach a solution of the pessimistic formulation of ill-posed bilevel problems. This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and responses. We prove existence of approximated solutions, give convergence result using Hoffman-like assumptions. We end with objective value error estimates.
© EDP Sciences, 2006