Semivectorial Bilevel Optimization on Riemannian Manifolds

In this paper, we deal with the semivectorial bilevel problem in the Riemannian setting. The upper level is a scalar optimization problem to be solved by the leader, and the lower level is a multiobjective optimization problem to be solved by several followers acting in a cooperative way inside the greatest coalition and choosing among Pareto solutions with respect to a given ordering cone. For the so-called optimistic problem, when the followers choice among their best responses is the most favorable for the leader, we give optimality conditions. Also for the so-called pessimistic problem, when there is no cooperation between the leader and the followers, and the followers choice may be the worst for the leader, we present an existence result.

[1]  Glaydston de Carvalho Bento,et al.  An Inexact Steepest Descent Method for Multicriteria Optimization on Riemannian Manifolds , 2013, J. Optim. Theory Appl..

[2]  Jacqueline Morgan,et al.  Stability of Regularized Bilevel Programming Problems , 1997 .

[3]  Patrice Marcotte,et al.  An overview of bilevel optimization , 2007, Ann. Oper. Res..

[4]  Orizon Pereira Ferreira,et al.  Unconstrained Steepest Descent Method for Multicriteria Optimization on Riemannian Manifolds , 2012, Journal of Optimization Theory and Applications.

[5]  H. P. Benson,et al.  Optimization over the efficient set , 1984 .

[6]  Jefferson G. Melo,et al.  Subgradient Method for Convex Feasibility on Riemannian Manifolds , 2011, Journal of Optimization Theory and Applications.

[7]  Yamamoto Yoshitsugu,et al.  Optimization over the efficient set , 2011 .

[8]  G. Marino,et al.  Equilibrium problems in Hadamard manifolds , 2012 .

[9]  S. Bolintineanu,et al.  Optimality Conditions for Minimization over the (Weakly or Properly) Efficient Set , 1993 .

[10]  J. Morgan,et al.  New results on approximate solution in two-level optimization , 1989 .

[11]  C. Yalçin Kaya,et al.  Optimization Over the Efficient Set of Multi-objective Convex Optimal Control Problems , 2010, J. Optim. Theory Appl..

[12]  Kaisa Miettinen,et al.  Nonlinear multiobjective optimization , 1998, International series in operations research and management science.

[13]  C. Udriste,et al.  Convex Functions and Optimization Methods on Riemannian Manifolds , 1994 .

[14]  Charles Gide,et al.  Cours d'économie politique , 1911 .

[15]  J. Morgan,et al.  Semivectorial Bilevel Optimization Problem: Penalty Approach , 2006 .

[16]  S. Dempe Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints , 2003 .

[17]  S. Bolintineanu,et al.  Minimization of a quasi-concave function over an efficient set , 1993, Math. Program..

[18]  I. Holopainen Riemannian Geometry , 1927, Nature.

[19]  Reiner Horst,et al.  On Optimization over the Efficient Set in Linear Multicriteria Programming , 2007 .

[20]  Yu. K. Mashunin,et al.  Vector Optimization , 2017, Encyclopedia of Machine Learning and Data Mining.

[21]  Stephan Dempe,et al.  New Optimality Conditions for the Semivectorial Bilevel Optimization Problem , 2012, Journal of Optimization Theory and Applications.

[22]  João X. da Cruz Neto,et al.  Convex- and Monotone-Transformable Mathematical Programming Problems and a Proximal-Like Point Method , 2006, J. Glob. Optim..

[23]  C. Tammer,et al.  Theory of Vector Optimization , 2003 .

[24]  Gabriele Eichfelder,et al.  Adaptive Scalarization Methods in Multiobjective Optimization , 2008, Vector Optimization.

[25]  Reiner Horst,et al.  Maximizing a concave function over the efficient or weakly-efficient set , 1999, Eur. J. Oper. Res..

[26]  Henri Bonnel,et al.  Stochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem , 2014, J. Optim. Theory Appl..

[27]  Dimitri P. Bertsekas,et al.  Nonlinear Programming , 1997 .

[28]  S. Bolintinéanu,et al.  Necessary conditions for nonlinear suboptimization over the weakly-efficient set , 1993 .

[29]  Herminia I. Calvete,et al.  On linear bilevel problems with multiple objectives at the lower level , 2011 .

[30]  H. P. Benson,et al.  A finite, nonadjacent extreme-point search algorithm for optimization over the efficient set , 1992 .

[31]  Zhongping Wan,et al.  A solution method for semivectorial bilevel programming problem via penalty method , 2011 .

[32]  Jerald P. Dauer,et al.  Optimization over the efficient set using an active constraint approach , 1991, ZOR Methods Model. Oper. Res..

[33]  S. Bolintinéanu,et al.  Pénalisation dans l'optimisation sur l'ensemble faiblement efficient , 1997 .

[34]  Jacqueline Morgan,et al.  Optimality Conditions for Semivectorial Bilevel Convex Optimal Control Problems , 2013 .

[35]  Z. Ankhili,et al.  An exact penalty on bilevel programs with linear vector optimization lower level , 2009, Eur. J. Oper. Res..

[36]  Alfredo N. Iusem,et al.  Concepts and techniques of optimization on the sphere , 2014 .

[37]  F. Clarke Functional Analysis, Calculus of Variations and Optimal Control , 2013 .

[38]  Matthias Ehrgott,et al.  Multicriteria Optimization , 2005 .

[39]  Jerald P. Dauer,et al.  Optimization over the efficient set , 1995, J. Glob. Optim..

[40]  P. T. Thach,et al.  Dual approach to minimization on the set of pareto-optimal solutions , 1996 .

[41]  Jacqueline Morgan,et al.  Constrained Well-Posed Two-Level Optimization Problems , 1989 .

[42]  Klaudia Beich,et al.  Theory Of Vector Optimization , 2016 .

[43]  HENRI BONNEL,et al.  Semivectorial Bilevel Convex Optimal Control Problems: Existence Results , 2012, SIAM J. Control. Optim..

[44]  Stephan Dempe,et al.  Foundations of Bilevel Programming , 2002 .

[45]  Henri Bonnel,et al.  Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case , 2015, J. Glob. Optim..

[46]  P. Yu Multiple-Criteria Decision Making: "Concepts, Techniques, And Extensions" , 2012 .

[47]  J. Jost Riemannian geometry and geometric analysis , 1995 .

[48]  João X. da Cruz Neto,et al.  A Subgradient Method for Multiobjective Optimization on Riemannian Manifolds , 2013, Journal of Optimization Theory and Applications.

[49]  Gabriele Eichfelder,et al.  Multiobjective bilevel optimization , 2010, Math. Program..

[50]  Johan Philip,et al.  Algorithms for the vector maximization problem , 1972, Math. Program..

[51]  János Fülöp,et al.  A cutting plane algorithm for linear optimization over the efficient set , 1994 .