Necessary Optimality Conditions for Bilevel Programming using Tangential Subdifferentials
The bilevel program is an optimization problem in which the constraint involves solutions to a parametric optimization problem. It is well known that the value function reformulation provides an equivalent single-level optimization problem, but it results in a nonsmooth optimization problem that never satisfies the usual constraint qualification, such as the Mangasarian--Fromovitz constraint qualification (MFCQ). In this paper, we study necessary optimality conditions for nonsmooth bilevel programming using tangential subdifferentials. We derive a sequential enhanced tangential Fritz--John type condition for a class of nonsmooth nonlinear programs and then obtain corresponding enhanced tangential Fritz--John and enhanced tangential Karush--Kuhn--Tucker (KKT) systems by taking limits of the sequential condition. We further investigate tangential constraint qualification conditions, including T-quasinormality and a tangential cone--continuity property (T--CCP), and analyze how they guarantee the validity of tangential KKT type conditions. Finally, these results are applied to the value-function reformulation of a bilevel programming problem.