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Necessary optimality condition for trilevel optimization problem

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    * Corresponding author 
This work was supported by the Natural Science Foundation of China (11871383, 11401487), and the Basic and Advanced Research Project of Chongqing(cstc2016jcyjA0239).
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  • This paper mainly studies the optimality conditions for a class of trilevel optimization problem, of which all levels are nonlinear programs. We firstly transform this problem into an auxiliary bilevel optimization problem by applying KKT approach to the lower-level problem. Then we obtain a necessary optimality condition via the differential calculus of Mordukhovich. Finally, a theorem for existence of optimal solution is derived via Weierstrass Theorem.

    Mathematics Subject Classification: 90C46, 90C30, 90C31.


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