Assumption 3 (Second Order Sufficient Conditions) For any α
i
∈ A
i
(x
0
, y
0
i
) and
d 6= 0 satisfying the following conditions,
∇
y
g
ij
(x
0
, y
0
i
)
T
d = 0, ∀j ∈ J (α
i
) = {j | α
ij
> 0, j = 1, · · · , p}, (1.4)
∇
y
h
ij
(x
0
, y
0
i
)
T
d = 0, j = p + 1, · · · , q, (1.5)
one has
d
T
∇
2
yy
L
i
(x
0
, y
0
i
, α
i
)d > 0, (1.6)
where
A
i
(x
0
, y
0
i
) =
α ∈ R
q
∇
y
L
i
(x
0
, y
0
i
, α) = 0
α
j
≥ 0, j = 1, · · · , p
i
α
j
g
ij
(x
0
, y
0
i
) = 0, j = 1, · · · , p
i
.
, (1.7)
L
i
(x, y
i
, α
i
) = ϕ
i
(x, y
i
) +
p
i
X
k=1
α
k
g
ik
+
q
i
X
k=p
i
+1
α
k
h
ik
, (1.8)
α
i
= (α
1
, · · · , α
p
i
, α
p
i
+1
, · · · , α
q
i
). (1.9)
In this paper, coC denotes the convex hull of C. In the next section, necessary con-
ditions for problem (P
1
), i. e., for a class of quasidifferentiable bilevel optimization, are
given, and necessary conditions for problem (P
2
), i. e., for a class of quasidifferentiable
MPEC problems, are presented in Section 3.
2 Optimal value as feedback
For every y
0
i
∈ Y
i
(x
0
), the set of Lagrange multiplier vectors of lower level problem is
nonempty if and only if M-F constraint qualification holds at y
0
i
, see [8, 13]. Moreover,
one has the follow ing theorem .
Theorem 2.1 [9, 14, 15, 10, 1, 16] Suppose that M-F constraint qualification and second
order sufficient conditions hold for every y
0
i
∈ Y
i
(x
0
), then v
i
(·) is (local) Lipschitzian,
directional differentiable and
v
0
i
(x
0
; d) = sup
y
i
∈Y
i
(x
0
)
inf
α∈A
i
(x
0
,y
i
)
d
T
∇
x
L
i
(x
0
, y
i
, α). (2.1)
If for every i = 1, · · · , m, Y
i
(x
0
) is finite, i. e., Y
i
(x
0
) = {y
1
i
, · · · , y
β
i
i
}, then (2.1) can be
written as
v
0
i
(x
0
; d) = max{hd, ei | e ∈ C
1
i
} − max{hd, ei | e ∈ C
2
i
}, (2.2)
3
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