Numerically tractable optimistic bilevel problems
We consider a class of optimistic bilevel problems. Specifically, we address bilevel problems in which at the lower level the objective function is fully convex and the feasible set does not depend on the upper level variables.We show that this nontrivial class of mathematical programs is sufficiently broad to encompass significant real-world applications and proves to be numerically tractable. From this respect, we establish that the stationary points for a relaxation of the original problem can be obtained addressing a suitable generalized Nash equilibrium problem.