Robust optimization is an effective method for dealing with the optimization problems under uncertainty. When there is uncertainty in the lower level optimization problem of a bilevel programming, it can be formulated by a robust optimization method as a bilevel programming problem with lower level second-order cone program (SOCBLP). In this paper, we present the mathematical models of the SOCBLP, and we give some basic concepts, such as constraint region, inducible region, and optimal solution. It is illustrated that the SOCBLP is generally a nonconvex and nondifferentiable optimization problem, whose feasible set may be not connected in some cases and the constraint region is generally not polyhedral. Finally under suitable conditions we propose the optimality conditions for several models of the SOCBLP in the optimistic case. MSC:90C30.
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