Nondifferentiable minimax programming problems with applications

This paper is devoted to the study of optimality conditions and duality in nondifferentiable minimax programming problems and applications. Employing some advanced tools of variational analysis and generalized differentiation, we establish new necessary conditions for optimal solutions of a minimax...

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Vydané v:Annals of operations research Ročník 251; číslo 1-2; s. 73 - 87
Hlavní autori: Chuong, Thai Doan, Kim, Do Sang
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York Springer US 01.04.2017
Springer
Springer Nature B.V
Predmet:
Applied mathematics
Business and Management
Combinatorics
Differentiation
Inequalities
Mathematical functions
Mathematical programming
Minimax technique
Multiple objective analysis
Operations research
Operations Research/Decision Theory
Optimization
Programming
Studies
Texts
Theory of Computation
49K99
Limiting subdifferential
90C46
Minimax programming problem
Optimality condition
65K10
90C29
Duality
invex-infine function
ISSN:0254-5330, 1572-9338
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Popis
Shrnutí:This paper is devoted to the study of optimality conditions and duality in nondifferentiable minimax programming problems and applications. Employing some advanced tools of variational analysis and generalized differentiation, we establish new necessary conditions for optimal solutions of a minimax programming problem involving inequality and equality constraints. Sufficient conditions for the existence of such solutions to the considered problem are also obtained by way of L -invex-infine functions. We state a dual problem to the primal one and explore weak, strong and converse duality relations between them. In addition, some of these results are applied to a nondifferentiable multiobjective optimization problem.
Bibliografia:SourceType-Scholarly Journals-1
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ISSN:0254-5330
1572-9338
DOI:10.1007/s10479-015-1843-3