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A simple approach to optimality conditions in minmax programing

A simple approach to optimality conditions in minmax programing
A simple approach to optimality conditions in minmax programing
Considering the minmax programming problem, lower and upper subdifferential optimality conditions, in the sense of Mordukhovich, are derived. The approach here, mainly based on the nonsmooth dual objects of Mordukhovich, is completely different from that of most of the previous works where generalizations of the alternative theorem of Farkas have been applied. The results obtained are close to those known in the literature. However, one of the main achievements of this article is that we could also derive necessary optimality conditions for the minmax program of the usual Karush–Kuhn–Tucker type, which seems to be new in this field of study.
0233-1934
385-401
Zemkoho, Alain B.
30c79e30-9879-48bd-8d0b-e2fbbc01269e
Zemkoho, Alain B.
30c79e30-9879-48bd-8d0b-e2fbbc01269e

Zemkoho, Alain B. (2014) A simple approach to optimality conditions in minmax programing. Optimization, 63 (3), 385-401. (doi:10.1080/02331934.2011.653788).

Record type: Article

Abstract

Considering the minmax programming problem, lower and upper subdifferential optimality conditions, in the sense of Mordukhovich, are derived. The approach here, mainly based on the nonsmooth dual objects of Mordukhovich, is completely different from that of most of the previous works where generalizations of the alternative theorem of Farkas have been applied. The results obtained are close to those known in the literature. However, one of the main achievements of this article is that we could also derive necessary optimality conditions for the minmax program of the usual Karush–Kuhn–Tucker type, which seems to be new in this field of study.

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More information

Published date: 2014
Organisations: Operational Research

Identifiers

Local EPrints ID: 370838
URI: http://eprints.soton.ac.uk/id/eprint/370838
ISSN: 0233-1934
PURE UUID: 5fac33ff-5746-4643-ab15-945fa119fbb1
ORCID for Alain B. Zemkoho: ORCID iD orcid.org/0000-0003-1265-4178

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Date deposited: 10 Nov 2014 13:23
Last modified: 15 Mar 2024 03:51

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