The maximax minimax quotient theorem

DOI10.1007/S10957-022-02008-ZzbMATH Open1492.49030arXiv2104.15025OpenAlexW4211237196MaRDI QIDQ2116624FDOQ2116624

Authors: Jean-Baptiste Bouvier, Melkior Ornik 

Publication date: 18 March 2022

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Abstract: We present an optimization problem emerging from optimal control theory and situated at the intersection of fractional programming and linear max-min programming on polytopes. A na"ive solution would require solving four nested, possibly nonlinear, optimization problems. Instead, relying on numerous geometric arguments we determine an analytical solution to this problem. In the course of proving our main theorem we also establish another optimization result stating that the minimum of a specific minimax optimization is located at a vertex of the constraint set.

Full work available at URL: https://arxiv.org/abs/2104.15025

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zbMATH Keywords

optimizationfractional programmingpolytopesmax-min programming

Mathematics Subject Classification ID

Fractional programming (90C32) Minimax problems in mathematical programming (90C47) Optimality conditions for minimax problems (49K35)

Cites Work

• Programming with linear fractional functionals
• Infinite dimensional analysis. A hitchhiker's guide.
• Semi-Infinite Programming: Theory, Methods, and Applications
• Global optimization of fractional programs
• A unified monotonic approach to generalized linear fractional programming
• A continuous version of a result of Du and Hwang
• Linear max-min programming

Cited In (1)

• Resilience of linear systems to partial loss of control authority

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