Second-order optimality conditions for minimizing a max-function

DOI10.1007/BF02878437MaRDI QIDQ1589774zbMATH OpenFDO

Authors R. Smith, Liren Huang, K. F. Ng

Publication date 16 May 2002

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02878437

zbMATH Keywords

max-functionnonsmooth optimizationsecond-order optimality conditionsup-type function

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for minimax problems (49K35) Minimax problems in mathematical programming (90C47)

Review text

The authors consider the problem of minimizing the function \(h(x):=\max\{f(x,\tau)\mid \tau \in T\}\), where \(x\in R^{p}\), \(T\) is a compact metric space and the function \(f(\cdot ,\tau)\) is \(C^{2}\). Second-order necessary optimality conditions are obtained by using second-order directional derivatives of Chaney and Ben-Tal/Zowe of \(h\). These conditions improve an earlier result of \textit{H. Kawasaki} [Appl. Math. Optimization 26, No. 2, 195-220 (1992; Zbl 0777.90058)].

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Cites work

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Cited in

(7)

• Second-order necessary and sufficient optimality conditions for minimizing a sup-type function
• Sufficient optimality and sensitivity analysis of a parameterized min-max programming
• Extremum of a function obtained by ordering two specified smooth functions
• scientific article; zbMATH DE number 4123542 (Why is no real title available?)
• Optimality Conditions For Max-Type Nonsmooth Minimization Problems
• A simple formula for the second-order subdifferential of maximum functions
• Second order necessary optimality conditions for minimizing a sup-type function

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