Sufficient optimality and sensitivity analysis of a parameterized min-max programming

DOI10.1155/2012/692325MaRDI QIDQ1760808zbMATH OpenOpenAlexWikidataFDO

Authors Yu Xiao, Chaohong Song, Hui-juan Xiong

Publication date 15 November 2012

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/692325

zbMATH Keywords

parameterized min-max programmingsensitivitysufficient optimality

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Minimax problems in mathematical programming (90C47)

Review text

Summary: Sufficient optimality and sensitivity of a parameterized min-max programming with fixed feasible set are analyzed. Based on Clarke's subdifferential and Chaney's second-order directional derivative, sufficient optimality of the parameterized min-max programming is discussed first. Moreover, under a convex assumption on the objective function, a subdifferential computation formula of the marginal function is obtained. The assumptions are satisfied naturally for some application problems. Moreover, the formulae based on these assumptions are concise and convenient for algorithmic purpose to solve the applications.

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Cited in

(2)

• Sensitivity analysis of efficient solution in vector MINMAX Boolean programming problem
• Optimality conditions and sensitivity analysis in parametric nonconvex minimax programming

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