Optimality conditions and sensitivity analysis in parametric nonconvex minimax programming

被引：2

作者：

An, D. T. V. ^{[1
]}

Hung, N. H. ^{[2
]}

Ngoan, D. T. ^{[3
]}

Tuyen, N. V. ^{[2
]}

机构：

[1] Thai Nguyen Univ Sci, Dept Math & Informat, Thai Nguyen 250000, Vietnam

[2] Hanoi Pedag Univ 2, Dept Math, Phuc Yen, Vinh Phuc, Vietnam

[3] Hanoi Univ Nat Resources & Environm, Dept Basic Sci, Hanoi 11916, Vietnam

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2024年 / 90卷 / 01期

关键词：

Parametric nonconvex minimax programming; Metric qualification condition; Subdifferentiation of maximum functions; Optimality conditions; Optimal value function; Mordukhovich subdifferentials; SUBDIFFERENTIAL CALCULUS; OPTIMIZATION PROBLEMS; GEOMETRIC APPROACH; METRIC REGULARITY;

D O I：

10.1007/s10898-024-01388-y

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we perform optimality conditions and sensitivity analysis for parametric nonconvex minimax programming problems. Our aim is to study the necessary optimality conditions by using the Mordukhovich (limiting) subdifferential and to give upper estimations for the Mordukhovich subdifferential of the optimal value function in the problem under consideration. The optimality conditions and sensitivity analysis are obtained by using upper estimates for Mordukhovich subdifferentials of the maximum function. The results on optimality conditions are then applied to parametric multiobjective optimization problems. An example is given to illustrate our results.

引用

页码：53 / 72

页数：20

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