A SIMPLE APPROACH TO OPTIMALITY CONDITIONS IN MINMAX PROGRAMMING

  • Alain Zemkoho
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Nonsmooth Optimization Short URL: https://optimization-online.org/?p=17341

    Considering the minmax programming problem, lower and upper subdi erential optimality conditions, in the sense of Mordukhovich, are derived. The approach here, mainly based on the nonsmooth dual objects of Mordukhovich, is completely di erent from that of most of the previous works where generalizations of the alternative theorem of Farkas have been applied. The results obtained are closed to those known in the literature. However, one of the main achieve- ments of the paper 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 eld of study.

    Citation

    Alain B. Zemkoho. A simple approach to optimality conditions in minmax programming. Optimization (2012). doi: 10.1080/02331934.2011.653788