Optimal value functions of generalized semi-infinite min-max programming on a noncompact set

Changyu Wang; Xiaoqi Yang; Xinmin Yang

doi:10.1360/03ys0197

Optimal value functions of generalized semi-infinite min-max programming on a noncompact set

Changyu Wang
, Xiaoqi Yang
, Xinmin Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

7 Citations (Scopus)

Abstract

In this paper, we study optimal value functions of generalized semi-infinite min-max programming problems on a noncompact set. Directional derivatives and subdifferential characterizations of optimal value functions are given. Using these properties, we establish first order optimality conditions for unconstrained generalized semi-infinite programming problems.

Original language	English
Pages (from-to)	261-276
Number of pages	16
Journal	Science in China, Series A: Mathematics
Volume	48
Issue number	2
DOIs	https://doi.org/10.1360/03ys0197
Publication status	Published - 1 Feb 2005

Keywords

Directional derivative
First order optimality condition
Optimal value function
Semi-infinite programming
Subdifferential

ASJC Scopus subject areas

General

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10.1360/03ys0197

Cite this

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abstract = "In this paper, we study optimal value functions of generalized semi-infinite min-max programming problems on a noncompact set. Directional derivatives and subdifferential characterizations of optimal value functions are given. Using these properties, we establish first order optimality conditions for unconstrained generalized semi-infinite programming problems.",

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author = "Changyu Wang and Xiaoqi Yang and Xinmin Yang",

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AU - Yang, Xinmin

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N2 - In this paper, we study optimal value functions of generalized semi-infinite min-max programming problems on a noncompact set. Directional derivatives and subdifferential characterizations of optimal value functions are given. Using these properties, we establish first order optimality conditions for unconstrained generalized semi-infinite programming problems.

AB - In this paper, we study optimal value functions of generalized semi-infinite min-max programming problems on a noncompact set. Directional derivatives and subdifferential characterizations of optimal value functions are given. Using these properties, we establish first order optimality conditions for unconstrained generalized semi-infinite programming problems.

KW - Directional derivative

KW - First order optimality condition

KW - Optimal value function

KW - Semi-infinite programming

KW - Subdifferential

UR - https://www.scopus.com/pages/publications/15044343995

U2 - 10.1360/03ys0197

DO - 10.1360/03ys0197

M3 - Journal article

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IS - 2

ER -

Optimal value functions of generalized semi-infinite min-max programming on a noncompact set

Abstract

Keywords

ASJC Scopus subject areas

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