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Optimality conditions for a class of relaxed quasiconvex minimax problems

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
A class of minimax problems is considered. We approach it with the techniques of quasiconvex optimization, which includes most important nonsmooth and relaxed convex problems and has been intensively developed. Observing that there have been many contributions to various themes of minimax problems, but surprisingly very few on optimality conditions, the most traditional and developed topic in optimization, we establish both necessary and sufficient conditions for solutions and unique solutions. A main feature of this work is that the involved functions are relaxed quasi- convex in the sense that the sublevel sets need to be convex only at the considered point. We use star subdifferentials, which are slightly bigger than other subdifferentials applied in many existing results for minimization problems, but may be empty or too small in various situations. Hence, when applied to the special case of minimization problems, our results may be more suitable. Many examples are provided to illustrate the applications of the results and also to discuss the imposed assumptions.
Rocznik
Strony
249--260
Opis fizyczny
Bibliogr. 14 poz., rys., tab.
Twórcy
  • Department of Mathematics, College of Cantho, Cantho, Vietnam
autor
  • Department of Mathematics, International University, Vietnam National University Hochiminh City, Linh Trung, Thu Duc, Hochiminh City, Vietnam
Bibliografia
  • 1. AUSSEL, D. and HADJISAVVAS, N. (2005) Adjusted sublevel sets, normal operators, and quasi-convex programming. SIAM J. Optim. 16 (2), 358-367.
  • 2. AUSSEL, D. and YE, J. J. (2006) Quasiconvex programming with locally star- sharped constraint region and applications to quasiconvex MPEC. Optimization 55 (5-6), 433-457.
  • 3. BHATIA, D. and MEHRA, A. (2001) Optimality conditions and duality for a p-connected mini-max programming problem. Indian J. Pure Appl. Math. 32 (5), 727-738.
  • 4. BORDE, J. and CROUZEIX, J. P. (1990) Continuity properties of the normal cone to the level sets of a quasiconvex function. J. Optim. Theory Appl. 66 (3), 415-429.
  • 5. CHEN, J. C. and LAI, H. C. (2004) Optimality conditions for minimax pro- gramming of analytic functions. Taiwanese J. Math. 8 (4), 673-686.
  • 6. DANIILIDIS, A., HADJISAVVAS, N. and MART´INEZ-LEGAZ, J. E. (2001) An appropriate subdifferential for quasiconvex functions. SIAM J. Optim. 12 (2), 407-420.
  • 7. GREENBERG, H. P. and PIERSKALLA, W. P. (1973) Quasiconjugate function and surrogate duality. Cahiers du Centre d’Etude de Recherche Op´erationnelle 15, 437-448.
  • 8. GUTI´ERREZ, J. M. (1984) Infragradients and directions of decrease. Rev. Real Acad. Sci. Exact. F´ıs. Natur. Madrid 78 (4), 523-532.
  • 9. KHANH, P. Q., QUYEN, H. T. and YAO, J. C. (2011) Optimality conditions under relaxed quasi-convexity assumptions using star and adjusted subdifferentials. European J. Oper. Res. 212 (2), 235-241.
  • 10. LINH, N. T. H. and PENOT, J. P. (2006) Optimality conditions for quasiconvex programs. SIAM J. Optim. 17 (2), 500-510.
  • 11. PENOT, J. P. (2003a) Characterization of solution sets of quasiconvex programs. J. Optim. Theory Appl. 117 (3), 627-636.
  • 12. PENOT, J. P. (2003b) A Lagrangian approach to quasiconvex programing. J. Optim. Theory Appl. 117 (3), 637 647.
  • 13. PENOT, J. P. and ZALINESCU, C. (2000) Elements of quasiconvex subdif- ferential calculus. J. Convex Anal. 7 (2), 243-269.
  • 14. PLASTRIA, F. (1985) Lower subdifferentiable functions and their minimization by cutting planes. J. Optim. Theory Appl. 46 (1), 37-53.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-cea9c702-6e88-4a0a-b664-08458556cd90
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