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Abstrakty
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. (original abstract)
Twórcy
autor
- 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
- AUSSEL, D., HADJISAVVAS, N. (2005), Adjusted sublevel sets, normal operators, and quasi-convex programming. SIAM J. Optim. 16 (2), 358-367.
- AUSSEL, D., YE, J. J. (2006), Quasiconvex programming with locally star-sharped constraint region and applications to quasiconvex MPEC. Optimization 55 (5-6), 433-457.
- BHATIA, D., MEHRA, A. (2001), Optimality conditions and duality for a p-connected mini-max programming problem. Indian J. Pure Appl. Math. 32 (5), 727-738.
- BORDE, J., 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.
- CHEN, J. C., LAI, H. C. (2004), Optimality conditions for minimax programming of analytic functions. Taiwanese J. Math. 8 (4), 673-686.
- DANIILIDIS, A., HADJISAVVAS, N. and MARTÍNEZ-LEGAZ, J. E. (2001), An appropriate subdifferential for quasiconvex functions. SIAM J. Optim. 12 (2), 407-420.
- GREENBERG, H. P., PIERSKALLA, W. P. (1973), Quasiconjugate function and surrogate duality. Cahiers du Centre d'Etude de Recherche Opérationnelle 15, 437-448.
- GUTI´ERREZ, J. M. (1984), Infragradients and directions of decrease. Rev. Real Acad. Sci. Exact. Fís. Natur. Madrid 78 (4), 523-532.
- KHANH, P. Q., QUYEN, H. T., YAO, J. C. (2011), Optimality conditions under relaxed quasi-convexity assumptions using star and adjusted subdifferentials. European J. Oper. Res. 212 (2), 235-241.
- LINH, N. T. H., PENOT, J. P. (2006) Optimality conditions for quasiconvex programs. SIAM J. Optim. 17 (2), 500-510.
- PENOT, J. P. (2003a), Characterization of solution sets of quasiconvex programs. J. Optim. Theory Appl. 117 (3), 627-636.
- PENOT, J. P. (2003b), A Lagrangian approach to quasiconvex programing. J. Optim. Theory Appl. 117 (3), 637 647.
- PENOT, J. P., ZALINESCU, C. (2000), Elements of quasiconvex subdif- ferential calculus. J. Convex Anal. 7 (2), 243-269.
- PLASTRIA, F. (1985), Lower subdifferentiable functions and their minimization by cutting planes. J. Optim. Theory Appl. 46 (1), 37-53.
Typ dokumentu
Bibliografia
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