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On the Conversion of Optimization Problems with Max–Min Constraints to Standard Optimization Problems

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Abstract

In this note, we obtain a sufficient and necessary condition for a point to be a local minimizer of a continuous optimization problem with maximin constraints via the local minimizers of its transformed standard nonlinear optimization problem.

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Reference

  1. Kirjner-Neto, C., and Polak, E., On the Conversion of Optimization Problems with Max-Min Constraints to Standard Optimization Problems, SIAM Journal on Optimization, Vol. 8, pp. 887-915, 1998.

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Author notes

  1. S. J. Li (Associate Professor)

    Present address: Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, PRC

Authors and Affiliations

  1. Department of Fundamental Science, Chongqing University, (Campus B), Chongqing, PRC

    S. J. Li (Associate Professor)

  2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, PRC

    X. Q. Yang (Assistant Professor)

  3. Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, PRC

    K. L. Teo (Chair Professor)

Authors
  1. S. J. Li
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  2. X. Q. Yang
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  3. K. L. Teo
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Li, S.J., Yang, X.Q. & Teo, K.L. On the Conversion of Optimization Problems with Max–Min Constraints to Standard Optimization Problems. Journal of Optimization Theory and Applications 109, 691–698 (2001). https://doi.org/10.1023/A:1017580108556

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  • DOI: https://doi.org/10.1023/A:1017580108556

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