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

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Abstract

In this paper, we study optimal value functions of generalized semi-infinite minmax 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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Authors and Affiliations

  1. Institute of Operations Research, Qufu Normal University, 273165, Qufu, China

    Changyu Wang

  2. Department of Applied Mathematics, Dalian University of Technology, 116024, Dalian, China

    Changyu Wang

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

    Xiaoqi Yang

  4. Department of Mathematics, Chongqing Normal University, 400047, Chongqing, China

    Xinmin Yang

Authors
  1. Changyu Wang
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  2. Xiaoqi Yang
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  3. Xinmin Yang
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Correspondence to Changyu Wang.

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Wang, C., Yang, X. & Yang, X. Optimal value functions of generalized semi-infinite min-max programming on a noncompact set. Sci. China Ser. A-Math. 48, 261–276 (2005). https://doi.org/10.1360/03ys0197

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  • DOI: https://doi.org/10.1360/03ys0197

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