Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming
Sufficient optimality and sensitivity of a parameterized min-max programming with fixed feasible set are analyzed. Based on Clarke's subdifferential and Chaney's second-order directional derivative, sufficient optimality of the parameterized min-max programming is discussed first. Moreover...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/692325 |
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| _version_ | 1832550976988381184 |
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| author | Huijuan Xiong Yu Xiao Chaohong Song |
| author_facet | Huijuan Xiong Yu Xiao Chaohong Song |
| author_sort | Huijuan Xiong |
| collection | DOAJ |
| description | Sufficient optimality and sensitivity of a parameterized min-max programming with fixed feasible set are analyzed. Based on Clarke's subdifferential and Chaney's second-order directional derivative, sufficient optimality of the parameterized min-max programming is discussed first. Moreover, under a convex assumption on the objective function, a subdifferential computation formula of the marginal function is obtained. The assumptions are satisfied naturally for some application problems. Moreover, the formulae based on these assumptions are concise and convenient for algorithmic purpose to solve the applications. |
| format | Article |
| id | doaj-art-646dcf7f725c474f9f4f693bf1c098de |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-646dcf7f725c474f9f4f693bf1c098de2025-02-03T06:05:20ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/692325692325Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max ProgrammingHuijuan Xiong0Yu Xiao1Chaohong Song2College of Science, Huazhong Agricultural University, Wuhan 430070, ChinaSchool of Basic Science, East China Jiaotong University, Nanchang 330000, ChinaCollege of Science, Huazhong Agricultural University, Wuhan 430070, ChinaSufficient optimality and sensitivity of a parameterized min-max programming with fixed feasible set are analyzed. Based on Clarke's subdifferential and Chaney's second-order directional derivative, sufficient optimality of the parameterized min-max programming is discussed first. Moreover, under a convex assumption on the objective function, a subdifferential computation formula of the marginal function is obtained. The assumptions are satisfied naturally for some application problems. Moreover, the formulae based on these assumptions are concise and convenient for algorithmic purpose to solve the applications.http://dx.doi.org/10.1155/2012/692325 |
| spellingShingle | Huijuan Xiong Yu Xiao Chaohong Song Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming Journal of Applied Mathematics |
| title | Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming |
| title_full | Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming |
| title_fullStr | Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming |
| title_full_unstemmed | Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming |
| title_short | Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming |
| title_sort | sufficient optimality and sensitivity analysis of a parameterized min max programming |
| url | http://dx.doi.org/10.1155/2012/692325 |
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