Optimality conditions and sensitivity analysis in parametric nonconvex minimax programming

D. T. V. An (), N. H. Hung (), D. T. Ngoan () and N. V. Tuyen ()
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D. T. V. An: Thai Nguyen University of Sciences
N. H. Hung: Hanoi Pedagogical University 2, Xuan Hoa
D. T. Ngoan: Hanoi University of Natural Resources and Environment
N. V. Tuyen: Hanoi Pedagogical University 2, Xuan Hoa

Journal of Global Optimization, 2024, vol. 90, issue 1, No 3, 53-72

Abstract: Abstract In this paper, we perform optimality conditions and sensitivity analysis for parametric nonconvex minimax programming problems. Our aim is to study the necessary optimality conditions by using the Mordukhovich (limiting) subdifferential and to give upper estimations for the Mordukhovich subdifferential of the optimal value function in the problem under consideration. The optimality conditions and sensitivity analysis are obtained by using upper estimates for Mordukhovich subdifferentials of the maximum function. The results on optimality conditions are then applied to parametric multiobjective optimization problems. An example is given to illustrate our results.

Keywords: Parametric nonconvex minimax programming; Metric qualification condition; Subdifferentiation of maximum functions; Optimality conditions; Optimal value function; Mordukhovich subdifferentials; 49K35; 90C29; 90C31; 90C46 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-024-01388-y

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