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Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming

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  • Huijuan Xiong
  • Yu Xiao
  • Chaohong Song

Abstract

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.

Suggested Citation

  • Huijuan Xiong & Yu Xiao & Chaohong Song, 2012. "Sufficient Optimality and Sensitivity Analysis of a Parameterized Min-Max Programming," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-9, August.
    • Handle: RePEc:hin:jnljam:692325
    DOI: 10.1155/2012/692325
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