A Method for Establishing Optimality Conditions for a Nonsmooth Vector-Valued Minimax Problem

Using a method of uniform approximations, necessary and sufficient conditions for a nonsmooth constrained vector-valued minimax problem are established in terms of Mordukhovich subdifferentials.     

H-空间中新的非紧极大极小定理、截口定理及非空交定理

本文在无线性结构Ｈ－空间的框架之下给出一个新的ｖｏｎ Ｎｅｕｍａｎｎ型非紧极大极小定理，并且作为其应用而得到一个新的Ｋｙ Ｆａｎ型截口定理和一个新的非空交定理．结果即使在欧几里得空间中也是全新的     

Gap Functions and Existence of Solutions to Generalized Vector Quasi-Equilibrium Problems

This paper deals with generalized vector quasi-equilibrium problems. By virtue of a nonlinear scalarization function, the gap functions for two classes of generalized vector quasi-equilibrium problems are obtained. Then, from an existence theorem for a generalized quasi-equilibrium problem and a minimax inequality, existence theorems for two classes of generalized vector quasi-equilibrium problems are established. This research is partially supported by the Postdoctoral Fellowship Scheme of The Hong Kong Polytechnic University and the National Natural Science Foundation of China.     

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本文研究了独立随机变量之和的绝对矩的几个性质, 其中包括$\ep|X+Y|-\ep|X-Y|$的表达式, 这里$X$和$Y$是相互独立的随机变量.     

求解极小极大问题的非单调过滤算法

提出一种改进的求解极小极大问题的信赖域滤子方法,利用SQP子问题来求一个试探步,尾服用滤子来衡量是否接受试探步,避免了罚函数的使用;并且借用已有文献的思想, 使用了Lagrange函数作为效益函数和非单调技术,在适当的条件下,分析了算法的全局和局部收敛性,并进行了数值实验.     

On Minimax Fractional Optimality and Duality with Generalized Convexity

In this paper, we establish several sufficient optimality conditions for a class of generalized minimax fractional programming. Based on the sufficient conditions, a new dual model is constructed and duality results are derived. Our study naturally unifies and extends some previously known results in the framework of generalized convexity and dual models. Mathematics Subject Classifications: 90C25, 90C32, 90C47.     

Instability analysis of saddle points by a local minimax method

The objective of this work is to develop some tools for local instability analysis of multiple critical points, which can be computationally carried out. The Morse index can be used to measure local instability of a nondegenerate saddle point. However, it is very expensive to compute numerically and is ineffective for degenerate critical points. A local (weak) linking index can also be defined to measure local instability of a (degenerate) saddle point. But it is still too difficult to compute. In this paper, a local instability index, called a local minimax index, is defined by using a local minimax method. This new instability index is known beforehand and can help in finding a saddle point numerically. Relations between the local minimax index and other local instability indices are established. Those relations also provide ways to numerically compute the Morse, local linking indices. In particular, the local minimax index can be used to define a local instability index of a saddle point relative to a reference (trivial) critical point even in a Banach space while others failed to do so.

     

广义多目标minmax问题的最优性条件和极大熵方法

本文讨论了广义多目标minmax问题的最优性条件。利用极大熵逼近函数，研究了广义多目标minmax；问题的逼近问题，在较弱的条件下，证明了由极大熵逼近函数导出的多目标逼近问题的临界点的任一极限点均为原广义多目标minmax问题的临界点。     

非紧超凸度量空间中的极大元定理及其对极大极小问题和鞍点问题的应用

在非紧超凸度量空间中的非紧次允许子集中建立了一个极大元定理．作为应用,研究了Fan-Browder型不动点定理、KyFan极大极小不等式和鞍点定理．     

Properties of ε-value functions for a two person differential game

We consider the problem of approximate minimax for the Bolza problem of optimal control. Starting from the method of dynamic programming (Bellman) we define the ?-value function to be the approximation for the value function being a solution to the Hamilton–Jacobi equation.