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Necessary optimality conditions for minimax programming problems with mathematical constraints |
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| Authors: | Truong Q. Bao Pankaj Gupta Phan Q. Khanh |
| Affiliation: | 1. Department of Mathematics &2. Computer Science, Northern Michigan University, Marquette, MI, USA.btruong@nmu.edu;4. Department of Operational Research, University of Delhi, New Delhi, India.;5. Department of Mathematics, International University, Vietnam National University, Ho Chi Minh, Vietnam. |
| Abstract: | In this paper, necessary optimality conditions in terms of upper and/or lower subdifferentials of both cost and constraint functions are derived for minimax optimization problems with inequality, equality and geometric constraints in the setting of non-differentiatiable and non-Lipschitz functions in Asplund spaces. Necessary optimality conditions in the fuzzy form are also presented. An application of the fuzzy necessary optimality condition is shown by considering minimax fractional programming problem. |
| Keywords: | Minimax programming upper subdifferential necessary optimality conditions lower subdifferential necessary optimality conditions fuzzy necessary optimality conditions minimax fractional programming |