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Optimal value functions of generalized semi-infinite min-max programming on a noncompact set
Authors:Changyu?Wang  author-information"  >  author-information__contact u-icon-before"  >  mailto:wcy@eyou.com"   title="  wcy@eyou.com"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author,Xiaoqi?Yang,Xinmin?Yang
Affiliation:1. Institute of Operations Research,Qufu Normal University,Qufu 273165,China;Department of Applied Mathematics,Dalian University of Technology,Dalian 116024,China
2. Department of Applied Mathematics,The Hong Kong Polytechnic University,Hong Kong,China
3. Department of Mathematics,Chongqing Normal University,Chongqing 400047,China
Abstract:In this paper, we study optimal value functions of generalized semi-infinite min-max programming problems on a noncompact set. Directional derivatives and subd-ifferential characterizations of optimal value functions are given. Using these properties, we establish first order optimality conditions for unconstrained generalized semi-infinite programming problems.
Keywords:optimal value function   directional derivative   subdifferential   semi-infinite programming   first order optimality condition.
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