Article ID: | iaor200962737 |
Country: | Singapore |
Volume: | 25 |
Issue: | 2 |
Start Page Number: | 113 |
End Page Number: | 133 |
Publication Date: | Apr 2008 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Mehra Aparna, Dhara Anulekha |
Keywords: | programming: mathematical, programming: convex |
In this article, we study nonsmooth convex minimax programming problems with cone constraint and abstract constraint. Our aim is to develop sequential Lagrange multiplier rules for this class of problems in the absence of any constraint qualification. These rules are obtained in terms of ϵ–subdifferentials of the functions. As an application of these rules, a sequential dual is proposed and sequential duality results are presented.