Nonsmooth minimax programming under locally Lipschitz (φ, ρ)-invexity

Nonsmooth minimax programming under locally Lipschitz (φ, ρ)-invexity

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Article ID: iaor20116397
Volume: 217
Issue: 23
Start Page Number: 9606
End Page Number: 9624
Publication Date: Aug 2011
Journal: Applied Mathematics and Computation
Authors:
Keywords: minimax problem, programming (minimax), Lipschitz continuity
Abstract:

Minimax programming problems involving locally Lipschitz (φ, ρ)‐invex functions are considered. The parametric and non‐parametric necessary and sufficient optimality conditions for a class of nonsmooth minimax programming problems are obtained under nondifferentiable (φ, ρ)‐invexity assumption imposed on objective and constraint functions. When the sufficient conditions are utilized, parametric and non‐parametric dual problems in the sense of Mond–Weir and Wolfe may be formulated and duality results are derived for the considered nonsmooth minimax programming problem. With the reference to the said functions we extend some results of optimality and duality for a larger class of nonsmooth minimax programming problems.

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