Calculation of directional derivatives in max-min problems with linear constraints

Calculation of directional derivatives in max-min problems with linear constraints

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Article ID: iaor19931507
Country: United Kingdom
Volume: 31
Start Page Number: 86
End Page Number: 88
Publication Date: Dec 1991
Journal: USSR Computational Mathematics and Mathematical Physics
Authors:
Abstract:

Formulae are derived for computing directional derivatives in max-min problems with linear linked constraints and smooth objective functions.

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