Skip to main content
Log in

E-differentiable minimax programming under E-convexity

  • Original Research
  • Published:
Annals of Operations Research Aims and scope Submit manuscript

Abstract

In this paper, a new class of minimax programming problems is considered in which the functions involved are E-differentiable. The so-called parametric and nonparametric necessary E-optimality conditions are derived for the considered E-differentiable minimax programming problem. Further, sufficient optimality conditions are established for such nondifferentiable extremum problems under E-convexity hypotheses. Moreover, the example of a nonsmooth minimax programming problem with E-differentiable functions is given to illustrate the aforesaid results. Furthermore, the so-called Mond-Weir E-dual problem and Wolfe E-dual problem are defined for the considered E-differentiable minimax programming problem and several E-duality theorems are established also under appropriate E-convexity hypotheses.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Antczak, T., & Abdulaleem, N. (2019). \(E\)-optimality conditions and Wolfe \(E\)-duality for \(E\)-differentiable vector optimization problems with inequality and equality constraints. Journal of Nonlinear Sciences and Applications,12, 745–764.

    Article  Google Scholar 

  • Antczak, T. (2004). Minimax programming under \((p, r)\)-invexity. European Journal of Operational Research, 158, 1–19.

    Article  Google Scholar 

  • Antczak, T. (2011). Nonsmooth minimax programming under locally Lipschitz \(\left( \Phi,\rho \right) \)-invexity. Applied Mathematics and Computation,217, 9606–9624.

    Article  Google Scholar 

  • Antczak, T. (2013). A lower bound for the penalty parameter in the exact minimax penalty function method for solving nondifferentiable extremum problems. Journal of Optimization Theory and Applications,159(2), 437–453.

    Article  Google Scholar 

  • Ahmad, I., Husain, Z., & Sharma, S. (2008). Second-order duality in nondifferentiable minmax programming involving type-I functions. Journal of Computational and Applied Mathematics,215(1), 91–102.

    Article  Google Scholar 

  • Bazaraa, M. S., Sherali, H. D., & Shetty, C. M. (2006). Nonlinear programming: theory and algorithms. New York: Wiley.

    Book  Google Scholar 

  • Bector, C. R., & Bhatia, B. L. (1985). Sufficient optimality conditions and duality for a minimax problem. Utilitas Mathematica,27, 229–247.

    Google Scholar 

  • Bector, C. R., Chandra, S., & Husain, I. (1992). Sufficient conditions and duality for a continuous-time minmax programming problem. Asia-Pacific Journal of Operational Research,9, 55–76.

    Google Scholar 

  • Bector, C. R., Chandra, S., & Kumar, V. (1994). Duality for minmax programming involving \(V\)-invex functions. Optimization,30, 93–103.

    Article  Google Scholar 

  • Chew, K. L. (1984). Pseudolinear minimax programs. Asia Pacific Journal of Operational Research, 1, 53–64.

    Google Scholar 

  • Chuong, T. D. (2017). Nondifferentiable minimax programming problems with applications. Annals of Operations Research,251(1–2), 73–87.

    Article  Google Scholar 

  • Cherkaev, E., & Cherkaev, A. (2008). Minimax optimization problem of structural design. Computers & Structures,86(13–14), 1426–1435.

    Article  Google Scholar 

  • Danskin, J. M. (1967). The theory of max-min and its application to weapons allocation problems. New York: Springer.

    Book  Google Scholar 

  • Demyanov, V. F., & Malozehon, V. N. (1974). Introduction to minmax. New York: Wiley.

    Google Scholar 

  • Du, D. Z., & Pardalos, P. M. (Eds.). (1995). Minimax and applications. Dordrecht: Kluwer Academic Publishers.

  • Deng, X. T., Li, Z. F., & Wang, S. Y. (2005). A minimax portfolio selection strategy with equilibrium. European Journal of Operational Research, 166, 278–292.

    Article  Google Scholar 

  • Husain, Z., Jayswal, A., & Ahmad, I. (2009). Second order duality for nondifferentiable minimax programming problems with generalized convexity. Journal of Global Optimization,44(4), 593–608.

    Article  Google Scholar 

  • Jayswal, A., & Stancu-Minasian, I. (2011). Higher-order duality for nondifferentiable minimax programming problem with generalized convexity. Nonlinear Analysis,74(2), 616–625.

    Article  Google Scholar 

  • Khan, M. A. (2016). Optimality conditions and duality for nonsmooth minimax programming problems under generalized invexity. Filomat,30, 1253–1261.

    Article  Google Scholar 

  • Kailey, N., & Sharma, V. (2016). On second order duality of minimax fractional programming with square root term involving generalized \(B-(p, r)\)-invex functions. Annals of Operations Research,244(2), 603–617.

    Article  Google Scholar 

  • Lai, H. C., & Huang, T. Y. (2009). Optimality conditions for a nondifferentiable minimax programming in complex spaces. Nonlinear Analysis,71(3–4), 1205–1212.

    Article  Google Scholar 

  • Liu, X., Yuan, D., & Dan, Qu. (2013). Minimax programming with \( \left( G,\alpha \right) \)-invexity. Journal of Nonlinear Analysis and Optimization,4, 173–180.

    Google Scholar 

  • Mehra, A., & Bhatia, D. (1999). Optimality and duality for minmax problems involving arcwise connected and generalized arcwise connected functions. Journal of Mathematical Analysis and Applications,231, 425–445.

    Article  Google Scholar 

  • Mishra, S. K., & Shukla, K. (2010). Nonsmooth minimax programming problems with \(V\)\(r\)-invex functions. Optimization, 59(1), 95–103.

    Article  Google Scholar 

  • Mishra, S. K., Wang, S., & Lai, K. K. (2007). Minimax programming under generalized \((p, r)\)-invexity. Journal of System Science & Complexity,20, 501–508.

    Article  Google Scholar 

  • Mond, B., & Weir, T. (1991). Sufficient optimality conditions and duality for pseudoconvex minimax problem. Cahiers, du-Centre d’Etudes de Recherch Operationnelle,33, 123–128.

    Google Scholar 

  • Megahed, A. A., Gomma, H. G., Youness, E. A., & El-Banna, A. H. (2013). Optimality conditions of \(E\)-convex programming for an \(E\)-differentiable function. Journal of Inequalities and Applications,2013(1), 246.

    Article  Google Scholar 

  • Rivaz, S., & Yaghoobi, M. A. (2013). Minimax regret solution to multiobjective linear programming problems with interval objective functions coefficients. Central European Journal of Operations Research,21(3), 625–649.

    Article  Google Scholar 

  • Stefanescu, M. V., & Stefanescu, A. (2007). Minimax programming under new invexity assumptions. Revue Roumaine Mathematiques Pures et Appliquees,52, 367–376.

    Google Scholar 

  • Weir, T. (1992). Pseudoconvex minmax programming. Utilitas Mathematica,42, 234–240.

    Google Scholar 

  • Wang, S. Y., Yamamoto, Y., & Yu, M. (2003). A minimax rule for portfolio selection in frictional markets. Mathematical Methods of Operations Research,57, 141–155.

    Article  Google Scholar 

  • Youness, E. A. (1999). \(E\)-convex sets, \(E\)-convex functions, and \( E \)-convex programming. Journal of Optimization Theory and Applications,102(2), 439–450.

    Article  Google Scholar 

  • Zalmai, G. J. (1987). Optimality criteria and duality for a class of minmax programming problems with generalized invexity conditions. Utilitas Mathematica,32, 35–57.

    Google Scholar 

  • Zalmai, G. J. (2003). Parameter-free sufficient optimality conditions and duality models for minmax fractional subset programming problems with generalized \((F,\rho,\theta )\)-convex functions. Computers & Mathematics with Applications,45, 1507–1535.

    Article  Google Scholar 

  • Zhou, H., & Sun, W. (2003). Optimality and duality without a constraint qualification for minimax programming. Bulletin of the Australian Mathematical Society,67, 121–130.

    Article  Google Scholar 

  • Žaković, S., Pantelides, C., & Rustem, B. (2000). An interior point algorithm for computing saddle points of constrained continuous minimax. Annals of Operations Research,99(1–4), 59–77.

    Article  Google Scholar 

  • Žaković, S., & Rustem, B. (2003). Semi-infinite programming and applications to minimax problems. Annals of Operations Research, 124(1–4), 81–110.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Najeeb Abdulaleem.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Antczak, T., Abdulaleem, N. E-differentiable minimax programming under E-convexity. Ann Oper Res 300, 1–22 (2021). https://doi.org/10.1007/s10479-020-03925-w

Download citation

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10479-020-03925-w

Keywords

Navigation