Abstract
We consider the maxmin problem which plays an important role in optimization and game theory. We derive new optimality conditions for a local guaranteed solution to the maxmin problem based on Dubovitzkii–Milyuton theory (Dubovitzkii and Milyuton in USSR Comput Math Math Phys 5:1–80, 1965).
Similar content being viewed by others
References
Kim, D., Pardalos, P.M.: A dynamic domain contraction algorithm for nonconvex piecewise linear network flow problems. J. Global Optim. 17(1–4), 225–234 (2000). (Dedicated to the memory of Professor P. D. Panagiotopoulos)
Kneser, H.: Sur un théorème fondamental de la théorie des jeux. C. R. Acad. Sci. Paris 234, 2418–2420 (1952)
Tseveendorj, I.: Piecewise-convex maximization problems: global optimality conditions. J. Global Optim. 21(1), 1–14 (2001)
Horst, R., Pardalos, P.M., Thoai, N.V.: Introduction to Global Optimization, volume 3 of Nonconvex Optimization and its Applications. Kluwer Academic Publishers, Dordrecht (1995)
Horst, R., Tuy, H.: Global Optimization, 2nd edn. Springer, Berlin (1993). (Deterministic approaches)
von Neumann, J.: Über ein ökonomisches Gleichungssystem und eine Verallgemeinerung des Brouwerschen Fixpunktsatzes. Ergebn. MathKolloq. Wein 8, 73–83 (1937)
Floudas, C.A., Pardalos, P.M.: Encyclopedia of Optimization. Springer, Berlin (2008)
Sion, M.: On general minimax theorems. Pac. J. Math. 8, 171–176 (1958)
Ville, J.: Sur la théorie générale des jeux où interviennent l’habilité des joueurs. Traité des probablités et de ses applications 2, 13–42 (1959)
Kakutani, S.: A generalization of Brouwer’s fixed-point theorem. Duka. Math. J. 8, 457–459 (1941)
Fan, K.: Fixed-point and minimax theorems in locally convex topological linear space. Proc. Nat. Acad. Sci. USA 8, 412–416 (1956)
Nikaido, L.: On von Neumann’s minimax theorem. Pac. J. Math. 4, 65–72 (1954)
Nikaido, L.: One method of proof for the minimax theorem. Proc. Am. Math. Soc. 10, 205–212 (1959)
Wen-Tsun, W.: A remark on the fundamental theorem in the theory of games. Sci. Rec. (NS) 3, 229–233 (1959)
Fan, K.: Minimax theorems. Proc. Nat. Acad. Sci. USA 39, 42–47 (1953)
Dem’yanov, V.F., Vasil’ev, L.V.: Nondifferentiable Optimization. Translation Series in Mathematics and Engineering. Publications Division. Optimization Software Inc., New York (1985)
Zǎlinescu, C.: On the maximization of (not necessarily) convex functions on convex sets. J. Global Optim. 36(3), 379–389 (2006)
Dubovitzkii, A.Y., Milyuton, A.A.: Extremum problems in presence of restrictions. USSR Comput. Math. Math. Phys. 5, 1–80 (1965)
Strekalovski, A.S., Enkhbat, R.: Optimality conditions for a problem of operations research. J. Discrete Distrib. Syst. Irkutsk 1, 151–159 (1981). (in Russian)
Vasiliev, O.V.: Optimization Methods. World Federation Publisher, New York (1995)
Acknowledgements
This work was partially supported by the research grant PROF2017-2373 of the National University of Mongolia. The authors are grateful to anonymous referees for their valuable comments and suggestions which greatly improved early version of the paper.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Rentsen, E., Jamsranjav, E. A note on maxmin problem. Optim Lett 13, 475–483 (2019). https://doi.org/10.1007/s11590-017-1199-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11590-017-1199-5