A smoothing scheme for optimization problems with max-min constraints
dc.contributor.author | Huang, X. | |
dc.contributor.author | Yang, X. | |
dc.contributor.author | Teo, Kok | |
dc.date.accessioned | 2017-01-30T14:25:02Z | |
dc.date.available | 2017-01-30T14:25:02Z | |
dc.date.created | 2009-03-05T00:58:13Z | |
dc.date.issued | 2007 | |
dc.identifier.citation | Huang, X. and Yang, X. and Teo, Kok Lay. 2007. A smoothing scheme for optimization problems with max-min constraints. Journal of Industrial and Management Optimization. 3 (2): pp. 209-222. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/38706 | |
dc.description.abstract |
In this paper, we apply a smoothing approach to a minimization problem with a max-min constraint (i.e., a min-max-min problem). More specifically, we first rewrite the min-max-min problem as an optimization problem with several min-constraints and then approximate each min-constraint function by a smooth function. As a result, the original min-max-min optimization problem can be solved by solving a sequence of smooth optimization problems. We investigate the relationship between the global optimal value and optimal solutions of the original min-max-min optimization problem and that of the approximate smooth problem. Under some conditions, we show that the limit points of the first-order (second-order) stationary points of the smooth optimization problems are first-order (second-order) stationary points of the original min-max-min optimization problem. | |
dc.publisher | American Institute of Mathematical Sciences | |
dc.relation.uri | http://aimsciences.org/journals/pdfs.jsp?paperID=2259&mode=full | |
dc.title | A smoothing scheme for optimization problems with max-min constraints | |
dc.type | Journal Article | |
dcterms.source.volume | 3 | |
dcterms.source.number | 2 | |
dcterms.source.startPage | 209 | |
dcterms.source.endPage | 222 | |
dcterms.source.issn | 15475816 | |
dcterms.source.title | Journal of Industrial and Management Optimization | |
curtin.note |
The link to the journal’s home page is: | |
curtin.accessStatus | Fulltext not available | |
curtin.faculty | Department of Mathematics and Statistics | |
curtin.faculty | School of Science | |
curtin.faculty | Faculty of Science and Engineering |