2007, 3(2): 209-222. doi: 10.3934/jimo.2007.3.209

A smoothing scheme for optimization problems with Max-Min constraints

1. 

School of Management, Fudan University, Shanghai 200433

2. 

Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong

3. 

Department of Mathematics and Statistics, Curtin University of Technology, Perth

Received  August 2006 Revised  January 2007 Published  April 2007

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.
Citation: X. X. Huang, Xiaoqi Yang, K. L. Teo. A smoothing scheme for optimization problems with Max-Min constraints. Journal of Industrial & Management Optimization, 2007, 3 (2) : 209-222. doi: 10.3934/jimo.2007.3.209
[1]

Jinchuan Zhou, Changyu Wang, Naihua Xiu, Soonyi Wu. First-order optimality conditions for convex semi-infinite min-max programming with noncompact sets. Journal of Industrial & Management Optimization, 2009, 5 (4) : 851-866. doi: 10.3934/jimo.2009.5.851

[2]

Roberto Livrea, Salvatore A. Marano. A min-max principle for non-differentiable functions with a weak compactness condition. Communications on Pure & Applied Analysis, 2009, 8 (3) : 1019-1029. doi: 10.3934/cpaa.2009.8.1019

[3]

José M. Amigó, Ángel Giménez. Formulas for the topological entropy of multimodal maps based on min-max symbols. Discrete & Continuous Dynamical Systems - B, 2015, 20 (10) : 3415-3434. doi: 10.3934/dcdsb.2015.20.3415

[4]

Baolan Yuan, Wanjun Zhang, Yubo Yuan. A Max-Min clustering method for $k$-means algorithm of data clustering. Journal of Industrial & Management Optimization, 2012, 8 (3) : 565-575. doi: 10.3934/jimo.2012.8.565

[5]

Meixia Li, Changyu Wang, Biao Qu. Non-convex semi-infinite min-max optimization with noncompact sets. Journal of Industrial & Management Optimization, 2017, 13 (4) : 1859-1881. doi: 10.3934/jimo.2017022

[6]

R.G. Duran, J.I. Etcheverry, J.D. Rossi. Numerical approximation of a parabolic problem with a nonlinear boundary condition. Discrete & Continuous Dynamical Systems - A, 1998, 4 (3) : 497-506. doi: 10.3934/dcds.1998.4.497

[7]

Jianxin Zhou. Optimization with some uncontrollable variables: a min-equilibrium approach. Journal of Industrial & Management Optimization, 2007, 3 (1) : 129-138. doi: 10.3934/jimo.2007.3.129

[8]

G. Acosta, Julián Fernández Bonder, P. Groisman, J.D. Rossi. Numerical approximation of a parabolic problem with a nonlinear boundary condition in several space dimensions. Discrete & Continuous Dynamical Systems - B, 2002, 2 (2) : 279-294. doi: 10.3934/dcdsb.2002.2.279

[9]

Xianjin Chen, Jianxin Zhou. A local min-orthogonal method for multiple solutions of strongly coupled elliptic systems. Conference Publications, 2009, 2009 (Special) : 151-160. doi: 10.3934/proc.2009.2009.151

[10]

Thierry Horsin, Peter I. Kogut, Olivier Wilk. Optimal $L^2$-control problem in coefficients for a linear elliptic equation. II. Approximation of solutions and optimality conditions. Mathematical Control & Related Fields, 2016, 6 (4) : 595-628. doi: 10.3934/mcrf.2016017

[11]

Shaojun Lan, Yinghui Tang, Miaomiao Yu. System capacity optimization design and optimal threshold $N^{*}$ for a $GEO/G/1$ discrete-time queue with single server vacation and under the control of Min($N, V$)-policy. Journal of Industrial & Management Optimization, 2016, 12 (4) : 1435-1464. doi: 10.3934/jimo.2016.12.1435

[12]

Wenxing Zhu, Yanpo Liu, Geng Lin. Speeding up a memetic algorithm for the max-bisection problem. Numerical Algebra, Control & Optimization, 2015, 5 (2) : 151-168. doi: 10.3934/naco.2015.5.151

[13]

A. C. Eberhard, C.E.M. Pearce. A sufficient optimality condition for nonregular problems via a nonlinear Lagrangian. Numerical Algebra, Control & Optimization, 2012, 2 (2) : 301-331. doi: 10.3934/naco.2012.2.301

[14]

Marek Fila, Kazuhiro Ishige, Tatsuki Kawakami. Convergence to the Poisson kernel for the Laplace equation with a nonlinear dynamical boundary condition. Communications on Pure & Applied Analysis, 2012, 11 (3) : 1285-1301. doi: 10.3934/cpaa.2012.11.1285

[15]

Antonio Giorgilli, Stefano Marmi. Convergence radius in the Poincaré-Siegel problem. Discrete & Continuous Dynamical Systems - S, 2010, 3 (4) : 601-621. doi: 10.3934/dcdss.2010.3.601

[16]

Monika Laskawy. Optimality conditions of the first eigenvalue of a fourth order Steklov problem. Communications on Pure & Applied Analysis, 2017, 16 (5) : 1843-1859. doi: 10.3934/cpaa.2017089

[17]

Luis Bayón, Jose Maria Grau, Maria del Mar Ruiz, Pedro Maria Suárez. A hydrothermal problem with non-smooth Lagrangian. Journal of Industrial & Management Optimization, 2014, 10 (3) : 761-776. doi: 10.3934/jimo.2014.10.761

[18]

Xuemei Li, Rafael de la Llave. Convergence of differentiable functions on closed sets and remarks on the proofs of the "Converse Approximation Lemmas''. Discrete & Continuous Dynamical Systems - S, 2010, 3 (4) : 623-641. doi: 10.3934/dcdss.2010.3.623

[19]

Samia Challal, Abdeslem Lyaghfouri. The heterogeneous dam problem with leaky boundary condition. Communications on Pure & Applied Analysis, 2011, 10 (1) : 93-125. doi: 10.3934/cpaa.2011.10.93

[20]

Peter Giesl. Necessary condition for the basin of attraction of a periodic orbit in non-smooth periodic systems. Discrete & Continuous Dynamical Systems - A, 2007, 18 (2&3) : 355-373. doi: 10.3934/dcds.2007.18.355

2016 Impact Factor: 0.994

Metrics

  • PDF downloads (1)
  • HTML views (0)
  • Cited by (2)

Other articles
by authors

[Back to Top]