April  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]

Zuliang Lu, Fei Huang, Xiankui Wu, Lin Li, Shang Liu. Convergence and quasi-optimality of $ L^2- $norms based an adaptive finite element method for nonlinear optimal control problems. Electronic Research Archive, 2020, 28 (4) : 1459-1486. doi: 10.3934/era.2020077

[2]

Shenglan Xie, Maoan Han, Peng Zhu. A posteriori error estimate of weak Galerkin fem for second order elliptic problem with mixed boundary condition. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020340

[3]

Monia Capanna, Jean C. Nakasato, Marcone C. Pereira, Julio D. Rossi. Homogenization for nonlocal problems with smooth kernels. Discrete & Continuous Dynamical Systems - A, 2020  doi: 10.3934/dcds.2020385

[4]

Manil T. Mohan. First order necessary conditions of optimality for the two dimensional tidal dynamics system. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020045

[5]

Vaibhav Mehandiratta, Mani Mehra, Günter Leugering. Fractional optimal control problems on a star graph: Optimality system and numerical solution. Mathematical Control & Related Fields, 2021, 11 (1) : 189-209. doi: 10.3934/mcrf.2020033

[6]

Bo Tan, Qinglong Zhou. Approximation properties of Lüroth expansions. Discrete & Continuous Dynamical Systems - A, 2020  doi: 10.3934/dcds.2020389

[7]

George W. Patrick. The geometry of convergence in numerical analysis. Journal of Computational Dynamics, 2021, 8 (1) : 33-58. doi: 10.3934/jcd.2021003

[8]

Matania Ben–Artzi, Joseph Falcovitz, Jiequan Li. The convergence of the GRP scheme. Discrete & Continuous Dynamical Systems - A, 2009, 23 (1&2) : 1-27. doi: 10.3934/dcds.2009.23.1

[9]

Thierry Cazenave, Ivan Naumkin. Local smooth solutions of the nonlinear Klein-gordon equation. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020448

[10]

Christian Clason, Vu Huu Nhu, Arnd Rösch. Optimal control of a non-smooth quasilinear elliptic equation. Mathematical Control & Related Fields, 2020  doi: 10.3934/mcrf.2020052

[11]

Meilan Cai, Maoan Han. Limit cycle bifurcations in a class of piecewise smooth cubic systems with multiple parameters. Communications on Pure & Applied Analysis, 2021, 20 (1) : 55-75. doi: 10.3934/cpaa.2020257

[12]

Yifan Chen, Thomas Y. Hou. Function approximation via the subsampled Poincaré inequality. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 169-199. doi: 10.3934/dcds.2020296

[13]

Mostafa Mbekhta. Representation and approximation of the polar factor of an operator on a Hilbert space. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020463

[14]

Bilal Al Taki, Khawla Msheik, Jacques Sainte-Marie. On the rigid-lid approximation of shallow water Bingham. Discrete & Continuous Dynamical Systems - B, 2021, 26 (2) : 875-905. doi: 10.3934/dcdsb.2020146

[15]

P. K. Jha, R. Lipton. Finite element approximation of nonlocal dynamic fracture models. Discrete & Continuous Dynamical Systems - B, 2021, 26 (3) : 1675-1710. doi: 10.3934/dcdsb.2020178

[16]

Simone Fagioli, Emanuela Radici. Opinion formation systems via deterministic particles approximation. Kinetic & Related Models, 2021, 14 (1) : 45-76. doi: 10.3934/krm.2020048

[17]

Juhua Shi, Feida Jiang. The degenerate Monge-Ampère equations with the Neumann condition. Communications on Pure & Applied Analysis, , () : -. doi: 10.3934/cpaa.2020297

[18]

Huanhuan Tian, Maoan Han. Limit cycle bifurcations of piecewise smooth near-Hamiltonian systems with a switching curve. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020368

[19]

Thierry Horsin, Mohamed Ali Jendoubi. On the convergence to equilibria of a sequence defined by an implicit scheme. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020465

[20]

Philipp Harms. Strong convergence rates for markovian representations of fractional processes. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020367

2019 Impact Factor: 1.366

Metrics

  • PDF downloads (29)
  • HTML views (0)
  • Cited by (2)

Other articles
by authors

[Back to Top]