# American Institute of Mathematical Sciences

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