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Sequential Lagrange Multiplier Conditions For Minimax Programming Problems

Author

Listed:
  • ANULEKHA DHARA

    (Department of Mathematics, Indian Institute of Technology Delhi, Hauz Khas, New Delhi-110016, India)

  • APARNA MEHRA

    (Department of Mathematics, Indian Institute of Technology Delhi, Hauz Khas, New Delhi-110016, India)

Abstract

In this article, we study nonsmooth convex minimax programming problems with cone constraint and abstract constraint. Our aim is to develop sequential Lagrange multiplier rules for this class of problems in the absence of any constraint qualification. These rules are obtained in terms of ∊-subdifferentials of the functions. As an application of these rules, a sequential dual is proposed and sequential duality results are presented.

Suggested Citation

  • Anulekha Dhara & Aparna Mehra, 2008. "Sequential Lagrange Multiplier Conditions For Minimax Programming Problems," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 25(02), pages 113-133.
    • Handle: RePEc:wsi:apjorx:v:25:y:2008:i:02:n:s0217595908001729
    DOI: 10.1142/S0217595908001729
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