南方科技大学知识苑(SUSTech KC): Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs

题名	Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs
作者	Guo, Lei 1; Ye, Jane J.2; Zhang, Jin3
通讯作者	Zhang, Jin
发表日期	2023-04-01
DOI	10.1287/moor.2023.1366
发表期刊	MATHEMATICS OF OPERATIONS RESEARCH 影响因子和分区
ISSN	0364-765X
EISSN	1526-5471
摘要	In this paper, we perform a sensitivity analysis for the maximal value function, which is the optimal value function for a parametric maximization problem. Our aim is to study various subdifferentials for the maximal value function. We obtain upper estimates of Fre ' chet, limiting, and horizon subdifferentials of the maximal value function by using some sensitivity analysis techniques sophisticatedly. The derived upper estimates depend only on the union of all solutions and not on its convex hull or only one solution from the solution set. Finally, we apply the derived results to develop some new necessary optimality conditions for nonconvex minimax problems. In the nonconvex-concave setting, our Wolfe duality approach compares favorably with the first-order approach in that the necessary condition is sharper and the constraint qualification is weaker.
关键词	sensitivity analysis value function Wolfe duality nonconvex minimax problem non-Lipschitz continuity necessary optimality
相关链接	[来源记录]
收录类别	SCI ; EI
语种	英语
学校署名	通讯
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000974060000001
出版者	INFORMS
ESI学科分类	MATHEMATICS
来源库	Web of Science
引用统计	被引频次[WOS]：5
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/536180
专题	理学院_数学系
作者单位	1.East China Univ Sci & Technol, Sch Business, Shanghai 200237, Peoples R China 2.Univ Victoria, Dept Math & Stat, Victoria, BC V8W 2Y2, Canada 3.Southern Univ Sci & Technol, SUSTech Int Ctr Math, Natl Ctr Appl Math Shenzhen, Dept Math,Peng Cheng Lab, Shenzhen, Peoples R China
通讯作者单位	数学系
推荐引用方式 GB/T 7714	Guo, Lei,Ye, Jane J.,Zhang, Jin. Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs[J]. MATHEMATICS OF OPERATIONS RESEARCH,2023.
APA	Guo, Lei,Ye, Jane J.,&Zhang, Jin.(2023).Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs.MATHEMATICS OF OPERATIONS RESEARCH.
MLA	Guo, Lei,et al."Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs".MATHEMATICS OF OPERATIONS RESEARCH (2023).