Calculation of directional derivatives in max-min problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 37 (1997) no. 1, pp. 18-22 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_1997_37_1_a3,
     author = {L. I. Minchenko and T. V. Satsura},
     title = {Calculation of directional derivatives in max-min problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {18--22},
     year = {1997},
     volume = {37},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1997_37_1_a3/}
}
TY  - JOUR
AU  - L. I. Minchenko
AU  - T. V. Satsura
TI  - Calculation of directional derivatives in max-min problems
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1997
SP  - 18
EP  - 22
VL  - 37
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1997_37_1_a3/
LA  - ru
ID  - ZVMMF_1997_37_1_a3
ER  - 
%0 Journal Article
%A L. I. Minchenko
%A T. V. Satsura
%T Calculation of directional derivatives in max-min problems
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1997
%P 18-22
%V 37
%N 1
%U http://geodesic.mathdoc.fr/item/ZVMMF_1997_37_1_a3/
%G ru
%F ZVMMF_1997_37_1_a3
L. I. Minchenko; T. V. Satsura. Calculation of directional derivatives in max-min problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 37 (1997) no. 1, pp. 18-22. http://geodesic.mathdoc.fr/item/ZVMMF_1997_37_1_a3/

[1] Fedorov V. V., Chislennye metody maksimina, Nauka, M., 1979 | MR

[2] Demyanov V. F., Minimaks: differentsiruemost po napravleniyam, Izd-vo LGU, L., 1974 | MR

[3] Pshenichnyi B. N., Vypuklyi analiz i ekstremalnye zadachi, Nauka, M., 1980 | MR | Zbl

[4] Auslender A., Cominetti R., “First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions”, Optimization, 1990, no. 21, 351–363 | DOI | MR | Zbl

[5] Gauvin J., Janin R., “Directional behaviour of the optimal solution in nonlinear mathematical programming”, Math. Operat. Res., 1988, no. 13, 629–649 | DOI | MR | Zbl

[6] Shapiro A., “Sensitivity analysis of nonlinear programs and differentiability properties of metric projections”, SIAM J. Control and Optimizat., 26 (1988), 628–645 | DOI | MR | Zbl

[7] Rockafellar R. T., “Directional differentiability of the optimal value function in a nonlinear programming problem”, Math. Program. Study, 1984, no. 21, 213–226 | MR | Zbl

[8] Demyanov V. F., Malozemov V. N., Vvedenie v minimaks, Nauka, M., 1972 | MR

[9] Minchenko L. I., “O vychislenii proizvodnykh po napravleniyam v maksiminnykh zadachakh s lineinymi ogranicheniyami”, Zh. vychisl. matem. i matem. fiz., 31:3 (1991), 454–456 | MR

[10] Belousov E. G., “Über Lipschitzstetigkeit und Richtungsdifferenzierbarkeit der Extremalwertfunction”, Seminarber. Sekt. Math. Humboldt-Univ. Berlin, 90, 1987, 28–40 | MR | Zbl

[11] Tigan S., A quasimonotonic max-min programming with linked linear constraints, Res. Seminar Preprint Babes-Bolyai Univ. Fac. Math. No 7, 1986, 279–284 | MR

[12] Borisenko O. F., Minchenko L. I., “O differentsiruemosti po napravleniyam funktsii maksimuma”, Zh. vychisl. matem. i matem. fiz., 23:3 (1983), 567–575 | MR | Zbl

[13] Rokafellar R. T., Vypuklyi analiz, Mir, M., 1973

[14] Demyanov V. F., Rubinov A. M., Osnovy negladkogo analiza i kvazidifferentsialnoe ischislenie, Nauka, M., 1990 | MR

[15] Auslender A., “Stability in mathematical programming with nondifferentiable data”, SIAM J. Control and Optimizat., 22:2 (1984), 239–254 | DOI | MR | Zbl

[16] Minchenko L. I., Borisenko O. F., Gritsai S. P., Mnogoznachnyi analiz i vozmuschennye zadachi nelineinogo programmirovaniya, Navuka i tekhnika, Minsk, 1993 | MR | Zbl

[17] Klatte D., “Lipschitz continuity of infima and optimal solutions in parametric optimization: the polyhedral case”, Math. Res., 35 (1987), 229–248 | MR | Zbl

[18] Mangasarian O. L., Shiau T. M., “Lipschitzian continuity of solutions of linear inequalities, programs and complementarity problems”, SIAM J. Control and Optimizat., 25 (1987), 583–595 | DOI | MR | Zbl