Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs

DOI10.1287/MOOR.2023.1366arXiv2303.01474OpenAlexW4366524444MaRDI QIDQ6149405

Jane J. Ye, Jin Zhang, Lei Guo

Publication date: 5 March 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.01474

zbMATH Keywords

sensitivity analysisvalue functionWolfe dualitynon-Lipschitz continuitynecessary optimalitynonconvex minimax problem

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Sensitivity, stability, parametric optimization (90C31)

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