The purpose of this paper is to study a generalized min- max problem. Some relevant conditions on unconstrained and constrained problems are obtained.The details will go as follows:Firstly, the current study situation and basic knowledge of min- max problems at home and abroad are introduced.Secondly, a generalized min-max problem, as well as the discussion on the relationship between it and nonlinear programming, min- max problems, is given. Thus the characteristics of it are worked out and some corresponding examples are also listed.Finally, the necessary conditions of unconstrained and constrained problems for the generalized min- max optimization are given.
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