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Order-value optimization (OVO) is a generalization of the min-imax problem motivated by decision-making problems under uncertainty and by robust estimation. New optimality conditions for this nonsmooth optimization problem are derived. An equivalent mathematical programming problem with equilibrium constraints is deduced. The relation between OVO and this… (More)

The Order-Value Optimization (OVO) problem is a generalization of the classical Minimax problem. Instead of the maximum of a set functions, the functional value that ranks in the p?th place is minimized. The problem seeks the application to (non-pessimistic) decision making and to model tting in the presence of (perhaps systematic) outliers. A Cauchy-type… (More)

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