A direct method of linearization for continuous minimax problems (Q1821697)
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scientific article; zbMATH DE number 3999681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct method of linearization for continuous minimax problems |
scientific article; zbMATH DE number 3999681 |
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A direct method of linearization for continuous minimax problems (English)
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1987
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We consider the problem of minimizing a nondifferentiable function that is the pointwise maximum over a compact family of continuously differentiable functions. We suppose that a certain convex approximation to the objective function can be evaluated. An iterative method is given which uses as successive search directions approximate solutions of semi- infinite quadratic programming problems calculated via a new generalized proximity algorithm. Inexact line searches ensure global convergence of the method to stationary points.
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nondifferentiable function
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convex approximation
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semi-infinite quadratic programming
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generalized proximity algorithm
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inexact line searches
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global convergence
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stationary points
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