Prediction-correction alternating direction method for a class of constrained min-max problems (Q1956529)

The authors consider a class of constrained min-max problems of the following form: \[ \min_{x\in X,z\in Z}\Biggl\{\max_{y\in Y}\,y^Tx\mid Ax+ Bz= b\Biggr\}. \] These problems can be solved by projection type prediction-correction methods. The authors use an alternating direction method to obtain components of the predictor one by one and prove the global convergence of the method. Numerical results are given.