A superlinearly convergent constrained min-max algorithm for rival models of the same system

DOI10.1016/0898-1221(89)90097-7zbMath0669.90028OpenAlexW2028540808MaRDI QIDQ1119151

Berc Rustem

Publication date: 1989

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(89)90097-7

zbMATH Keywords

global convergenceconvexificationoptimal policyeconomic systemmin-max, worst-case designQ-superlinear convergence rate

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Quadratic programming (90C20) Economic growth models (91B62) Existence of solutions for minimax problems (49J35)

Related Items (2)

A constrained min-max algorithm for rival models ⋮ A constrained min-max algorithm for rival models of the same economic system

Uses Software

• CONOPT

Cites Work

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• New algorithms for constrained minimax optimization
• An Efficient Method to Solve the Minimax Problem Directly
• A general saddle point result for constrained optimization
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Minimax solution of the multiple-target problem

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