Minimization of convex functionals involving nested maxima: Nonconcave duality and algorithms

DOI10.1007/BF00934351zbMath0452.90064MaRDI QIDQ1148809

Guy Cohen

Publication date: 1982

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

convergencedualityreflexive Banach spaceminimax problemsoptimal sizingdual algorithmconvex functionalsinvestment optimizationnested maximanonconcave duality

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Operations research and management science (90B99)

Cites Work

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• Auxiliary problem principle and decomposition of optimization problems
• An algorithm for convex constrained minimax optimization based on duality
• New algorithms for constrained minimax optimization
• Optimization by decomposition and coordination: A unified approach
• Minimax solution of the multiple-target problem

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