An algorithm for convex constrained minimax optimization based on duality

DOI10.1007/BF01442126zbMath0477.49021MaRDI QIDQ1160889

Guy Cohen

Publication date: 1981

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

minimax problemdual algorithmconvex constrained minimax optimizationsearch for the dual variable

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical methods involving duality (49M29) Existence of solutions for minimax problems (49J35) Optimality conditions for minimax problems (49K35) Methods of successive quadratic programming type (90C55)

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Cites Work

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• Linearly constrained minimax optimization
• An Efficient Method to Solve the Minimax Problem Directly
• Optimization by decomposition and coordination: A unified approach
• Optimization by Least Squares
• Minimax solution of the multiple-target problem

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