An algorithm for solving linearly constrained minimax problems

DOI10.1016/0377-2217(82)90110-2zbMath0494.90064OpenAlexW2090158046MaRDI QIDQ1169406

Jamie J. Goode, Mokhtar S. Bazaraa

Publication date: 1982

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(82)90110-2

zbMATH Keywords

convergencedata fittingfacility locationsolution algorithmsystem of linear inequalitiespolyhedral setexact penalty functionlinearly constrained minimax problemsquadratic subproblemsantenna designextension of Armijo's approximate line search techniquestep size determinisation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

Related Items

Minimax linear programming problem, Relaxation-based algorithms for minimax optimization problems with resource allocation applications, Resource allocation among competing activities: A lexicographic minimax approach, An algorithm for separable nonlinear minimax problems, Sequential penalty algorithm for nonlinear constrained optimization, Newton’s method for uncertain multiobjective optimization problems under finite uncertainty sets, A variant of SQP method for inequality constrained optimization and its global convergence, A lexicographic minimax algorithm for multiperiod resource allocation, A sequential quadratic programming method for constrained multi-objective optimization problems, Min-max optimization of several classical discrete optimization problems, The balanced linear programming problem, Lower subdifferentiable functions and their minimization by cutting planes, A SQP method for inequality constrained optimization.

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