Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints
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Publication:1293959
DOI10.1023/A:1021727228957zbMath0945.90079OpenAlexW1509403658MaRDI QIDQ1293959
Publication date: 29 June 1999
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021727228957
nonsmooth optimizationinterior-point methodssemi-infinite programmingpath-following methodsmin-max problemsentropic regularization
Minimax problems in mathematical programming (90C47) Interior-point methods (90C51) Semi-infinite programming (90C34)
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