A direct method of linearization for continuous minimax problems

DOI10.1007/BF00939085zbMath0616.90071OpenAlexW2064559378MaRDI QIDQ1821697

Krzysztof C. Kiwiel

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1007/bf00939085

zbMATH Keywords

global convergencestationary pointsconvex approximationinexact line searchesnondifferentiable functionsemi-infinite quadratic programminggeneralized proximity algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites Work

• Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
• Infinitely constrained optimization problems
• A method of feasible directions using function approximations, with applications to min max problems
• An aggregate subgradient method for nonsmooth convex minimization
• A method of centers algorithm for certain minimax problems
• Iterative Procedures for Constrained and Unilateral Optimization Problems
• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
• The Theory of Max-Min, with Applications
• An Adaptive Precision Gradient Method for Optimal Control
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