Stochastic approximation algorithm for minimax problems

DOI10.1007/BF00939427zbMath0679.90056OpenAlexW2085048906MaRDI QIDQ1823151

Yanyan Li

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00939427

zbMATH Keywords

minimax optimizationstochastic approximationnondifferentiable optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Existence of solutions for minimax problems (49J35)

Related Items (1)

Interchangeability of expectation and differentiation of waiting times in \(GI/G/1\) queues

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• Minimization of functions having Lipschitz continuous first partial derivatives
• Optimization and nonsmooth analysis
• Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
• On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
• Generalized Gradients and Applications
• A Stochastic Approximation Method
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