A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints

DOI10.1080/01630563.2016.1155157zbMath1346.90807OpenAlexW2321895764MaRDI QIDQ3188452

Xiangfeng Liu, Chuan-Mei Wang, Su-xiang He

Publication date: 19 August 2016

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2016.1155157

zbMATH Keywords

rate of convergencepenalty parameternonlinear Lagrange algorithmminimax problems with general constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Optimality conditions for minimax problems (49K35)

Related Items (2)

A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems

Cites Work

• Unnamed Item
• A derivative-free approximate gradient sampling algorithm for finite minimax problems
• A hybrid algorithm for linearly constrained minimax problems
• A nonlinear augmented Lagrangian for constrained minimax problems
• A smooth method for the finite minimax problem
• Interpretation of Lagrange multipliers in nonlinear pricing problem
• On the entropic regularization method for solving min-max problems with applications
• Chaotic oscillations in the relay system with hysteresis
• Nonmonotone line search algorithm for constrained minimax problems
• Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
• 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
• Multiplier and gradient methods
• Lectures on Modern Convex Optimization
• Hyperbolic smoothing function method for minimax problems
• A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM
• Generalized monotone line search SQP algorithm for constrained minimax problems
• Smooth Optimization Methods for Minimax Problems
• Acceleration of the leastpth algorithm for minimax optimization with engineering applications
• Nonlinear leastpth optimization and nonlinear programming
• An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
• A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
• The physical meaning of Lagrange multipliers
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Definite and Semidefinite Quadratic Forms
• Log-sigmoid multipliers method in constrained optimization

This page was built for publication: A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints