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An interior point algorithm for continuous minimax: implementation and computation

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Publication:3605208
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DOI10.1080/10556780802079891zbMath1154.90621OpenAlexW1992331939MaRDI QIDQ3605208

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Publication date: 23 February 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802079891


zbMATH Keywords

epi-convergenceinterior point algorithmssemi-infinite programmingcontinuous minimax


Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Interior-point methods (90C51) Semi-infinite programming (90C34)


Related Items

A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ A computational algorithm for selecting robust designs in safety and quality critical processes ⋮ Convergence of an interior point algorithm for continuous minimax ⋮ A QP-free algorithm for finite minimax problems ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems


Uses Software

  • FSQP


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