A hybrid algorithm for linearly constrained minimax problems
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Publication:363595
DOI10.1007/s10479-012-1274-3zbMath1297.90176OpenAlexW2077323779MaRDI QIDQ363595
Publication date: 3 September 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1274-3
nonlinear programmingsuperlinear convergencetrust-region methodshybrid techniquelinearly constrained minimax problems
Related Items (5)
A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints ⋮ An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems ⋮ Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems ⋮ An implementation of a reduced subgradient method via Luenberger-Mokhtar variant ⋮ A proximal-projection partial bundle method for convex constrained minimax problems
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