Combined lp and quasi-Newton methods for minimax optimization

DOI10.1007/BF01589332zbMath0441.90097MaRDI QIDQ3883931

Jørgen Hald, Kaj Madsen

Publication date: 1981

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

minimax optimizationquasi-Newton methodssuperlinear convergencecombined methodsecond-order derivative information

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Linear programming (90C05) Existence of solutions for minimax problems (49J35)

Related Items (26)

Corrected sequential linear programming for sparse minimax optimization ⋮ Algorithms with adaptive smoothing for finite minimax problems ⋮ Discontinuous piecewise linear optimization ⋮ Solving nonlinear programming problems with very many constraints ⋮ Global convergence of quasi-Newton-type algorithms for some nonsmooth optimization problems ⋮ A note on the regularization of discrete approximation problems ⋮ Active set strategies in an ellipsoid algorithm for nonlinear programming ⋮ A constrained min-max algorithm for rival models of the same economic system ⋮ A barrier function method for minimax problems ⋮ A smooth method for the finite minimax problem ⋮ Nondifferentiable optimization via smooth approximation: General analytical approach ⋮ A dual algorithm for minimax problems ⋮ An ellipsoid algorithm for nonlinear programming ⋮ Superlinearly convergent algorithm for min-max problems ⋮ Essentials of numerical nonsmooth optimization ⋮ Minimizing Piecewise-Concave Functions Over Polyhedra ⋮ Unnamed Item ⋮ An active set smoothing method for solving unconstrained minimax problems ⋮ Hybrid methods for solving the educational testing problem ⋮ Variable metric methods for linearly constrained nonlinear minimax approximation ⋮ An algorithm for composite nonsmooth optimization problems ⋮ Essentials of numerical nonsmooth optimization ⋮ A compact variable metric algorithm for nonlinear minimax approximation ⋮ A projected conjugate gradient method for sparse minimax problems ⋮ An \(\epsilon\)-active barrier-function method for solving minimax problems ⋮ Descent algorithm for a class of convex nondifferentiable functions

Cites Work

• Unnamed Item
• On conditions for optimality in least \(p\)-th approximation with \(p \to \infty\)
• Generalized Gradients and Applications
• Optimally conditioned optimization algorithms without line searches
• Singularities in minimax optimization of networks
• An Algorithm for Minimax Solution of Overdetermined Systems of Non-linear Equations
• Quasi-Newton Methods, Motivation and Theory
• Linearly constrained minimax optimization
• An Efficient Method to Solve the Minimax Problem Directly
• The Minimax Solution of an Overdetermined System of Non-linear Equations
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Class of Methods for Solving Nonlinear Simultaneous Equations
• A New Algorithm for Unconstrained Optimization

This page was built for publication: Combined lp and quasi-Newton methods for minimax optimization