A note on ‘new algorithms for constrained minimax optimization’

DOI10.1007/BF01609026zbMath0391.90078OpenAlexW2023562587MaRDI QIDQ4173204

Thomas F. Coleman

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1007/bf01609026

zbMATH Keywords

AlgorithmsComputational EfficiencyConstrained Minimax OptimizationExact Penalty Function

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (4)

A constrained min-max algorithm for rival models of the same economic system ⋮ Efficient estimation of sparse Jacobian matrices by differences ⋮ Robust min-max portfolio strategies for rival forecast and risk scenarios ⋮ Structured backward errors for KKT systems

Cites Work

• A Penalty Function Method Converging Directly to a Constrained Optimum
• New algorithms for constrained minimax optimization
• An Efficient Method to Solve the Minimax Problem Directly

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