A nonlinear augmented Lagrangian for constrained minimax problems

DOI10.1016/j.amc.2011.10.039zbMath1253.65096OpenAlexW1978318798MaRDI QIDQ427029

Shumin Zhou, Su-xiang He

Publication date: 13 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.10.039

zbMATH Keywords

algorithmLagrange multipliernumerical experimentscondition numbernumerical stabilitynonlinear augmented Lagrangianconstrained minimax problemscontrolling parameter

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47)

Related Items (8)

A nonmonotonic hybrid algorithm for min-max problem ⋮ A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints ⋮ A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ Substitution secant/finite difference method to large sparse minimax problems ⋮ An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems ⋮ The optimality conditions for generalized minimax programming ⋮ An active-set algorithm and a trust-region approach in constrained minimax problem ⋮ A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem

Uses Software

• SDMINMAX

Cites Work

• A smooth method for the finite minimax problem
• A smoothing trust-region Newton-CG method for minimax problem
• Enlarging the region of convergence of Newton's method for constrained optimization
• Optimization. Algorithms and consistent approximations
• Nonmonotone line search algorithm for constrained minimax problems
• Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
• 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
• An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
• A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
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