An Algorithm for the Inequality-Constrained Discrete Min--Max Problem

DOI10.1137/S1056263493260386zbMath0911.90310MaRDI QIDQ4389191

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Publication date: 12 May 1998

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

sequential quadratic programmingaugmented Lagrangianadaptive penaltymin-maxquasi-Newton algorithmrival scenariosconvergent stepsizes

Mathematics Subject Classification ID

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