On solving large-scale finite minimax problems using exponential smoothing

DOI10.1007/s10957-010-9759-1zbMath1216.90097OpenAlexW1987793616MaRDI QIDQ535071

E. Y. Pee, Johannes O. Royset

Publication date: 11 May 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9759-1

zbMATH Keywords

rate of convergenceexponential smoothing techniquefinite minimaxrun-time complexity

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

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Uses Software

• Matlab
• eigs
• TOMLAB
• ARPACK
• CFSQP
• Eigtool
• LSSOL

Cites Work

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