Solving continuous min-max problems by an iterative entropic regularization method.

DOI10.1023/B:JOTA.0000037605.19435.63zbMath1107.90037OpenAlexW2035549220MaRDI QIDQ703165

D. Kharzeev

Publication date: 11 January 2005

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

Full work available at URL: https://doi.org/10.1023/b:jota.0000037605.19435.63

zbMATH Keywords

interior-point algorithmssemi-infinite programmingentropic regularizationMin-max problems

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Interior-point methods (90C51) Existence of solutions for minimax problems (49J35) Semi-infinite programming (90C34)

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Cites Work

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• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
• A generalized interior-point barrier function approach for smooth convex programming with linear constraints

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