Nonsmooth equations approach to a constrained minimax problem.
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Publication:851668
DOI10.1007/s10492-005-0008-0zbMath1099.90075OpenAlexW2000841021MaRDI QIDQ851668
Publication date: 21 November 2006
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/33211
nonsmooth optimizationnonsmooth equationsminimax problemsNewton methodsKKT systemsquasidifferential calculus
Minimax problems in mathematical programming (90C47) Numerical computation of solutions to systems of equations (65H10)
Related Items (4)
Unnamed Item ⋮ A minimax model and arithmetic for initial emission permits ⋮ Convergence of an inexact generalized Newton method with a scaled residual control ⋮ Newton method of solving Karush-Kuhn-Tucker systems for a constrained Minimax Problem
Cites Work
- Secant methods for semismooth equations
- A simply constrained optimization reformulation of KKT systems arising from variational inequalities
- Newton methods for solving nonsmooth equations via a new subdifferential
- Demyanov difference of two sets and optimality conditions of Lagrange multiplier type for constrained quasidifferential optimization.
- Nonmonotone line search algorithm for constrained minimax problems
- A nonsmooth version of Newton's method
- Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
- Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps
- Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
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