On the convergence of the Pshenichnyi-Pironneau-Polak minimax algorithm with an active set strategy

DOI10.1007/s10957-008-9354-xzbMath1211.90282OpenAlexW2054578859MaRDI QIDQ939106

B. E. Eshmatov

Publication date: 21 August 2008

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

Full work available at URL: https://doi.org/10.1007/s10957-008-9354-x

zbMATH Keywords

convergence theoremsactive set strategiesminimax algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30)

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On solving large-scale finite minimax problems using exponential smoothing

Cites Work

• Optimization. Algorithms and consistent approximations
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