An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
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Publication:939107
DOI10.1007/s10957-008-9355-9zbMath1211.90283OpenAlexW2060122474MaRDI QIDQ939107
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/s10957-008-9355-9
Minimax problems in mathematical programming (90C47) Methods of quasi-Newton type (90C53) Semi-infinite programming (90C34)
Related Items (18)
Substitution secant/finite difference method to large sparse minimax problems ⋮ Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems ⋮ Parameter estimation in models generated by SDEs with symmetric alpha-stable noise ⋮ An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems ⋮ A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems ⋮ An \(\varepsilon\)-generalized gradient projection method for nonlinear minimax problems ⋮ Flattened aggregate function method for nonlinear programming with many complicated constraints ⋮ Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems ⋮ Group update method for sparse minimax problems ⋮ A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints ⋮ Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems ⋮ On solving large-scale finite minimax problems using exponential smoothing ⋮ On the use of outer approximations as an external active set strategy ⋮ Hyperbolic smoothing function method for minimax problems ⋮ An active set smoothing method for solving unconstrained minimax problems ⋮ An Adaptive Smoothing Method for Continuous Minimax Problems ⋮ Error bounds of two smoothing approximations for semi-infinite minimax problems ⋮ A spline smoothing Newton method for semi-infinite minimax problems
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