An interior-point algorithm for nonlinear minimax problems

DOI10.1007/s10957-009-9599-zzbMath1196.90129OpenAlexW2132447315MaRDI QIDQ963659

E. Obasanjo, George Tzallas-Regas, Berc Rustem

Publication date: 13 April 2010

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

Full work available at URL: https://doi.org/10.1007/s10957-009-9599-z

zbMATH Keywords

primal-dual interior-point methodconstrained non-linear programmingdiscrete min-maxstepsize rule

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Interior-point methods (90C51)

Related Items (17)

A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems ⋮ A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ Substitution secant/finite difference method to large sparse minimax problems ⋮ An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems ⋮ Inexact smoothing method for large scale minimax optimization ⋮ An \(\varepsilon\)-generalized gradient projection method for nonlinear minimax problems ⋮ Convergence of an interior point algorithm for continuous minimax ⋮ A QP-free algorithm for finite minimax problems ⋮ A new objective penalty function approach for solving 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 ⋮ An active-set algorithm and a trust-region approach in constrained minimax problem ⋮ 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 ⋮ New exact penalty function for solving constrained finite min-max problems ⋮ An active set smoothing method for solving unconstrained minimax problems ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems

Uses Software

• AMPL

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