Solution of minimax problems using equivalent differentiable functions
type: Item
instance of: scholarly article
title: Solution of minimax problems using equivalent differentiable functions
zbMATH Open document ID: 0582.49025
DOI: 10.1016/0898-1221(85)90104-X
author: Reuven Chen
publication date: 1985-01-01T00:00:00Z
review text: A method is proposed for the solution of minimax optimization problems in which the individual functions involved are convex. The method consists of solving a problem with an objective function which is the sum of high powers or strong exponentials of the separate components of the original objective function. The resulting objective function, which is equivalent at the limit to the minimax one, is shown to be smooth as well as convex. Any efficient nonlinear programming method can be utilized for solving the equivalent problem. A number of examples are discussed.
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 49J35
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 41A30
Mathematics Subject Classification ID: 49K35
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 3931877
zbMATH Keywords: minimax optimization problems
zbMATH Keywords: strong exponentials
zbMATH Keywords: objective function
MaRDI profile type: Publication
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 3931877