Corrected sequential linear programming for sparse minimax optimization
type: Item
instance of: scholarly article
title: Corrected sequential linear programming for sparse minimax optimization
zbMATH Open document ID: 0813.65090
DOI: 10.1007/BF01935647
author: Kristján Jónasson
author: Kaj Madsen
published in: BIT
publication date: 1995-06-07T00:00:00Z
review text: An algorithm to solve the large scale nonlinear minimax problem is presented. The proposed method is first-order: Hessian matrices are not calculated. A key feature of the proposed algorithm is the use of a ``corrected'' or ``vertical'' step. A global convergence result is presented; a small collection of computational experiments and comparisons is discussed. Finally, the authors point out that nonlinear inequality constrained optimization problems can be phrased as nonlinear minimax problems. Therefore, this proposed algorithm can be used in this general setting as well.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 698689
zbMATH Keywords: sequential linear programming
zbMATH Keywords: algorithm
zbMATH Keywords: large scale nonlinear minimax problem
zbMATH Keywords: global convergence
zbMATH Keywords: computational experiments
zbMATH Keywords: nonlinear inequality constrained optimization
reviewed by: Thomas F. Coleman
describes a project that uses: ve08
describes a project that uses: LANCELOT
describes a project that uses: CUTEr
describes a project that uses: CUTE
describes a project that uses: MMLA1Q
MaRDI profile type: Publication
cites work: On the augmented system approach to sparse least-squares problems
cites work: CUTE
cites work: Optimization and nonsmooth analysis
cites work: Q4023146
cites work: A Comparison of Some Methods for the Solution of Sparse Overdetermined Systems of Linear Equations
cites work: The Multifrontal Solution of Indefinite Sparse Symmetric Linear
cites work: A model algorithm for composite nondifferentiable optimization problems
cites work: Q4226179
cites work: Resolving degeneracy in quadratic programming
cites work: Nonlinear programming and nonsmooth optimization by successive linear programming
cites work: Partitioned variable metric updates for large structured optimization problems
cites work: Combined lp and quasi-Newton methods for minimax optimization
cites work: Variable metric methods for minimizing a class of nondifferentiable functions
cites work: Test examples for nonlinear programming codes
cites work: An Algorithm for Minimax Solution of Overdetermined Systems of Non-linear Equations
cites work: Linearly constrained minimax optimization
cites work: A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
cites work: A sparse sequential quadratic programming algorithm
cites work: The design of FIR filters in the complex plane by convex optimization
cites work: Q5652137
cites work: The Minimax Solution of an Overdetermined System of Non-linear Equations
cites work: An Improved Successive Linear Programming Algorithm
description: scientific article; zbMATH DE number 698689