A direct method of linearization for continuous minimax problems
type: Item
instance of: scholarly article
title: A direct method of linearization for continuous minimax problems
zbMATH Open document ID: 0616.90071
DOI: 10.1007/BF00939085
author: Krzysztof C. Kiwiel
published in: Journal of Optimization Theory and Applications
publication date: 1987-01-01T00:00:00Z
review text: We consider the problem of minimizing a nondifferentiable function that is the pointwise maximum over a compact family of continuously differentiable functions. We suppose that a certain convex approximation to the objective function can be evaluated. An iterative method is given which uses as successive search directions approximate solutions of semi- infinite quadratic programming problems calculated via a new generalized proximity algorithm. Inexact line searches ensure global convergence of the method to stationary points.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 3999681
zbMATH Keywords: nondifferentiable function
zbMATH Keywords: convex approximation
zbMATH Keywords: semi-infinite quadratic programming
zbMATH Keywords: generalized proximity algorithm
zbMATH Keywords: inexact line searches
zbMATH Keywords: global convergence
zbMATH Keywords: stationary points
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00939085
OpenAlex ID: W2064559378
description: scientific article; zbMATH DE number 3999681