An \(\epsilon\)-active barrier-function method for solving minimax problems (Q806678): Difference between revisions
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Revision as of 09:29, 10 February 2024
scientific article
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English | An \(\epsilon\)-active barrier-function method for solving minimax problems |
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An \(\epsilon\)-active barrier-function method for solving minimax problems (English)
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1991
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The proposed algorithm uses a family of barrier functions depending on a real positive parameter together with an adjustment rule for this parameter (in order to avoid jamming at a nonstationary point). This method is intended to solve semi-infinite minimax problems and is a modification of an existing barrier function method. The modification reduces the number of gradient evaluations while preserving the robustness of the original algorithm.
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barrier functions
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semi-infinite minimax problems
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