A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization

DOI10.1137/0901025zbMath0461.65052OpenAlexW2018429185MaRDI QIDQ3911296

Walter Murray, Michael L. Overton

Publication date: 1980

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0901025

zbMATH Keywords

Chebyshev approximationprojected Lagrangian methodnonlinear minimax optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

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