A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems

DOI10.1137/040615821zbMath1131.90074OpenAlexW2039542900MaRDI QIDQ5470232

Stefano Lucidi, Giampaolo Liuzzi, Marco Sciandrone

Publication date: 30 May 2006

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040615821

zbMATH Keywords

derivative-free optimizationnon-smooth optimizationlinearly constrained finite minimax problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (20)

Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints ⋮ A derivative-free comirror algorithm for convex optimization ⋮ A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints ⋮ A derivative-free approximate gradient sampling algorithm for finite minimax problems ⋮ A simplex grey wolf optimizer for solving integer programming and minimax problems ⋮ Unit commitment in oligopolistic markets by nonlinear mixed variable programming ⋮ Substitution secant/finite difference method to large sparse minimax problems ⋮ A nonlinear augmented Lagrangian for constrained minimax problems ⋮ Direct Gravitational Search Algorithm for Global Optimisation Problems ⋮ An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming ⋮ A derivative-free algorithm for systems of nonlinear inequalities ⋮ A homotopy method based on penalty function for nonlinear semidefinite programming ⋮ A penalty derivative-free algorithm for nonlinear constrained optimization ⋮ Simplex particle swarm optimization with arithmetical crossover for solving global optimization problems ⋮ Derivative-free optimization methods for finite minimax problems ⋮ A truncated aggregate smoothing Newton method for minimax problems ⋮ SDMINMAX ⋮ A proximal-projection partial bundle method for convex constrained minimax problems ⋮ Derivative-free optimization methods ⋮ Derivative-free robust optimization for circuit design

This page was built for publication: A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems