A Trust-Region Algorithm for Solving Mini-Max Problem

DOI10.4208/JCM.1705-M2016-0735MaRDI QIDQ5381490zbMATH OpenOpenAlexFDO

Authors Bothina El-Sobky, Abdallah Abotahoun

Publication date 21 June 2019

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jcm.1705-m2016-0735

zbMATH Keywords

active-setglobal convergenceminimax problemmultiplier methodtrust-region algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47)

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Cited in

(6)

• An active-set algorithm and a trust-region approach in constrained minimax problem
• A multiplier active-set trust-region algorithm for solving constrained optimization problem
• A feasible trust algorithm of nonlinear max-min problems
• A new trust-region algorithm for finite minimax problems
• An interior-point trust-region algorithm to solve a finite nonlinear minimax problem
• CHKS interior-point trust-region algorithm to solve a nonlinear constrained optimization problem

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