A method of centers algorithm for certain minimax problems

DOI10.1007/BF01581037MaRDI QIDQ3929560zbMATH OpenFDO

Authors Robin W. Chaney

Publication date 1982

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01581037

zbMATH Keywords

rate of convergencefeasible direction algorithmapproximation procedurecomposite algorithmcontinuous minimax problemsmethod of centers algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Rate of convergence, degree of approximation (41A25) Existence of solutions for minimax problems (49J35)

Cites work

• scientific article; zbMATH DE number 3247810 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• A general minimization method for unsmooth extremal problems
• A method of feasible directions using function approximations, with applications to min max problems
• A multiplier method with automatic limitation of penalty growth
• A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints
• Dual Variable Metric Algorithms for Constrained Optimization
• Infinitely constrained optimization problems
• On the Pironneau-Polak method of centers
• On the global stabilization of locally convergent algorithms
• On the rate of convergence of certain methods of centers
• Properties of updating methods for the multipliers in augmented Lagrangians
• Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems

Cited in

(2)

• Global solution of constrained min-max problems with inflationary differential evolution
• A direct method of linearization for continuous minimax problems

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