A probabilistic method for solving minimax problems with general constraints.

MaRDI QIDQ3587562zbMATH OpenFDO

Authors Anatol Godonoagă, Pavel Balan

Publication date 8 September 2010

Full work available at URL http://www.math.md/publications/basm/issues/y2010-n1/10198/

zbMATH Keywords

Borel-Cantelliconstraintsestimatorminimax problemsprobability repartitionstochastic convex nondifferentiable optimizationsubgradient

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15) Convex programming (90C25) Nonlinear programming (90C30) Minimax problems in mathematical programming (90C47)

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