A projected conjugate gradient method for sparse minimax problems

DOI10.1007/BF02108465MaRDI QIDQ1315210zbMATH OpenFDO

Authors Kristján Jónasson

Publication date 24 February 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02108465

zbMATH Keywords

conjugate gradientsfirst order methodnonlinear minimax problemsnumerical resultssequential linear programmingtrust region methods

Mathematics Subject Classification ID

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

Review text

The author presents a trust region type first order method based on sequential linear programming for solving nonlinear minimax problems. Numerical results show that this method has considerable improvement over other first order methods.

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Cites work

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• A smooth method for the finite minimax problem
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• An Efficient Method to Solve the Minimax Problem Directly
• Combined lp and quasi-Newton methods for minimax optimization
• Corrected sequential linear programming for sparse minimax optimization
• Discrete, nonlinear approximation problems in polyhedral norms: A Levenberg-like algorithm
• scientific article; zbMATH DE number 4147424 (Why is no real title available?)
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Cited in

(5)

• Corrected sequential linear programming for sparse minimax optimization
• Approximation in normed linear spaces
• Group update method for sparse minimax problems
• A conjugate gradient algorithm for sparse linear inequalities
• An algebraic approach to lens distortion by line rectification

Describes a project that uses

Uses Software

• LANCELOT
• MMLA1Q

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