An -active barrier-function method for solving minimax problems

DOI10.1007/BF01442402MaRDI QIDQ806678zbMATH OpenOpenAlexFDO

Authors J. E. Higgins, Elijah Polak

Publication date 1991

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01442402

zbMATH Keywords

barrier functionssemi-infinite minimax problems

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35) Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30) Semi-infinite programming (90C34)

Review text

The proposed algorithm uses a family of barrier functions depending on a real positive parameter together with an adjustment rule for this parameter (in order to avoid jamming at a nonstationary point). This method is intended to solve semi-infinite minimax problems and is a modification of an existing barrier function method. The modification reduces the number of gradient evaluations while preserving the robustness of the original algorithm.

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Cited in

(4)

• A barrier function method for minimax problems
• Variable-metric technique for the solution of affinely parametrized nondifferentiable optimal design problems
• Limit analysis for the optimal value of a class of minimax optimization problems
• Algorithms with adaptive smoothing for finite minimax problems

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