An Algorithm for the Inequality-Constrained Discrete Min--Max Problem

DOI10.1137/S1056263493260386MaRDI QIDQ4389191zbMATH OpenFDO

Authors

Publication date 12 May 1998

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1056263493260386

zbMATH Keywords

adaptive penaltyaugmented Lagrangianconvergent stepsizesmin-maxquasi-Newton algorithmrival scenariossequential quadratic programming

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Numerical mathematical programming methods (65K05) Management decision making, including multiple objectives (90B50) Nonlinear programming (90C30)

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