An interior point algorithm for continuous minimax: implementation and computation

DOI10.1080/10556780802079891MaRDI QIDQ3605208zbMATH OpenOpenAlexFDO

Authors

Publication date 23 February 2009

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780802079891

zbMATH Keywords

continuous minimaxepi-convergenceinterior point algorithmssemi-infinite programming

Mathematics Subject Classification ID

Semi-infinite programming (90C34) Minimax problems in mathematical programming (90C47) Interior-point methods (90C51)

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Cited in

(6)

• A QP-free algorithm for finite minimax problems
• Convergence of an interior point algorithm for continuous minimax
• Improved filter-SQP algorithm with active set for constrained minimax problems
• A unified study of necessary and sufficient optimality conditions for minimax and Chebyshev problems with cone constraints
• An interior point algorithm for computing saddle points of constrained continuous minimax
• A computational algorithm for selecting robust designs in safety and quality critical processes

Describes a project that uses

Uses Software

• FSQP

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