An \(\epsilon\)-active barrier-function method for solving minimax problems (Q806678)

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.