Minimization of convex functionals involving nested maxima: Nonconcave duality and algorithms

DOI10.1007/BF00934351MaRDI QIDQ1148809zbMATH OpenFDO

Authors Guy Cohen

Publication date 1982

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

convergencedualityminimax problemsoptimal sizingreflexive Banach spacedual algorithmconvex functionalsinvestment optimizationnested maximanonconcave duality

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Operations research and management science (90B99)

Cites work

• scientific article; zbMATH DE number 3504682 (Why is no real title available?)
• scientific article; zbMATH DE number 3619637 (Why is no real title available?)
• scientific article; zbMATH DE number 3225772 (Why is no real title available?)
• An algorithm for convex constrained minimax optimization based on duality
• Auxiliary problem principle and decomposition of optimization problems
• Minimax solution of the multiple-target problem
• New algorithms for constrained minimax optimization
• Optimization by decomposition and coordination: A unified approach

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