Primal interior-point method for large sparse minimax optimization
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Cites work
- Algorithms with adaptive smoothing for finite minimax problems
- An efficient derivative-free method for solving nonlinear equations
- An interior-point algorithm for nonconvex nonlinear programming
- Corrected sequential linear programming for sparse minimax optimization
- Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
- Evaluating Derivatives
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
- Newton-type methods for unconstrained and linearly constrained optimization
- Nonlinear programming and nonsmooth optimization by successive linear programming
- Nonsmooth equations approach to a constrained minimax problem.
- On Steepest Descent
- Partitioned variable metric updates for large structured optimization problems
- Practical methods of optimization.
- Smoothing method for minimax problems
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Three New Rapidly Convergent Algorithms for Finding a Zero of a Function
- Variable metric methods for minimizing a class of nondifferentiable functions
- Variable metric methods for unconstrained optimization and nonlinear least squares
Cited in
(10)- A projected conjugate gradient method for sparse minimax problems
- Solving large-scale minimax problems with the primal-dual steepest descent algorithm
- An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems
- Primal interior point method for minimization of generalized minimax functions
- Primal interior point method for generalized minimax functions
- Substitution secant/finite difference method to large sparse minimax problems
- Group update method for sparse minimax problems
- Sparse approximations with interior point methods
- An active set smoothing method for solving unconstrained minimax problems
- An interior-point algorithm for nonlinear minimax problems
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