A superlinearly convergent constrained min-max algorithm for rival models of the same system

DOI10.1016/0898-1221(89)90097-7zbMATH Open0669.90028OpenAlexW2028540808MaRDI QIDQ1119151FDOQ1119151

Authors: Berç Rustem 

Publication date: 1989

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(89)90097-7

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zbMATH Keywords

global convergenceconvexificationoptimal policyeconomic systemmin-max, worst-case designQ-superlinear convergence rate

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Applications of mathematical programming (90C90) Economic growth models (91B62) Existence of solutions for minimax problems (49J35)

Cites Work

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• CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
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• A dual approach to solving nonlinear programming problems by unconstrained optimization
• A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
• An Efficient Method to Solve the Minimax Problem Directly
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• New algorithms for constrained minimax optimization
• Optimal fixed rules and simple feedback laws in the design of economic policy
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• Minimax solution of the multiple-target problem
• An algorithm for convex constrained minimax optimization based on duality
• Projection methods in constrained optimisation and applications to optimal policy decisions
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• A general saddle point result for constrained optimization
• On a class of differential games
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Cited In (4)

• A constrained min-max algorithm for rival models
• Title not available (Why is that?)
• Title not available (Why is that?)
• A constrained min-max algorithm for rival models of the same economic system

Uses Software

• CONOPT

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