A superlinearly convergent constrained min-max algorithm for rival models of the same system
From MaRDI portal
Publication:1119151
DOI10.1016/0898-1221(89)90097-7zbMath0669.90028MaRDI QIDQ1119151
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
global convergence; convexification; optimal policy; economic system; min-max, worst-case design; Q-superlinear convergence rate
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C20: Quadratic programming
91B62: Economic growth models
49J35: Existence of solutions for minimax problems
Related Items
A constrained min-max algorithm for rival models, A constrained min-max algorithm for rival models of the same economic system
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal fixed rules and simple feedback laws in the design of economic policy
- Projection methods in constrained optimisation and applications to optimal policy decisions
- An algorithm for convex constrained minimax optimization based on duality
- On a class of differential games
- CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
- A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
- New algorithms for constrained minimax optimization
- An Efficient Method to Solve the Minimax Problem Directly
- A general saddle point result for constrained optimization
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- Minimax solution of the multiple-target problem
