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

DOI10.1016/0898-1221(89)90097-7MaRDI QIDQ1119151zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• A constrained min-max algorithm for rival models of the same economic system
• scientific article; zbMATH DE number 1131476
• A constrained min-max algorithm for rival models
• scientific article; zbMATH DE number 4164507
• scientific article; zbMATH DE number 3869007

Cites work

• scientific article; zbMATH DE number 3116768 (Why is no real title available?)
• scientific article; zbMATH DE number 3148887 (Why is no real title available?)
• scientific article; zbMATH DE number 3726053 (Why is no real title available?)
• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• scientific article; zbMATH DE number 3492396 (Why is no real title available?)
• scientific article; zbMATH DE number 3581863 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 3378729 (Why is no real title available?)
• A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• A general saddle point result for constrained optimization
• An Efficient Method to Solve the Minimax Problem Directly
• An algorithm for convex constrained minimax optimization based on duality
• CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
• Minimax solution of the multiple-target problem
• New algorithms for constrained minimax optimization
• On a class of differential games
• Optimal fixed rules and simple feedback laws in the design of economic policy
• Projection methods in constrained optimisation and applications to optimal policy decisions

Cited in

(4)

• A constrained min-max algorithm for rival models
• scientific article; zbMATH DE number 3869007 (Why is no real title available?)
• scientific article; zbMATH DE number 4051300 (Why is no real title available?)
• A constrained min-max algorithm for rival models of the same economic system

Describes a project that uses

Uses Software

• CONOPT

This page was built for publication: A superlinearly convergent constrained min-max algorithm for rival models of the same system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1119151)