Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints

DOI10.1023/A:1021727228957MaRDI QIDQ1293959zbMATH OpenOpenAlexFDO

Authors Ruey-Lin Sheu, Soon-Yi Wu

Publication date 29 June 1999

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

Full work available at URL https://doi.org/10.1023/a:1021727228957

zbMATH Keywords

entropic regularizationinterior-point methodsmin-max problemsnonsmooth optimizationpath-following methodssemi-infinite programming

Mathematics Subject Classification ID

Semi-infinite programming (90C34) Minimax problems in mathematical programming (90C47) Interior-point methods (90C51)

Recommendations

• Solving min-max problems and linear semi-infinite programs
• On the entropic regularization method for solving min-max problems with applications
• Solving continuous min-max problems by an iterative entropic regularization method.
• Continuous min-max programs with semi-infinite constraints

Cites work

• A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
• A polynomial method of approximate centers for linear programming
• A primal-dual infeasible-interior-point algorithm for linear semi- infinite programming
• A Regularization Method for Solving the Finite Convex Min-Max Problem
• A smooth method for the finite minimax problem
• A smoothing-out technique for min—max optimization
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• An inexact approach to solving linear semi-infinite programming problems
• An interior point algorithm for semi-infinite linear programming
• scientific article; zbMATH DE number 3425889 (Why is no real title available?)
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 4029251 (Why is no real title available?)
• scientific article; zbMATH DE number 1241353 (Why is no real title available?)
• scientific article; zbMATH DE number 590363 (Why is no real title available?)
• scientific article; zbMATH DE number 3894826 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• Implementation of an inexact approach to solving linear semi-infinite programming problems
• Interior path following primal-dual algorithms. I: Linear programming
• Numerical treatment of a class of semi‐infinite programming problems
• On the entropic regularization method for solving min-max problems with applications
• On the generalized path-following methods for linear programming
• Semi-Infinite Programming: Theory, Methods, and Applications
• Smooth Optimization Methods for Minimax Problems
• State Constraints in Convex Control Problems of Bolza

Cited in

(5)

• On the entropic regularization method for solving min-max problems with applications
• Solving min-max problems and linear semi-infinite programs
• Continuous min-max programs with semi-infinite constraints
• Log-exponential approximation in semi-infinite programming: a variational approach
• Solving continuous min-max problems by an iterative entropic regularization method.

This page was built for publication: Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1293959)