Trajectory-following algorithms for min-max optimization problems

DOI10.1007/BF00940489zbMath0797.90099MaRDI QIDQ1321272

Thomas L. Vincent, Kok Lay Teo, Bean San Goh

Publication date: 25 October 1994

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

Full work available at URL: https://doi.org/10.1007/bf00940489

zbMATH Keywords

boundedness constraints; nonlinear minimum-maximum optimization; sufficient conditions for global convergence; trajectory-following algorithms

Mathematics Subject Classification ID

90C30: Nonlinear programming

49J35: Existence of solutions for minimax problems

90-08: Computational methods for problems pertaining to operations research and mathematical programming

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Cites Work

• A multi-start global minimization algorithm with dynamic search trajectories
• Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations
• A trajectory-followed method for unconstrained optimization
• On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
• Profit maximization through advertising: A nonzero sum differential game approach
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