Semi-infinite programming and applications to minimax problems
From MaRDI portal
Publication:1417774
DOI10.1023/B:ANOR.0000004764.76984.30zbMath1074.90554OpenAlexW2094094274MaRDI QIDQ1417774
Stanislav Zakovic, Berc Rustem
Publication date: 6 January 2004
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:anor.0000004764.76984.30
Related Items (22)
Robust risk budgeting ⋮ A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems ⋮ A review of recent advances in global optimization ⋮ An entropic regularized method of centers for continuous minimax problem with semi infinite constraints ⋮ Solving quality control problems with an algorithm for minimax programs with coupled constraints ⋮ An algorithm based on semidefinite programming for finding minimax optimal designs ⋮ Scenario approximation of robust and chance-constrained programs ⋮ Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ Adaptive Bundle Methods for Nonlinear Robust Optimization ⋮ An incremental bundle method for portfolio selection problem under second-order stochastic dominance ⋮ A partially inexact bundle method for convex semi-infinite minmax problems ⋮ Robust portfolio optimization: a conic programming approach ⋮ ISMISIP: an inexact stochastic mixed integer linear semi-infinite programming approach for solid waste management and planning under uncertainty ⋮ Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization ⋮ A discretization algorithm for nonsmooth convex semi-infinite programming problems based on bundle methods ⋮ \(E\)-differentiable minimax programming under \(E\)-convexity ⋮ Unnamed Item ⋮ A parallel algorithm for semi-infinite programming ⋮ A semi-infinite programming based algorithm for determining T-optimum designs for model discrimination ⋮ Worst-case estimation for econometric models with unobservable components ⋮ An algorithm for the global optimization of a class of continuous minimax problems ⋮ A semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models
This page was built for publication: Semi-infinite programming and applications to minimax problems
