A direct method of linearization for continuous minimax problems
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Publication:1821697
DOI10.1007/BF00939085zbMath0616.90071OpenAlexW2064559378MaRDI QIDQ1821697
Publication date: 1987
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939085
global convergencestationary pointsconvex approximationinexact line searchesnondifferentiable functionsemi-infinite quadratic programminggeneralized proximity algorithm
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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Cites Work
- Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
- Infinitely constrained optimization problems
- A method of feasible directions using function approximations, with applications to min max problems
- An aggregate subgradient method for nonsmooth convex minimization
- A method of centers algorithm for certain minimax problems
- Iterative Procedures for Constrained and Unilateral Optimization Problems
- On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
- The Theory of Max-Min, with Applications
- An Adaptive Precision Gradient Method for Optimal Control
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