Stochastic approximation algorithm for minimax problems

DOI10.1007/BF00939427zbMATH Open0679.90056OpenAlexW2085048906MaRDI QIDQ1823151FDOQ1823151

Authors: Yanyan Li 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00939427

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zbMATH Keywords

stochastic approximationnondifferentiable optimizationminimax optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Existence of solutions for minimax problems (49J35)

Cites Work

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• On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
• Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem

Cited In (28)

• Title not available (Why is that?)
• Stochastic algorithms with Armijo stepsizes for minimization of functions
• Algorithms for the solution of stochastic dynamic minimax problems
• Stochastic approximation of global minimum points
• Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
• Minimization theorems and techniques for sequential stochastic machines
• A stochastic approximation counterpart of the feasible direction method
• Optimal convergence rate of the randomized algorithms of stochastic approximation in arbitrary noise
• A Stochastic Approximation Algorithm with Varying Bounds
• A Globally Convergent Stochastic Approximation
• Title not available (Why is that?)
• Stochastic methods for solving minimax problems
• The stochastic auxiliary problem principle in Banach spaces: measurability and convergence
• Stochastic recursive algorithms for optimization. Simultaneous perturbation methods
• Asymptotic normality and optimality in nonsmooth stochastic approximation
• Analysis of search methods of optimization based on potential theory. I: Nonlocal properties
• Analysis of search methods of optimization based on potential theory. III: Convergence of methods
• Title not available (Why is that?)
• Stochastic approximation search algorithms with randomization at the input
• Minimization algorithms based on supervisor and searcher cooperation
• A stochastic steepest-descent algorithm
• Interchangeability of expectation and differentiation of waiting times in \(GI/G/1\) queues
• Title not available (Why is that?)
• SABRINA: a stochastic subspace majorization-minimization algorithm
• Stochastic algorithm for minimization of an additive function
• Algorithm for stochastic approximation with trial input perturbation in the nonstationary problem of optimization
• A nonlinear Lagrange algorithm for stochastic minimax problems based on sample average approximation method
• Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems

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