Cited in
(46)- Globally optimal solutions of max-min systems
- Second order duality in minmax fractional programming with generalized univexity
- A new budget allocation framework for the expected opportunity cost
- scientific article; zbMATH DE number 6671913 (Why is no real title available?)
- scientific article; zbMATH DE number 5006248 (Why is no real title available?)
- scientific article; zbMATH DE number 7661103 (Why is no real title available?)
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- On radius of one stability type for a multicriteria investment problem with risk minimization
- Stability analysis of efficient portfolios in a discrete variant of multicriteria investment problem with Savage's risk criteria
- A new expected-improvement algorithm for continuous minimax optimization
- Hausdorff distance between convex semialgebraic sets
- Direct Gravitational Search Algorithm for Global Optimisation Problems
- Minimax systems
- Multilevel (Hierarchical) Optimization: Complexity Issues, Optimality Conditions, Algorithms
- \(E\)-differentiable minimax programming under \(E\)-convexity
- Second-order duality for nondifferentiable minimax programming involving generalized type I functions
- The optimality conditions for generalized minimax programming
- Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
- Generalized multiple objective bottleneck problems
- An exact algorithm for the knapsack sharing problem with common items
- scientific article; zbMATH DE number 1324221 (Why is no real title available?)
- scientific article; zbMATH DE number 757679 (Why is no real title available?)
- An aggregate homotopy method for solving unconstrained minimax problems
- Minimizing maximum risk for fair network connection with interval data
- Optimal covering of plane domains by circles via hyperbolic smoothing
- Second order duality for nondifferentiable minimax programming problems with generalized convexity
- Postoptimal analysis of bicriteria Boolean problems of selecting investment projects with Wald's and Savage's criteria
- A new objective penalty function approach for solving constrained minimax problems
- Stable and robust LQR design via scenario approach
- Minimax monotonicity
- Higher-order duality in nondifferentiable minimax programming with generalized type I functions
- scientific article; zbMATH DE number 16320 (Why is no real title available?)
- On second-order duality for nondifferentiable minimax fractional programming
- Investment Boolean problem with savage risk criteria under uncertainty
- A simplex grey wolf optimizer for solving integer programming and minimax problems
- An active-set algorithm and a trust-region approach in constrained minimax problem
- A smoothing iterative method for the finite minimax problem
- An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems
- Statistical file-matching of non-Gaussian data: a game theoretic approach
- Heuristic and exact algorithms for the max-min optimization of the multi-scenario knapsack problem
- Multicriteria investment problem with Savage's risk criteria: theoretical aspects of stability and case study
- Analyzing Stability of Extreme Portfolios
- Strong duality for robust minimax fractional programming problems
- Markowitz investment Boolean problem in case of uncertainty, multicriteria and risk
- Simplex particle swarm optimization with arithmetical crossover for solving global optimization problems
- Some minimax problems in lexicographic order
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