Minimax and applications
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Publication:1907936
zbMATH Open0832.00015MaRDI QIDQ1907936FDOQ1907936
Authors:
Publication date: 15 February 1996
Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Proceedings, conferences, collections, etc. pertaining to calculus of variations and optimal control (49-06)
Cited In (46)
- A new budget allocation framework for the expected opportunity cost
- Second order duality in minmax fractional programming with generalized univexity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- On radius of one stability type for a multicriteria investment problem with risk minimization
- Saddle points of general augmented Lagrangians for constrained nonconvex optimization
- 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
- Multilevel (Hierarchical) Optimization: Complexity Issues, Optimality Conditions, Algorithms
- \(E\)-differentiable minimax programming under \(E\)-convexity
- Minimax systems
- The optimality conditions for generalized minimax programming
- Second-order duality for nondifferentiable minimax programming involving generalized type I functions
- Optimal computing budget allocation for selecting the optimal subset of multi-objective simulation optimization problems
- Generalized multiple objective bottleneck problems
- Title not available (Why is that?)
- Title not available (Why is that?)
- An aggregate homotopy method for solving unconstrained minimax problems
- An exact algorithm for the knapsack sharing problem with common items
- 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
- On second-order duality for nondifferentiable minimax fractional programming
- Title not available (Why is that?)
- A simplex grey wolf optimizer for solving integer programming and minimax problems
- Investment Boolean problem with savage risk criteria under uncertainty
- 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
- Heuristic and exact algorithms for the max-min optimization of the multi-scenario knapsack problem
- Statistical file-matching of non-Gaussian data: a game theoretic approach
- 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
- Globally optimal solutions of max-min systems
- Simplex particle swarm optimization with arithmetical crossover for solving global optimization problems
- Some minimax problems in lexicographic order
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