Dual algorithms based on the proximal bundle method for solving convex minimax fractional programs

DOI10.3934/JIMO.2018128zbMath1438.90347OpenAlexW2887994020MaRDI QIDQ2315615

Ahmed Roubi, Hssaine Boualam

Publication date: 25 July 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2018128

zbMATH Keywords

quadratic programmingbundle methodsproximal point algorithmminimax fractional programs

Mathematics Subject Classification ID

Convex programming (90C25) Minimax problems in mathematical programming (90C47) Numerical methods involving duality (49M29) Quadratic programming (90C20) Fractional programming (90C32) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35)

Related Items (8)

A DC approach for minimax fractional optimization programs with ratios of convex functions ⋮ Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions ⋮ An entropic regularized method of centers for continuous minimax problem with semi infinite constraints ⋮ Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs ⋮ Interval division and linearization algorithm for minimax linear fractional program ⋮ Augmented Lagrangian dual for nonconvex minimax fractional programs and proximal bundle algorithms for its resolution ⋮ Optimality conditions and DC-Dinkelbach-type algorithm for generalized fractional programs with ratios of difference of convex functions ⋮ Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs

This page was built for publication: Dual algorithms based on the proximal bundle method for solving convex minimax fractional programs