A hybrid algorithm for linearly constrained minimax problems

DOI10.1007/S10479-012-1274-3zbMATH Open1297.90176OpenAlexW2077323779MaRDI QIDQ363595FDOQ363595

Publication date: 3 September 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1274-3

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nonlinear programming superlinear convergence trust-region methods hybrid technique linearly constrained minimax problems

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Cites Work

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Trust Region Methods
Minmax \(p\)-traveling salesmen location problems on a tree
A quasi-Newton trust-region method
Nonmonotone trust region method for solving optimization problems
A variant of trust-region methods for unconstrained optimization
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Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
Nonmonotone line search for minimax problems
On the superlinear convergence of a trust region algorithm for nonsmooth optimization
On the convergence of a new trust region algorithm
An improved SQP algorithm for solving minimax problems
Location of retail facilities under conditions of uncertainty
A compact variable metric algorithm for nonlinear minimax approximation
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A probabilistic minimax location problem on the plane
Robust min-max portfolio strategies for rival forecast and risk scenarios
Minimax quadratic optimization and its application to investment planning
Nonmonotone line search algorithm for constrained minimax problems
An extended multifacility minimax location problem revisited
A hybrid algorithm for nonlinear minimax problems
Superlinearly convergent algorithm for min-max problems
A new superlinearly convergent SQP algorithm for nonlinear minimax problems
Minimax optimization of investment portfolio by quantile criterion
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A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
Linearly constrained minimax optimization
An Efficient Method to Solve the Minimax Problem Directly
The Minimax Solution of an Overdetermined System of Non-linear Equations
MINIMAX LOCATION PROBLEM WITH A-DISTANCE
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Portfolio selection problem with minimax type risk function
A conic trust-region method for nonlinearly constrained optimization
A smooth method for the finite minimax problem

Cited In (14)

A hybrid algorithm for nonlinear minimax problems
A forward maximum principle algorithm with decision horizon results
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Title not available (Why is that?)
A proximal-projection partial bundle method for convex constrained minimax problems
A hybrid method fur linearly constrained optimisation problems
An algorithm for solving linearly constrained minimax problems
An implementation of a reduced subgradient method via Luenberger-Mokhtar variant
A hybrid algorithm for infinitely constrained optimization
Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
基于混合搜索的含逻辑“与”“或”的RM优化算法
An active-set algorithm and a trust-region approach in constrained minimax problem
An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems
A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints

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