A hybrid algorithm for linearly constrained minimax problems
From MaRDI portal
Publication:363595
DOI10.1007/s10479-012-1274-3zbMath1297.90176MaRDI QIDQ363595
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
nonlinear programming; superlinear convergence; trust-region methods; hybrid technique; linearly constrained minimax problems
90C47: Minimax problems in mathematical programming
Related Items
Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems, An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems, A proximal-projection partial bundle method for convex constrained minimax problems, An implementation of a reduced subgradient method via Luenberger-Mokhtar variant, A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A smooth method for the finite minimax problem
- 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
- A constrained min-max algorithm for rival models of the same economic system
- New minimax algorithm
- Nonmonotone line search for minimax problems
- 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
- Minmax \(p\)-traveling salesmen location problems on a tree
- An extended multifacility minimax location problem revisited
- A quasi-Newton trust-region method
- Nonmonotone trust region method for solving optimization problems
- On the convergence of a new trust region algorithm
- 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
- A variant of trust-region methods for unconstrained optimization
- A new pruning test for finding all global minimizers of nonsmooth functions
- On the global convergence of trust region algorithms for unconstrained minimization
- On the superlinear convergence of a trust region algorithm for nonsmooth optimization
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- Variable metric methods for minimizing a class of nondifferentiable functions
- 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
- Trust Region Methods
- MINIMAX LOCATION PROBLEM WITH A-DISTANCE
- Portfolio selection problem with minimax type risk function
- A conic trust-region method for nonlinearly constrained optimization
