Dual Techniques for Minimax
From MaRDI portal
Publication:3764777
DOI10.1137/0325037zbMath0628.49009OpenAlexW2002211725MaRDI QIDQ3764777
Dwayne L. Presler, William W. Hager
Publication date: 1987
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325037
reducibilitydual problemconvergence criteriaminimax problemaugmented Lagrangiandiscrete dual problempeak chasing algorithm
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Existence of solutions for minimax problems (49J35) Duality theory (optimization) (49N15)
Related Items (3)
Worst-case estimation for econometric models with unobservable components ⋮ A new approach to the weighted peak-constrained least-square error FIR digital filter optimal design problem ⋮ On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
This page was built for publication: Dual Techniques for Minimax