On the Extension of Newton’s Method to Semi-Infinite Minimax Problems

DOI10.1137/0330023MaRDI QIDQ3988950zbMATH OpenOpenAlexFDO

Authors Elijah Polak, J. E. Higgins, D. Q. Mayne

Publication date 28 June 1992

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0330023

zbMATH Keywords

Newton's methodsemi-infinite optimizationsuperlinear rate of convergence

Mathematics Subject Classification ID

Optimality conditions for minimax problems (49K35) Newton-type methods (49M15) Semi-infinite programming (90C34)

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(12)

• Quadratically constraint quadratical algorithm model for nonlinear minimax problems
• A spline smoothing Newton method for semi-infinite minimax problems
• An efficient algorithm for solving semi-infinite inequality problems with box constraints
• Algorithms with adaptive smoothing for finite minimax problems
• A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming
• A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
• On the use of consistent approximations in the solution of semi-infinite optimization and optimal control problems
• Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
• Group update method for sparse minimax problems
• Substitution secant/finite difference method to large sparse minimax problems
• Inexact smoothing method for large scale minimax optimization
• Asymptotic surrogate constraint method and its convergence for a class of semi-infinite programming

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