New algorithms for constrained minimax optimization

DOI10.1007/BF01584333zbMATH Open0368.90122OpenAlexW1989589595MaRDI QIDQ4145173FDOQ4145173

Authors: S. R. K. Dutta, M. Vidyasagar 

Publication date: 1977

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01584333

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites Work

• A new approach to variable metric algorithms
• Optimization by Least Squares
• An Algorithm for Minimax Approximation in the Nonlinear Case
• Title not available (Why is that?)
• On conditions for optimality in least \(p\)-th approximation with \(p \to \infty\)
• A New Method for Constrained Optimization Problems

Cited In (18)

• Robust min-max portfolio strategies for rival forecast and risk scenarios
• A note on ‘new algorithms for constrained minimax optimization’
• A superlinearly convergent constrained min-max algorithm for rival models of the same system
• Optimization of electrical circuits
• A lexicographic minimax algorithm for multiperiod resource allocation
• Relaxation-based algorithms for minimax optimization problems with resource allocation applications
• Minimax linear programming problem
• Minimization of convex functionals involving nested maxima: Nonconcave duality and algorithms
• Multi-period minimax hedging strategies
• An algorithm for convex constrained minimax optimization based on duality
• An algorithm for solving linearly constrained minimax problems
• A new objective penalty function approach for solving constrained minimax problems
• Nondifferentiable design optimization problems with application to control engineering
• The balanced linear programming problem
• Min-max optimization of several classical discrete optimization problems
• System order reduction using the induced operator norm and its applications to linear regulators
• A constrained min-max algorithm for rival models of the same economic system
• An algorithm for separable nonlinear minimax problems

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