Derivative-free optimization methods for finite minimax problems
From MaRDI portal
Publication:4924116
DOI10.1080/10556788.2011.638923zbMath1270.90099MaRDI QIDQ4924116
Mason S. Macklem, Warren L. Hare
Publication date: 30 May 2013
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2011.638923
90C47: Minimax problems in mathematical programming
90C26: Nonconvex programming, global optimization
90C56: Derivative-free methods and methods using generalized derivatives
49M25: Discrete approximations in optimal control
Related Items
A derivative-free 𝒱𝒰-algorithm for convex finite-max problems, Derivative-free optimization methods, A proximal bundle method for nonsmooth nonconvex functions with inexact information, A survey of nonlinear robust optimization, A new algorithm for the minimax location problem with the closest distance, A derivative-free approximate gradient sampling algorithm for finite minimax problems, Substitution secant/finite difference method to large sparse minimax problems, Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems, A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees, A proximal-projection partial bundle method for convex constrained minimax problems, Algorithmic construction of the subdifferential from directional derivatives, A nonsmooth program for jamming hard spheres, A derivative-free comirror algorithm for convex optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Finite convergence of algorithms for nonlinear programs and variational inequalities
- A proximal method for identifying active manifolds
- Discrete gradient method: Derivative-free method for nonsmooth optimization
- A computational framework for derivative-free optimization of cardiovascular geometries
- A \(\mathcal{VU}\)-algorithm for convex minimization
- A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- Identifiable Surfaces in Constrained Optimization
- Trailing-edge noise reduction using derivative-free optimization and large-eddy simulation
- Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Using simplex gradients of nonsmooth functions in direct search methods
- Introduction to Derivative-Free Optimization
- On the Identification of Active Constraints
- Analysis of Generalized Pattern Searches
- Generating Set Search Methods for Piecewise Smooth Problems
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Stationarity Results for Generating Set Search for Linearly Constrained Optimization
- A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
- Mesh Adaptive Direct Search Algorithms for Constrained Optimization
- Approximating Subdifferentials by Random Sampling of Gradients