On solving large-scale finite minimax problems using exponential smoothing
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Publication:535071
DOI10.1007/S10957-010-9759-1zbMATH Open1216.90097OpenAlexW1987793616MaRDI QIDQ535071FDOQ535071
Publication date: 11 May 2011
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-010-9759-1
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- A QP-free algorithm for finite minimax problems
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
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- Flattened aggregate function method for nonlinear programming with many complicated constraints
- Global solutions to nonconvex optimization of 4th-order polynomial and log-sum-exp functions
- Algorithms with adaptive smoothing for finite minimax problems
- Delaunay-based derivative-free optimization via global surrogates. III: nonconvex constraints
- Optimality functions in stochastic programming
- Pattern search methods for finite minimax problems
- Solving implicit mathematical programs with fuzzy variational inequality constraints based on the method of centres with entropic regularization
- A Level-Set Method for Convex Optimization with a Feasible Solution Path
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- Group update method for sparse minimax problems
- An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems
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- Some computable quasiconvex multiwell models in linear subspaces without rank-one matrices
- On sample size control in sample average approximations for solving smooth stochastic programs
- A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems
- Substitution secant/finite difference method to large sparse minimax problems
- A survey of learning criteria going beyond the usual risk
- A globally convergent QP-free algorithm for inequality constrained minimax optimization
- Convex Optimization for Group Feature Selection in Networked Data
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