A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems
DOI10.1137/040615821zbMATH Open1131.90074OpenAlexW2039542900MaRDI QIDQ5470232FDOQ5470232
Authors: Stefano Lucidi, Giampaolo Liuzzi, Marco Sciandrone
Publication date: 30 May 2006
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/040615821
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- scientific article
Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Derivative-free methods and methods using generalized derivatives (90C56)
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- A derivative-free approximate gradient sampling algorithm for finite minimax problems
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- SDMINMAX
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- An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming
- A derivative-free algorithm for bound constrained optimization
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- A simplex grey wolf optimizer for solving integer programming and minimax problems
- A penalty derivative-free algorithm for nonlinear constrained optimization
- A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints
- A truncated aggregate smoothing Newton method for minimax problems
- Unit commitment in oligopolistic markets by nonlinear mixed variable programming
- Substitution secant/finite difference method to large sparse minimax problems
- A nonlinear augmented Lagrangian for constrained minimax problems
- A derivative-free algorithm for systems of nonlinear inequalities
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- Simplex particle swarm optimization with arithmetical crossover for solving global optimization problems
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