Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees

DOI10.1007/S00498-023-00371-4MaRDI QIDQ6553367zbMATH OpenFDO

Authors Guosong Yang, J. P. Hespanha

Publication date 11 June 2024

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00498-023-00371-4

zbMATH Keywords

interior-point methodlocal minmaxminmax optimizationNewton methodrobust optimization

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17) Minimax problems in mathematical programming (90C47) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)

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Cited in

(3)

• The computation of approximate feedback Stackelberg equilibria in multiplayer nonlinear constrained dynamic games
• Convergence properties of gradient-based methods for minimax problems with nonlinear constraints
• An improved search direction based on algebraic equivalent transformation technique for convex quadratic optimization

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