New exact penalty function for solving constrained finite min-max problems

DOI10.1007/S10483-012-1548-6MaRDI QIDQ764635zbMATH OpenOpenAlexFDO

Authors Cheng Ma, Xun Li, Ka Fai Cedric Yiu, Liansheng Zhang

Publication date 13 March 2012

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10483-012-1548-6

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 2032319 (Why is no real title available?)
• scientific article; zbMATH DE number 1834580 (Why is no real title available?)
• A New Exact Penalty Function
• A Regularization Method for Solving the Finite Convex Min-Max Problem
• A bundle type approach to the unconstrained minimization of convex nonsmooth functions
• A smooth method for the finite minimax problem
• A smoothing trust-region Newton-CG method for minimax problem
• A smoothing-out technique for min—max optimization
• An Exact Penalization Viewpoint of Constrained Optimization
• An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
• An improved SQP algorithm for solving minimax problems
• An interior-point algorithm for nonlinear minimax problems
• Computational schemes for large-scale problems in extended linear- quadratic programming
• Error bounds in mathematical programming
• Linear-Quadratic Programming and Optimal Control
• Superlinearly convergent algorithm for min-max problems
• Worst-case conditional value-at-risk with application to robust portfolio management

Cited in

(6)

• A new objective penalty function approach for solving constrained minimax problems
• Smooth exact penalty functions: a general approach
• scientific article; zbMATH DE number 5584607 (Why is no real title available?)
• An active-set algorithm and a trust-region approach in constrained minimax problem
• Smooth exact penalty functions. II: A reduction to standard exact penalty functions
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. II: Extended exactness

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