On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
DOI10.1007/S10589-005-2179-8zbMATH Open1122.90082OpenAlexW2019465420MaRDI QIDQ812415FDOQ812415
Authors: Johannes O. Royset, Elijah Polak 
Publication date: 23 January 2006
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/59m38059
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Cited In (17)
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- Generalized Levitin-Polyak well-posedness for generalized semi-infinite programs
- Variational theory for optimization under stochastic ambiguity
- Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
- Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming
- Optimality conditions for semi-infinite and generalized semi-infinite programs via lower order exact penalty functions
- Continuous min-max programs with semi-infinite constraints
- Preface
- Augmented lagrangians in semi-infinite programming
- Existence of local saddle points for a new augmented Lagrangian function
- An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems
- A smoothing Levenberg-Marquardt method for generalized semi-infinite programming
- A lifting method for generalized semi-infinite programs based on lower level Wolfe duality
- Improving ultimate convergence of an augmented Lagrangian method
- Computing power system parameters to maximize the small signal stability margin based on min-max models
- Model predictive control: recent developments and future promise
- An efficient algorithm for \(\min\)-\(\max\) convex semi-infinite programming problems
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