Nonsmooth equations approach to a constrained minimax problem.

DOI10.1007/S10492-005-0008-0MaRDI QIDQ851668zbMATH OpenOpenAlexFDO

Authors Yan Gao, Xuewen Li

Publication date 21 November 2006

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/33211, http://hdl.handle.net/10338.dmlcz/134596

zbMATH Keywords

KKT systemsminimax problemsNewton methodsnonsmooth equationsnonsmooth optimizationquasidifferential calculus

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Minimax problems in mathematical programming (90C47)

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Cites work

• A nonsmooth version of Newton's method
• A simply constrained optimization reformulation of KKT systems arising from variational inequalities
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Demyanov difference of two sets and optimality conditions of Lagrange multiplier type for constrained quasidifferential optimization.
• scientific article; zbMATH DE number 3915080 (Why is no real title available?)
• scientific article; zbMATH DE number 3742072 (Why is no real title available?)
• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
• scientific article; zbMATH DE number 872150 (Why is no real title available?)
• Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems
• Newton methods for solving nonsmooth equations via a new subdifferential
• Nonmonotone line search algorithm for constrained minimax problems
• Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
• Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps
• Secant methods for semismooth equations
• Semismooth Karush-Kuhn-Tucker Equations and Convergence Analysis of Newton and Quasi-Newton Methods for Solving these Equations

Cited in

(6)

• An ODE-based approach to nonlinearly constrained minimax problems
• Nonsmooth equations models of generalized constrained minimax problem and its applications
• Primal interior-point method for large sparse minimax optimization
• Newton method of solving Karush-Kuhn-Tucker systems for a constrained Minimax Problem
• Convergence of an inexact generalized Newton method with a scaled residual control
• A minimax model and arithmetic for initial emission permits

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