scholarly journals A derivative-free approximate gradient sampling algorithm for finite minimax problems

2013 ◽  
Vol 56 (1) ◽  
pp. 1-38 ◽  
Author(s):  
W. Hare ◽  
J. Nutini
Keyword(s):  
Minimax Problems ◽  
Sampling Algorithm ◽  
Gradient Sampling ◽  
Derivative Free ◽  
Finite Minimax

A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems

2006 ◽  
Vol 16 (4) ◽  
pp. 1054-1075 ◽  
Author(s):  
G. Liuzzi ◽  
S. Lucidi ◽  
M. Sciandrone
Keyword(s):  
Minimax Problems ◽  
Derivative Free ◽  
Linearly Constrained ◽  
Finite Minimax

scholarly journals A new three-term conjugate gradient method for solving the finite minimax problems

Filomat ◽  
2021 ◽  
Vol 35 (3) ◽  
pp. 737-758
Author(s):  
Yue Hao ◽  
Shouqiang Du ◽  
Yuanyuan Chen
Keyword(s):  
Conjugate Gradient Method ◽  
Conjugate Gradient ◽  
Gradient Method ◽  
Optimization Problem ◽  
Minimax Problems ◽  
Minimax Problem ◽  
Constrained Optimization Problem ◽  
Nonlinear Conjugate Gradient Method ◽  
Nonlinear Conjugate Gradient ◽  
Finite Minimax

In this paper, we consider the method for solving the finite minimax problems. By using the exponential penalty function to smooth the finite minimax problems, a new three-term nonlinear conjugate gradient method is proposed for solving the finite minimax problems, which generates sufficient descent direction at each iteration. Under standard assumptions, the global convergence of the proposed new three-term nonlinear conjugate gradient method with Armijo-type line search is established. Numerical results are given to illustrate that the proposed method can efficiently solve several kinds of optimization problems, including the finite minimax problem, the finite minimax problem with tensor structure, the constrained optimization problem and the constrained optimization problem with tensor structure.

Algorithms with Adaptive Smoothing for Finite Minimax Problems

2003 ◽  
Vol 119 (3) ◽  
pp. 459-484 ◽  
Author(s):  
E. Polak ◽  
J. O. Royset ◽  
R. S. Womersley
Keyword(s):  
Minimax Problems ◽  
Adaptive Smoothing ◽  
Finite Minimax
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