Smoothing method for minimax problems

Authors
Xu, S
Citation
S. Xu, Smoothing method for minimax problems, COMPUT OP A, 20(3), 2001, pp. 267-279
Citations number
31
Categorie Soggetti
Engineering Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN journal
09266003 → ACNP
Volume
20
Issue
3
Year of publication
2001
Pages
267 - 279
Database
ISI
SICI code
0926-6003(200112)20:3<267:SMFMP>2.0.ZU;2-H
Abstract
In this paper, we propose a smoothing method for minimax problem. The metho d is based on the exponential penalty function of Kort and Bertsekas for co nstrained optimization. Under suitable condition, the method is globally co nvergent. Preliminary numerical experiments indicate the promising of the a lgorithm.