An Interior-Point algorithm for Nonlinear Minimax Problems
AbstractWe present a primal-dual interior-point method for constrained nonlinear, discrete minimax problems where the objective functions and constraints are not necessarily convex. The algorithm uses two merit functions to ensure progress toward the points satisfying the first-order optimality conditions of the original problem. Convergence properties are described and numerical results provided.
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Bibliographic InfoPaper provided by COMISEF in its series Working Papers with number 019.
Length: 40 pages
Date of creation: 06 Nov 2009
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Web page: http://www.comisef.eu
Discrete min-max; Constrained nonlinear programming; Primal-dual interior-point methods; Stepsize strategies.;
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