New algorithms for constrained minimax optimization

Dutta, S. R. K. ; Vidyasagar, M. (1977) New algorithms for constrained minimax optimization Mathematical Programming, 13 (1). pp. 140-155. ISSN 0025-5610

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A constrained minimax problem is converted to minimization of a sequence of unconstrained and continuously differentiable functions in a manner similar to Morrison's method for constrained optimization. One can thus apply any efficient gradient minimization technique to do the unconstrained minimization at each step of the sequence. Based on this approach, two algorithms are proposed, where the first one is simpler to program, and the second one is faster in general. To show the efficiency of the algorithms even for unconstrained problems, examples are taken to compare the two algorithms with recent methods in the literature. It is found that the second algorithm converges faster with respect to the other methods. Several constrained examples are also tried and the results are presented.

Item Type:Article
Source:Copyright of this article belongs to Springer.
Keywords:Minimax Optimization; Nonlinear Programming; Computer-aided Network Design
ID Code:56156
Deposited On:22 Aug 2011 12:33
Last Modified:22 Aug 2011 12:33

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