A Globally Convergent Quadratic Approximation for Inequality Constrained Minimax Problems

Kiwiel, K. (1981). A Globally Convergent Quadratic Approximation for Inequality Constrained Minimax Problems. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-81-009

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Abstract

In this paper we present an implementable algorithm for solving optimization problems of the type: minimize f_0(x), subject to f(x)<0, where x element of R^N and f_0 and f are real-valued functions that are the pointwise maxima of two families of continuously differentiable functions.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:50
Last Modified: 27 Aug 2021 17:10
URI: https://pure.iiasa.ac.at/1794

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