An Interior-Point algorithm for Nonlinear Minimax Problems

We 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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Year of publication:	2009-11-06
Authors:	Obasanjo, E. ; Tzallas-Regas, G. ; Rustem, B.
Institutions:	COMISEF
Subject:	Discrete min-max \| Constrained nonlinear programming \| Primal-dual interior-point methods \| Stepsize strategies

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 019 40 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008491706