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Minimax problems 2 nonlinear optimization 2 parametric embedding 2 parametric optimization 2 pathfollowing methods 2
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Undetermined 2
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Article 2
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Undetermined 2
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Guerra, Francisco 2 López, Guillermo 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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A parametric embedding for the finite minimax problem
Guerra, Francisco; López, Guillermo - In: Mathematical Methods of Operations Research 49 (1999) 3, pp. 359-371
Jongen, Jonker and Twilt, we show that if one applies pathfollowing methods (with jumps) to the embedding in the convex case … minimax problem that pathfollowing methods applied to a perturbed parametric embedding of the original minimax problem yield …
Persistent link: https://www.econbiz.de/10010999776
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Cover Image
A parametric embedding for the finite minimax problem
Guerra, Francisco; López, Guillermo - In: Computational Statistics 49 (1999) 3, pp. 359-371
pathfollowing methods (with jumps) to the embedding in the convex case (in the nonconvex case) one obtains globally convergent … algorithms. Furthermore, we prove under usual assumptions on the minimax problem that pathfollowing methods applied to a …
Persistent link: https://www.econbiz.de/10010847757
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