Matrix analysis
Linear-quadratic programming and optimal control
SIAM Journal on Control and Optimization
Computational schemes for large-scale problems in extended linear-quadratic programming
Mathematical Programming: Series A and B
Optimization: algorithms and consistent approximations
Optimization: algorithms and consistent approximations
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Variable Programming: A Generalized Minimax Problem. Part II: Algorithms
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An aggregate deformation homotopy method for min-max-min problems with max-min constraints
Computational Optimization and Applications
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A parallel algorithm for solving large convex minimax problems
SEAL'10 Proceedings of the 8th international conference on Simulated evolution and learning
Generalized reconstruction algorithm for compressed sensing
Computers and Electrical Engineering
Heuristic pattern search for bound constrained minimax problems
ICCSA'11 Proceedings of the 2011 international conference on Computational science and its applications - Volume Part III
Recursive approximation of the high dimensional max function
Operations Research Letters
On sample size control in sample average approximations for solving smooth stochastic programs
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A derivative-free approximate gradient sampling algorithm for finite minimax problems
Computational Optimization and Applications
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In this paper, we propose a smoothing method for minimax problem. The method is based on the exponential penalty function of Kort and Bertsekas for constrained optimization. Under suitable condition, the method is globally convergent. Preliminary numerical experiments indicate the promising of the algorithm.