On the Validity of a Nonlinear Programming Method for Solving Minimax Problems.

Abstract

We consider the minimization of a function which is the maximum of a finite number of smooth but nonlinear functions. It is well-known that the minimax problem of this type connects naturally to a nonlinear program. Through this connection the effective quasi-Newton method becomes applicable. We show that this approach is valid and the resulting method has global convergence properties. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1978
Accession Number
ADA063984

Entities

People

  • Shih-ping Han

Organizations

  • University of Wisconsin–Madison

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DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Classification
  • Computer Programming
  • Contracts
  • Convergence
  • Engineering
  • Mathematical Programming
  • Mathematics
  • New York
  • Nonlinear Programming
  • North Carolina
  • Operations Research
  • Sequences
  • Stationary
  • Statistics
  • Systems Engineering

Fields of Study

  • Mathematics

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  • Operations Research