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Mathematical Programming
Article . 1992 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1992
Data sources: zbMATH Open
DBLP
Article . 2017
Data sources: DBLP
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A barrier function method for minimax problems

Authors: Elijah Polak; J. E. Higgins; David Q. Mayne;

A barrier function method for minimax problems

Abstract

The authors consider the optimization problem to minimize \(\psi(x)\) on \(\mathbb{R}^ n\) where \[ \psi(x):=\max\left(f^ 1(x),\dots,f^ m(x), \max_{t\in[0,1]}\Phi^ 1(x,t),\dots,\max_{t\in[0,1]}\Phi^ \ell(x,t)\right) \] and \(f^ j\), \(j=1,\dots,m\), \(\Phi^ k\), \(k=1,\dots,\ell\), are continuously differentiable functions. Such optimization problems occurs in engineering design problems, where \(\Phi^ j(x,t)\) arises from constraints on time or frequency response. The presented algorithm is based on the barrier function \[ p(\alpha,x)=\sum^ m_{j=1}{1\over (\alpha-f^ j(x))}+\sum^ \ell_{k=1}\int_{[0,1]}{1\over (\alpha-\Phi^ k(x,t))} dt, \] where \(\alpha>\psi(x)\). In the \(i\)-th iteration the algorithm takes \(\alpha_ i=\psi(x_ i)\) and computes \(x_{i+1}\in\arg\min_{x\in C(\alpha_ i)} p(\alpha_ i,x)\), where \(C(\alpha_ i)=\{x\in\mathbb{R}^ n\mid\psi(x)<\alpha_ i\}\). In an ``implementable version'', the algorithm uses the points \(x_ i\) and \(x_{i-1}\). Any accumulation point \(\hat x\) of the generated sequence \((x_ i)\) satisfies \(0\in\partial\psi(\hat x)\), where \(\partial\psi(\hat x)\) denotes the generalized gradient of Clarke. The algorithm does not need any special search direction routine, has a simple structure, and requires small memory. Test examples from the literature illustrate that the algorithm converges linearly, that its computing times are comparable to those of other algorithms, but does not fail when others do.

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Keywords

nondifferentiable optimization, minimax algorithm, Computational methods for problems pertaining to operations research and mathematical programming, generalized gradient of Clarke, Existence of solutions for minimax problems, Semi-infinite programming, barrier function

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
29
Average
Top 10%
Top 10%
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