Powered by OpenAIRE graph
Found an issue? Give us feedback
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 Openarrow_drop_down
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
Data sources: zbMATH Open
SIAM Journal on Control and Optimization
Article . 1988 . Peer-reviewed
Data sources: Crossref
versions View all 2 versions
addClaim

Smooth Optimization Methods for Minimax Problems

Smooth optimization methods for minimax problems
Authors: Polyak, R. A.;

Smooth Optimization Methods for Minimax Problems

Abstract

The classical discrete minimax problem is considered. It is transformed into an equivalent problem by a monotone transformation of the initial functions. It was found that the classical Lagrangian of the equivalent problem has a number of important properties both in primal and dual spaces in convex as well as in nonconvex cases. In particular, the classical Lagrangian of the equivalent problem, being as smooth as the initial functions, has the main advantages of augmented Lagrangians. This makes it possible to construct a multiplier method for the minimax problem and a general method for the simultaneous solution of the primal and the dual problems. These methods are based on the theory of methods of smooth optimization and preserve the main advantages of the latter for nonsmooth minimax problems.

Keywords

discrete minimax problem, dual problems, multiplier method, Existence of solutions for minimax problems, smooth optimization, Quadratic programming, monotone transformation, Numerical methods involving duality

  • BIP!
    Impact byBIP!
    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).
    58
    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.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
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!
58
Top 10%
Top 10%
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!