Trajectory-following algorithms for min-max optimization problems

Journal of Optimization Theory and Applications

Volumn 75, Issue 3, 1992, Pages 501-519

  Vincent, T L ^a   Goh, B S ^b   Teo, K L ^b  

^a UNIVERSITY OF ARIZONA   (United States)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Nonlinear programming; numerical min max solutions; trajectory following algorithms

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; NONLINEAR PROGRAMMING; NUMERICAL METHODS; OPTIMIZATION; VECTORS;

GLOBAL CONVERGENCE; NONLINEAR MINIMUM MAXIMUM OPTIMIZATION PROBLEMS; NUMERICAL MIN MAX SOLUTIONS; TRAJECTORY FOLLOWING ALGORITHMS;

ALGORITHMS;

EID: 0026980939     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/BF00940489     Document Type: Article

References (9)

1. Gradient Methods for Constrained Maxima
2. Profit Maximization through Advertising: A Nonzero-Sum Differential Game Approach
3. On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
4. A Trajectory-Following Method for Unconstrained Optimization
5. Some Efficient Methods for Unconstrained Optimization Based on the Solution of Systems of Ordinary Differential Equations
6. A Multistart Global Minimization Algorithm with Dynamic Search Trajectories