A derivative-free algorithm for linearly constrained finite minimax problems

SIAM Journal on Optimization

Volumn 16, Issue 4, 2006, Pages 1054-1075

  Liuzzi, G ^a   Lucidi, S ^a   Sciandrone, M ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b CNR   (Italy)

Author keywords

Derivative free optimization; Linearly constrained finite minimax problems; Nonsmooth optimization

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; GAME THEORY; OPTIMIZATION; PARAMETER ESTIMATION;

DERIVATIVE FREE OPTIMIZATION; LINEARLY CONSTRAINED FINITE MINIMAX PROBLEMS; NONSMOOTH OPTIMIZATION;

LINEAR PROGRAMMING;

EID: 33750913136     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/040615821     Document Type: Article

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