Solving continuous min-max problems by an iterative entropic regularization method

Journal of Optimization Theory and Applications

Volumn 121, Issue 3, 2004, Pages 597-612

  Sheu, R L ^a   Lin, J Y ^a  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

entropic regularization; interior point algorithms; Min max problems; semi infinite programming

Indexed keywords

MATHEMATICAL PROGRAMMING; NUMERICAL METHODS; PROBLEM SOLVING;

CONVEX OBJECTIVES; ENTROPIC REGULARIZATION; ERROR ESTIMATES; INTERIOR POINT ALGORITHM; MINMAX PROBLEM; OBJECTIVE FUNCTION CONSTRAINTS; OUTER APPROXIMATION; REGULARISATION; REGULARIZATION METHODS; SEMI INFINITE PROGRAMMING;

ITERATIVE METHODS;

EID: 4444297543     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOTA.0000037605.19435.63     Document Type: Article

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