Nonsmooth equations approach to a constrained minimax problem

Yan Gao; Xuewen Li

Applications of Mathematics (2005)

  • Volume: 50, Issue: 2, page 115-130
  • ISSN: 0862-7940

Abstract

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An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b -differential for the corresponding function is developed.

How to cite

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Gao, Yan, and Li, Xuewen. "Nonsmooth equations approach to a constrained minimax problem." Applications of Mathematics 50.2 (2005): 115-130. <http://eudml.org/doc/33211>.

@article{Gao2005,
abstract = {An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the $b$-differential for the corresponding function is developed.},
author = {Gao, Yan, Li, Xuewen},
journal = {Applications of Mathematics},
keywords = {nonsmooth optimization; nonsmooth equations; minimax problems; Newton methods; KKT systems; quasidifferential calculus; nonsmooth optimization; nonsmooth equations; minimax problems; Newton methods; KKT systems; quasidifferential calculus},
language = {eng},
number = {2},
pages = {115-130},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Nonsmooth equations approach to a constrained minimax problem},
url = {http://eudml.org/doc/33211},
volume = {50},
year = {2005},
}

TY - JOUR
AU - Gao, Yan
AU - Li, Xuewen
TI - Nonsmooth equations approach to a constrained minimax problem
JO - Applications of Mathematics
PY - 2005
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 50
IS - 2
SP - 115
EP - 130
AB - An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the $b$-differential for the corresponding function is developed.
LA - eng
KW - nonsmooth optimization; nonsmooth equations; minimax problems; Newton methods; KKT systems; quasidifferential calculus; nonsmooth optimization; nonsmooth equations; minimax problems; Newton methods; KKT systems; quasidifferential calculus
UR - http://eudml.org/doc/33211
ER -

References

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  13. 10.1287/moor.22.2.301, Math. Oper. Res. 22 (1997), 301–325. (1997) MR1450794DOI10.1287/moor.22.2.301
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