Displaying similar documents to “Parry expansions of polynomial sequences.”

Primal interior point method for minimization of generalized minimax functions

Ladislav Lukšan, Ctirad Matonoha, Jan Vlček (2010)

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In this paper, we propose a primal interior-point method for large sparse generalized minimax optimization. After a short introduction, where the problem is stated, we introduce the basic equations of the Newton method applied to the KKT conditions and propose a primal interior-point method. (i. e. interior point method that uses explicitly computed approximations of Lagrange multipliers instead of their updates). Next we describe the basic algorithm and give more details concerning...