Mathematical Programming

, Volume 54, Issue 1, pp 155–176

A barrier function method for minimax problems

  • E. Polak
  • J. E. Higgins
  • D. Q. Mayne
Article

DOI: 10.1007/BF01586049

Cite this article as:
Polak, E., Higgins, J.E. & Mayne, D.Q. Mathematical Programming (1992) 54: 155. doi:10.1007/BF01586049

Abstract

This paper presents an algorithm based on barrier functions for solving semi-infinite minimax problems which arise in an engineering design setting. The algorithm bears a resemblance to some of the current interior penalty function methods used to solve constrained minimization problems. Global convergence is proven, and numerical results are reported which show that the algorithm is exceptionally robust, and that its performance is comparable, while its structure is simpler than that of current first-order minimax algorithms.

Key words

Barrier function methods interior penalty methods minimax algorithms engineering design nondifferentiable optimization 

Copyright information

© The Mathematical Programming Society, Inc. 1992

Authors and Affiliations

  • E. Polak
    • 1
  • J. E. Higgins
    • 1
  • D. Q. Mayne
    • 2
  1. 1.Department of Electrical Engineering and Computer Sciences and the Electronics Research LaboratoryUniversity of CaliforniaBerkeleyUSA
  2. 2.Department of Electrical EngineeringImperial CollegeLondonUK