Journal of Optimization Theory and Applications

, Volume 55, Issue 2, pp 271–287 | Cite as

A direct method of linearization for continuous minimax problems

  • K. C. Kiwiel
Contributed Papers

Abstract

We consider the problem of minimizing a nondifferentiable function that is the pointwise maximum over a compact family of continuously differentiable functions. We suppose that a certain convex approximation to the objective function can be evaluated. An iterative method is given which uses as successive search directions approximate solutions of semi-infinite quadratic programming problems calculated via a new generalized proximity algorithm. Inexact line searches ensure global convergence of the method to stationary points.

Key Words

Nonlinear programming nondifferentiable optimization minimax problems semi-infinite programming recursive quadratic programming 

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Copyright information

© Plenum Publishing Corporation 1987

Authors and Affiliations

  • K. C. Kiwiel
    • 1
  1. 1.Systems Research InstitutePolish Academy of SciencesWarsawPoland

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