Abstract
An unconstrained minimax algorithm of Charalambous and Conn is easily modified to solve the constrained case. Here we present some numerical results and find that this algorithm compares favourably to those of Dutta and Vidyasagar.
This is a preview of subscription content, log in via an institution to check access.
References
C. Charalambous and A.R. Conn, “Optimization of microwave networks”,IEEE Transactions on Microwave Theory & Techniques MTT-21 (1973) 815–818.
C. Charalambous and A.R. Conn, “An efficient method to solve the minimax problem directly”,SIAM Journal on Numerical Analysis 15 (1) (1978) 162–187.
A.R. Conn and T. Pietrzykowski, “A penalty function method converging directly to a constrained optimum”,SIAM Journal on Numerical Analysis 14, No. 2, April (1977), 348–375.
S.R.K. Dutta and M. Vidyasagar, “New algorithms for constrained minimax optimization”,Mathematical Programming 13 (1977) 140–155.
Author information
Authors and Affiliations
Additional information
This research was supported in part by Natural Sciences and Engineering Research Council grant number A8639.
Rights and permissions
About this article
Cite this article
Coleman, T.F. A note on ‘new algorithms for constrained minimax optimization’. Mathematical Programming 15, 239–242 (1978). https://doi.org/10.1007/BF01609026
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01609026