ISSN:
1573-2878
Keywords:
Mathematical programming
;
cutting-plane methods
;
minimax problems
;
nonconvex programming
;
zero-sum games
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A generalized cutting-plane algorithm designed to solve problems of the form min{f(x) :x ∈X andg(x,y) ∈ 0 for ally ∈Y} is described. Convergence is established in the general case (f,g continuous,X andY compact). Constraint dropping is allowed in a special case [f,g(·,y) convex functions,X a convex set]. Applications are made to a variety of max-min problems. Computational considerations are discussed.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00934096
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