An Interior-Point algorithm for Nonlinear Minimax Problems

E. Obasanjo, G. Tzallas-Regas and B. Rustem

No 19, Working Papers from COMISEF

Abstract: We present a primal-dual interior-point method for constrained nonlinear, discrete minimax problems where the objective functions and constraints are not necessarily convex. The algorithm uses two merit functions to ensure progress toward the points satisfying the first-order optimality conditions of the original problem. Convergence properties are described and numerical results provided.

Keywords: Discrete min-max; Constrained nonlinear programming; Primal-dual interior-point methods; Stepsize strategies. (search for similar items in EconPapers)
Pages: 40 pages
Date: 2009-11-06
New Economics Papers: this item is included in nep-cmp
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://comisef.eu/files/wps019.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to comisef.eu:80 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:com:wpaper:019

Access Statistics for this paper

More papers in Working Papers from COMISEF
Bibliographic data for series maintained by Anil Khuman ().