Nonsmooth equations approach to a constrained minimax problem

Yan Gao; Xuewen Li

doi:10.1007/s10492-005-0008-0

Nonsmooth equations approach to a constrained minimax problem

Yan Gao^*, Xuewen Li

^*Corresponding author for this work

School of Mathematics and Statistics

University of Shanghai for Science and Technology

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b-differential for the corresponding function is developed.

Original language	English
Pages (from-to)	115-130
Number of pages	16
Journal	Applications of Mathematics
Volume	50
Issue number	2
DOIs	https://doi.org/10.1007/s10492-005-0008-0
Publication status	Published - Apr 2005

Keywords

KKT systems
Newton methods
minimax problems
nonsmooth equations
nonsmooth optimization
quasidifferential calculus

Access to Document

10.1007/s10492-005-0008-0

Cite this

Gao, Y., & Li, X. (2005). Nonsmooth equations approach to a constrained minimax problem. Applications of Mathematics, 50(2), 115-130. https://doi.org/10.1007/s10492-005-0008-0

@article{c88a52a4f5f144ca962f7ac84c79a5fb,

title = "Nonsmooth equations approach to a constrained minimax problem",

abstract = "An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b-differential for the corresponding function is developed.",

keywords = "KKT systems, Newton methods, minimax problems, nonsmooth equations, nonsmooth optimization, quasidifferential calculus",

author = "Yan Gao and Xuewen Li",

year = "2005",

month = apr,

doi = "10.1007/s10492-005-0008-0",

language = "English",

volume = "50",

pages = "115--130",

journal = "Applications of Mathematics",

issn = "0862-7940",

publisher = "Springer Netherlands",

number = "2",

}

TY - JOUR

T1 - Nonsmooth equations approach to a constrained minimax problem

AU - Gao, Yan

AU - Li, Xuewen

PY - 2005/4

Y1 - 2005/4

N2 - An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b-differential for the corresponding function is developed.

AB - An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b-differential for the corresponding function is developed.

KW - KKT systems

KW - Newton methods

KW - minimax problems

KW - nonsmooth equations

KW - nonsmooth optimization

KW - quasidifferential calculus

UR - http://www.scopus.com/inward/record.url?scp=84867944197&partnerID=8YFLogxK

U2 - 10.1007/s10492-005-0008-0

DO - 10.1007/s10492-005-0008-0

M3 - Article

AN - SCOPUS:84867944197

SN - 0862-7940

VL - 50

SP - 115

EP - 130

JO - Applications of Mathematics

JF - Applications of Mathematics

IS - 2

ER -

Nonsmooth equations approach to a constrained minimax problem

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this