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

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10.1007/s10492-005-0008-0

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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.",

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AU - Li, Xuewen

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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

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JO - Applications of Mathematics

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Nonsmooth equations approach to a constrained minimax problem

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Keywords

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