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Hyperbolic smoothing function method for minimax problems. (English) Zbl 1282.65065

The authors present an approach for solving finite minimax problems that is based on the use of a hyperbolic smoothing function. The properties of the hyperbolic smoothing function are investigated. Some preliminary numerical results are reported to compare the performance of the proposed method with those obtained using exponential smoothing functions.

MSC:

65K05 Numerical mathematical programming methods
90C47 Minimax problems in mathematical programming
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