An exponential penalty method for nondifferentiable minimax problems with general constraints. (English) Zbl 0373.90064


90C30 Nonlinear programming
Full Text: DOI


[1] Murphy, F.,A Class of Exponential Penalty Functions, SIAM Journal on Control, Vol. 12, pp. 679-687, 1974. · Zbl 0289.90038
[2] Fiacco, A. V., andMcCormick, G. P.,Nonlinear Programming: Sequential Unconstrained Minimization Techniques, John Wiley, New York, New York, 1968. · Zbl 0193.18805
[3] Dem’Yanov, V., andPevnyi, A.,Numerical Methods for Finding Saddle Points, USSR Computational Mathematics and Mathematical Physics, Vol. 12, pp. 11-52, 1972. · Zbl 0282.90040
[4] Sasai, H.,An Interior Penalty Method for Minimax Problems with Constraints, SIAM Journal on Control, Vol. 12, pp. 643-649, 1974. · Zbl 0289.49029
[5] Auslender, A.,Problèmes de Minimax via l’Analyse Convexe et les Inégalités Variationnelles: Théorie et Algorithmes, Springer-Verlag, Berlin, Germany, 1972. · Zbl 0251.90039
[6] Mangasarian, O.,Nonlinear Programming, McGraw Hill Book Company, New York, New York, 1969.
[7] Rockafellar, R.,Convex Analysis, Princeton University Press, Princeton, New Jersey, 1970. · Zbl 0193.18401
[8] Ekeland, I., andTemam, R.,Convex Analysis and Variational Problems, North-Holland Publishing Company, Amsterdam, Holland, 1975.
[9] Levitin, E. S., andPolyak, B. T.,Constrained Minimization Methods, USSR Computational Mathematics and Mathematical Physics, Vol. 6, pp. 1-50, 1966.
[10] Evans J., Gould, F., andTolle, J.,Exact Penalty Functions in Nonlinear Programming, Mathematical Programming, Vol. 4, pp. 72-97, 1973. · Zbl 0267.90079
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.