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


MSC:

90C30 Nonlinear programming
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[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
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[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.
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[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
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