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Nonsmooth equations approach to a constrained minimax problem. (English) Zbl 1099.90075

Summary: 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.

MSC:

90C47 Minimax problems in mathematical programming
65H10 Numerical computation of solutions to systems of equations
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References:

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