Primal interior point method for generalized minimax functions. (English) Zbl 1202.90270

Lukšan, Ladislav; Matonoha, Ctirad; Vlček, Jan

Chleboun, J. (ed.) et al., Programs and algorithms of numerical mathematics 14. Proceedings of the seminar, Dolní Maxov, Czech Republic, June 1–6, 2008. Prague: Academy of Sciences of the Czech Republic, Institute of Mathematics (ISBN 978-80-85823-55-4). 138-149 (2008).

Introduction: Generalized minimax optimization covers many practical problems, e.g., \(l_1\) and \(l_\infty\) approximation or classic minimax optimization. In this contribution, we summarize new results described in our previous works, which can be downloaded from
http://www.cs.cas.cz/luksan/reports.html.
In these works, a connection with the current research and additional references are shown.
For the entire collection see [Zbl 1194.65013].

MSC:

90C47	Minimax problems in mathematical programming
65K10	Numerical optimization and variational techniques
90C51	Interior-point methods