Primal Interior-Point Method for Large Sparse Minimax Optimization

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F09%3A00333899" target="_blank" >RIV/67985807:_____/09:00333899 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

Primal Interior-Point Method for Large Sparse Minimax Optimization

Original language description

In this paper, we propose a primal interior-point method for large sparse minimax optimization. After a short introduction, the complete algorithm is introduced and important implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus the large sparse nonconvex minimax optimization problems can be solved successfully. The results of extensive computational experiments given in this paper confirm efficiency and robustness of the proposed method.

Czech name

—

Czech description

—

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

—

Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Kybernetika

ISSN

0023-5954

e-ISSN

—

Volume of the periodical

45

Issue of the periodical within the volume

5

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

24

Pages from-to

—

UT code for WoS article

000273488700011

EID of the result in the Scopus database

—