A barrier function method for minimax problems

A barrier function method for minimax problems

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Article ID: iaor1993772
Country: Netherlands
Volume: 54
Issue: 2
Start Page Number: 155
End Page Number: 176
Publication Date: Mar 1992
Journal: Mathematical Programming (Series A)
Authors: , ,
Keywords: engineering, computational analysis
Abstract:

This paper presents an algorithm based on barrier functions for solving semi-infinite minimax problems which arise in an engineering design setting. The algorithm bears a resemblance to some of the current interior penalty function methods used to solve constrained minimization problems. Global convergence is proven, and numerical results are reported which show that the algorithm is exceptionally robust, and that its performance is comparable, while its structure is simpler than that of current first-order minimax algorithms.

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