On Solving Large-Scale Finite Minimax Problems Using Exponential Smoothing
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DOI: 10.1007/s10957-010-9759-1
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- E. Polak, 2008. "On the Convergence of the Pshenichnyi-Pironneau-Polak Minimax Algorithm with an Active Set Strategy," Journal of Optimization Theory and Applications, Springer, vol. 138(2), pages 305-309, August.
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- J. O. Royset & E. Y. Pee, 2012. "Rate of Convergence Analysis of Discretization and Smoothing Algorithms for Semiinfinite Minimax Problems," Journal of Optimization Theory and Applications, Springer, vol. 155(3), pages 855-882, December.
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- Johannes Royset, 2013. "On sample size control in sample average approximations for solving smooth stochastic programs," Computational Optimization and Applications, Springer, vol. 55(2), pages 265-309, June.
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Keywords
Finite minimax; Exponential smoothing technique; Rate of convergence; Run-time complexity;All these keywords.
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