- Title
- Hyperbolic smoothing function method for minimax problems
- Creator
- Bagirov, Adil; Al Nuaimat, Alia; Sultanova, Nargiz
- Date
- 2013
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/37323
- Identifier
- vital:5075
- Identifier
-
https://doi.org/10.1080/02331934.2012.675335
- Identifier
- ISSN:0233-1934
- Abstract
- In this article, an approach for solving finite minimax problems is proposed. This approach is based on the use of hyperbolic smoothing functions. In order to apply the hyperbolic smoothing we reformulate the objective function in the minimax problem and study the relationship between the original minimax and reformulated problems. We also study main properties of the hyperbolic smoothing function. Based on these results an algorithm for solving the finite minimax problem is proposed and this algorithm is implemented in general algebraic modelling system. We present preliminary results of numerical experiments with well-known nonsmooth optimization test problems. We also compare the proposed algorithm with the algorithm that uses the exponential smoothing function as well as with the algorithm based on nonlinear programming reformulation of the finite minimax problem. © 2013 Copyright Taylor and Francis Group, LLC.
- Relation
- Optimization Vol. 62, no. 6 (2013), p. 759-782
- Rights
- Copyright 2013 Taylor and Francis Group, LLC
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; Minimax problem; Nonsmooth optimization; Smoothing techniques; Subdifferential
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