Exact penalty methods

G Di Pillo - Algorithms for continuous optimization: the state of the …, 1994 - Springer
Exact penalty methods for the solution of constrained optimization problems are based on
the construction of a function whose unconstrained minilnizing points are also solution of the …

Algorithms with adaptive smoothing for finite minimax problems

E Polak, JO Royset, RS Womersley - Journal of Optimization Theory and …, 2003 - Springer
We present a new feedback precision-adjustment rule for use with a smoothing technique
and standard unconstrained minimization algorithms in the solution of finite minimax …

Minimizing nonconvex nonsmooth functions via cutting planes and proximity control

A Fuduli, M Gaudioso, G Giallombardo - Siam journal on optimization, 2004 - SIAM
We describe an extension of the classical cutting plane algorithm to tackle the unconstrained
minimization of a nonconvex, not necessarily differentiable function of several variables. The …

On the entropic regularization method for solving min-max problems with applications

XS Li, SC Fang - Mathematical methods of operations research, 1997 - Springer
Consider a min-max problem in the form of min x ε X max 1≤ i≤ m {fi (x)}. It is well-known
that the non-differentiability of the max function F (x)≡ max 1≤ i≤ m {fi (x)} presents …

Optimal covering of plane domains by circles via hyperbolic smoothing

AE Xavier, AAFD Oliveira - Journal of Global Optimization, 2005 - Springer
We consider the problem of optimally covering plane domains by a given number of circles.
The mathematical modeling of this problem leads to a min–max–min formulation which, in …

A derivative-free approximate gradient sampling algorithm for finite minimax problems

W Hare, J Nutini - Computational Optimization and Applications, 2013 - Springer
In this paper we present a derivative-free optimization algorithm for finite minimax problems.
The algorithm calculates an approximate gradient for each of the active functions of the finite …

An incremental method for solving convex finite min-max problems

M Gaudioso, G Giallombardo… - Mathematics of …, 2006 - pubsonline.informs.org
We introduce a new approach to minimizing a function defined as the pointwise maximum
over finitely many convex real functions (next referred to as the “component functions”), with …

A derivative-free trust-region algorithm for composite nonsmooth optimization

GN Grapiglia, J Yuan, Y Yuan - Computational and Applied Mathematics, 2016 - Springer
The derivative-free trust-region algorithm proposed by Conn et al.(SIAM J Optim 20: 387–
415, 2009) is adapted to the problem of minimizing a composite function\varPhi (x)= f (x)+ h …

A derivative-free algorithm for linearly constrained finite minimax problems

G Liuzzi, S Lucidi, M Sciandrone - SIAM Journal on Optimization, 2006 - SIAM
In this paper we propose a new derivative-free algorithm for linearly constrained finite
minimax problems. Due to the nonsmoothness of this class of problems, standard derivative …

Minimizing piecewise-concave functions over polyhedra

M Gaudioso, G Giallombardo… - Mathematics of …, 2018 - pubsonline.informs.org
We introduce an iterative method for solving linearly constrained optimization problems,
whose nonsmooth nonconvex objective function is defined as the pointwise maximum of …