An algorithm for generalized semi-infinite min-max problems using exact penalties.
Elijah PolakJohannes O. RoysetPublished in: CDC (2002)
Keyphrases
- min max
- optimal solution
- combinatorial optimization
- objective function
- semi infinite
- optimality conditions
- probabilistic model
- dynamic programming
- learning algorithm
- np hard
- linear programming
- globally optimal
- exact solution
- special case
- worst case
- metaheuristic
- cost function
- convergence rate
- mathematical programming
- computational complexity