Abstract
In this paper we propose an interior point method for solving the dual form of min-max type problems. The dual variables are updated by means of a scaling supergradient method. The boundary of the dual feasible region is avoided by the use of a logarithmic barrier function. A major difference with other interior point methods is the nonsmoothness of the objective function.
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© 1995 Kluwer Academic Publishers
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Sturm, J.F., Zhang, S. (1995). A Dual and Interior Point Approach to Solve Convex Min-Max Problems. In: Du, DZ., Pardalos, P.M. (eds) Minimax and Applications. Nonconvex Optimization and Its Applications, vol 4. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3557-3_4
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DOI: https://doi.org/10.1007/978-1-4613-3557-3_4
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-3559-7
Online ISBN: 978-1-4613-3557-3
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