Output details
11 - Computer Science and Informatics
Imperial College London
Article title
An Algorithm for the Global Optimization of a Class of Continuous Minimax Problems
Type
D - Journal article
Title of journal
Journal of Optimization Theory and Applications
Article number
-
Volume number
141
Issue number
2
First page of article
461
ISSN of journal
0022-3239
Year of publication
2009
URL
-
Number of additional authors
1
Additional information
<13>This is the first paper to propose an algorithm for non-convex minimax problems. The algorithm works by approximating the semi-infinite formulation of min-max problems into a finite dimensional convex semidefinite programming problem that can be solved in polynomial time. Conditions under which the algorithm converges are established. Min-max problems appear in climate modelling and the paper was used as a basis for a fellowship award to the first author at the Massachusetts Institute of Technology. The paper was presented in an invited talk at the Global Optimisation Workshop organised by the EPSRC.
Interdisciplinary
-
Cross-referral requested
-
Research group
D - Quantitative Analysis and Decision Science
Citation count
9
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
