A smoothing scheme for optimization problems with max-min constraints

A smoothing scheme for optimization problems with max-min constraints

In this paper, we apply a smoothing approach to a minimization problem with a max-min constraint (i.e., a min-max-min problem). More specifically, we first rewrite the min-max-min problem as an optimization problem with several min-constraints and then approximate each min-constraint function by a s...

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Bibliographic Details
Main Authors: Huang, X., Yang, X., Teo, Kok
Format: Journal Article
Published: American Institute of Mathematical Sciences 2007
Online Access:http://aimsciences.org/journals/pdfs.jsp?paperID=2259&mode=full
http://hdl.handle.net/20.500.11937/38706

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