Minimax optimization without second order information | Mark Wrobel
| | Abstract | This thesis deals with the practical and theoretical issues regarding minimax optimization. Methods for large and sparse problems are investigated and analyzed. The algorithms are tested extensively and comparisons are made to Matlab s optimization toolbox. The theory of minimax optimization is thoroughly introduced, through examples and illustrations. Algorithms for minimax are trust region based, and different strategies regarding updates are given.
Exact penalty function are given an intense analysis, and theory for estimating the penalty factor is deduced. | | Keywords | Unconstrained and constrained minimax optimization, exact penalty functions, trust region methods, large scale optimization. | | Type | Master's thesis [Academic thesis] | | Year | 2003 | | Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU | | Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby | | Series | IMM-THESIS-2003-6 | | Electronic version(s) | [pdf] | | BibTeX data | [bibtex] | | IMM Group(s) | Scientific Computing |
|