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Minimax Solutions of Homogeneous Hamilton–Jacobi Equations with Fractional-Order Coinvariant Derivatives
The Cauchy problem is considered for a homogeneous Hamilton–Jacobi equation with fractional-order coinvariant derivatives, which arises in problems...
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On the Lagrange Duality of Stochastic and Deterministic Minimax Control and Filtering Problems
AbstractAs shown below, the linear operator norms in the deterministic and stochastic cases are optimal values of the Lagrange-dual problems. For...
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A unified single-loop alternating gradient projection algorithm for nonconvex–concave and convex–nonconcave minimax problems
Much recent research effort has been directed to the development of efficient algorithms for solving minimax problems with theoretical convergence...
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Distributionally Robust Optimization by Probability Criterion for Estimating a Bounded Signal
This paper aims at solving a distributionally robust minimax estimation problem to recover a bounded smooth signal from the finite number of...
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Normalized Wolfe-Powell-type local minimax method for finding multiple unstable solutions of nonlinear elliptic PDEs
The local minimax method (LMM) proposed by Li and Zhou (2001) and Li and Zhou (2002) is an efficient method to solve nonlinear elliptic partial...
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Minimax Linear Estimation with the Probability Criterion under Unimodal Noise and Bounded Parameters
We consider a linear regression model with a vector of bounded parameters and a centered noise vector that has an uncertain unimodal distribution but...
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The Maximax Minimax Quotient Theorem
We present an optimization problem emerging from optimal control theory and situated at the intersection of fractional programming and linear max-min...
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Game Minimax Control of Automatic System Bandwidth under Information Counteraction
AbstractWe consider the problem of finding algorithms for controlling the bandwidth of an automatic system in a game setting, when one of the...
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Zeroth-order single-loop algorithms for nonconvex-linear minimax problems
Nonconvex minimax problems have attracted significant interest in machine learning and many other fields in recent years. In this paper, we propose a...
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A new partition method for DIRECT-type algorithm based on minimax design
This article presents a new DIRECT-type SCABALL (scattering balls) algorithm with a new partition method for derivation-free optimization problems....
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Zero-Sum Average Cost Semi-Markov Games with Weakly Continuous Transition Probabilities and a Minimax Semi-Markov Inventory Problem
Under the framework given by a growth condition, a Lyapunov property and some continuity assumptions, the present work shows the existence of lower...
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An implicit gradient-descent procedure for minimax problems
A game theory inspired methodology is proposed for finding a function’s saddle points. While explicit descent methods are known to have severe...
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Bayes and Minimax Optimality
The finite-sample Bayes optimality of support estimators for the signal plus noise model is investigated in this chapter. In general, it is shown...
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Multicriteria Minimax Problems: Localization of the Pareto Set and Suboptimal Control Design
AbstractWe consider multicriteria minimax optimization problems with criteria in the form of the maxima of functionals given by the induced norms of...
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Exact Dual Bounds for Some Nonconvex Minimax Quadratic Optimization Problems
The nonconvex separable minimax quadratic optimization problem is analyzed. Two approaches to the problem solution are described, namely, by using...
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A Globally Convergent QP-Free Algorithm for Inequality Constrained Minimax Optimization
Although QP-free algorithms have good theoretical convergence and are effective in practice, their applications to minimax optimization have not yet...
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Minimax Stabilization of the Line of Sight of an Inertial Object on a Moving Base in the Presence of a Friction Force
AbstractThe solution of the problem of optimal stabilization of the line of sight of an inertial object in the vicinity of the program trajectory is...
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Minimax-Maximin Relations for the Problem of Vector-Valued Criteria Optimization
AbstractThe minimax-maximin relations for vector-valued functionals over the real field are studied. An increase in the dimensionality of criteria...
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Parametric Algorithm for Finding a Guaranteed Solution to a Quantile Optimization Problem
AbstractThe problem of stochastic programming with a quantile criterion for a normal distribution is studied in the case of a loss function that is...
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Minimax models for capacitated p-center problem in uncertain environment
The capacitated p -center problem is concerned with how to select p locations for facility centers and assign demand points to them such that the...
