Results 151 to 160 of about 32,351,759 (213)

Smoothing Method for Minimax Problems

Computational Optimization and Applications, 2001
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Minimax estimation methods under ellipsoidal constraints

Automation and Remote Control, 2013
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Mamaev, A. A., Semenikhin, K. V.
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Introduction to Minimax Methods

2011
This chapter is an introduction to a broad class of methods that have been shown to be extremely useful in a variety of contexts.
Marino Badiale, Enrico Serra
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Numerical methods for linear minimax estimation

Discussiones Mathematicae Probability and Statistics, 2000
Summary: We discuss two numerical approaches to linear minimax estimation in linear models under ellipsoidal parameter restrictions. The first attacks the problem directly, by minimizing the maximum risk among the estimators. The second method is based on the duality between minimax and Bayes estimation, and aims at finding a least favorable prior ...
Gaffke, Norbert, Heiligers, Berthold
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RAP-method (random perturbation method) for minimax G-filter

Random Operators and Stochastic Equations, 2020
Abstract The spectral equations for the minimax estimates of the parameters of some systems are obtained.
Girko, Vyacheslav L., Shevchuk, B. V., Shevchuk, L. D.   +2 more
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Smooth Optimization Methods for Minimax Problems

SIAM Journal on Control and Optimization, 1988
The classical discrete minimax problem is considered. It is transformed into an equivalent problem by a monotone transformation of the initial functions. It was found that the classical Lagrangian of the equivalent problem has a number of important properties both in primal and dual spaces in convex as well as in nonconvex cases.
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Minimax Methods for Inequality Problems

2003
We know from Chapter 2 that, if we intend to consider concrete problems in unilateral Mechanics involving both monotone and nonmonotone unilateral boundary (or interior) conditions, then we have in general to deal with a nonsmooth and nonconvex energy functional — expressed as the sum of a locally Lipschitz function \(\Phi :X \to \mathbb{R}\) and a ...
D. Goeleven, D. Motreanu, Y. Dumont, M. Rochdi   +3 more
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An Iterative Method for the Minimax Problem

1995
The authors propose a class of iteration methods for the minimax problem \({\displaystyle {\min_{x \in X} \max_{y \in Y}}} L(x,y)\), where \(L\) is a convex-concave function from \(X \times Y\) to \([- \infty, + \infty]\) and \(X\) and \(Y\) are closed nonempty convex sets in \(\mathbb{R}^n\) and \(\mathbb{R}^m\), respectively, \(X = \{z / c_i (x) \leq
Qi, Liqun, Sun, Wenyu
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Solving minimax problems by interval methods

BIT, 1990
Interval arithmetic offers various tests (monotonicity test, convexity test, etc.) and methods (Newton's method, bisection, etc.) for solving global optimization problems with prescribed accuracy. The paper shows that these tests can be extended to solve global minimax problems. An algorithm as well as two numerical examples are included.
Shen, Zuhe, Neumaier, A., Eiermann, M. C.   +2 more
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Stochastic methods for solving minimax problems

Cybernetics, 1984
In applying methods of operations research to economics, planning, control, optimization of complex technical systems, optimal design, and to other areas it frequently becomes necessary to solve minimax problems of the following form: \[ (1)\quad \min_{u\in U}\max_{x\in X}f(x,u),\quad U\subset E^ m,\quad X\subset E^ n.
Ermoliev, Y., Gaivoronski, A.A.
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