• CFSQP

  • Referenced in 61 articles [sw04658]
  • Solving (Large Scale) Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality Constraints. CFSQP...
  • SDMINMAX

  • Referenced in 12 articles [sw36992]
  • free algorithm for linearly constrained finite minimax problems. We propose a new derivative-free algorithm ... linearly constrained finite minimax problems. Due to the nonsmoothness of this class of problems, standard ... standard stationary points of the finite minimax problem. To this end, we convert the original ... controls the approximation to the finite minimax problem. The proposed method is based...
  • PNEW

  • Referenced in 77 articles [sw06157]
  • general linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic ... PBUN and PNEW, intended for general nonsmooth problems, are based on bundle-type methods. Subroutine...
  • CONMAX

  • Referenced in 3 articles [sw05155]
  • based approach to nonlinearly constrained minimax problems The paper presents an algorithm for solving...
  • LiPsMin

  • Referenced in 3 articles [sw26236]
  • nonsmooth solver LiPsMin. Finally, minimax problems from robust optimization are considered. Numerical results...
  • APriD

  • Referenced in 1 article [sw42397]
  • applied to solve the expectation-constrained stochastic problems. We propose a novel primal-dual type ... method to solve convex-concave stochastic minimax problems, for which we perform adaptive-SGM updates ... modified method for solving minimax problems in terms of primal-dual gap. Our code...
  • NDA

  • Referenced in 14 articles [sw04663]
  • general linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic ... PBUN and PNEW, intended for general nonsmooth problems, are based on bundle-type methods. Subroutine...
  • firpm

  • Referenced in 2 articles [sw20661]
  • practical difficulties related to weighted minimax polynomial approximation problems on multi-interval domains ... this algorithm. It routinely outperforms existing minimax filter design routines...
  • LSA

  • Referenced in 5 articles [sw22887]
  • PGAC, intended for sparse nonlinear least-squares problems, are based on modifications and corrections ... intended for minimization of a maximum value (minimax), is based on the primal line-search...
  • CHIME

  • Referenced in 9 articles [sw28514]
  • optimality. Unsupervised learning is an important problem in statistics and machine learning with a wide ... misclustering error and show that CHIME is minimax rate optimal. In addition, the optimality...
  • DISOPT

  • Referenced in 1 article [sw01101]
  • continuous or discrete non linear programming problems is presented. Several recent techniques and algorithms ... ideas have been introduced. They include the minimax and exterior-point approaches to non-linear ... techniques and algorithms best suited to his problems. Since many practical design problems...
  • REMI

  • Referenced in 1 article [sw41504]
  • certain marginal information or summary statistics. This problem is motivated by genome-wide association studies ... same order as that of the minimax error bound of the Lasso with complete individual...
  • ASYMPT

  • Referenced in 10 articles [sw00053]
  • A FORTRAN program is presented which calculates asymptotics...
  • DEA

  • Referenced in 246 articles [sw00194]
  • Data Envelopment Analysis (DEA) is becoming an increasingly...
  • EIGIFP

  • Referenced in 46 articles [sw00235]
  • eigifp is a MATLAB program for computing a...
  • Expokit

  • Referenced in 200 articles [sw00258]
  • Expokit provides a set of routines aimed at...
  • GAP

  • Referenced in 3221 articles [sw00320]
  • GAP is a system for computational discrete algebra...
  • GAUSS

  • Referenced in 120 articles [sw00322]
  • The GAUSS Mathematical and Statistical System is a...
  • HSL

  • Referenced in 284 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...