Yin, Hongxia - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540001-1
A simple and implementable two-loop smoothing method for semi-infinite minimax problem is given with the discretization parameter and the smoothing parameter being updated adaptively. We prove the global convergence of the algorithm when the steepest descent method or a BFGS type quasi-Newton...