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Page 1762 of Mathematical Reviews Vol. , Issue 82d
[page]

1982
*
Mathematical Reviews
*

The author discusses the

*minimax*approach*to**stochastic**programming*, i.e. instead of the*problem*(1) max ,<x Ep {c’x—@(x;*A*,b)} as considered e.g., in*stochastic**programming*with recourse, where CR" is ... We propose*to*solve the family of*problems*(IP) employing implicit enumeration based*algorithms**for*postoptimizing zero-one*programs*. ...##
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Page 4762 of Mathematical Reviews Vol. , Issue 89H
[page]

1989
*
Mathematical Reviews
*

Summary: “We propose

*a**minimax*model*for**a**stochastic*linear knapsack*problem*. ...*A*method*for*the parametrization of one-step*problems*of operative linear*stochastic**programming*. (Russian. ...##
###
Page 1752 of Mathematical Reviews Vol. , Issue 83d
[page]

1983
*
Mathematical Reviews
*

We apply it

*to*the*solution*of*problems*of*stochastic**programming*and search*for**a*maximin. ... functions is*a**solution**to*the*minimax**problem*with all functions. ...##
###
Page 3487 of Mathematical Reviews Vol. , Issue 2001E
[page]

2001
*
Mathematical Reviews
*

*for*

*stochastic*linear

*programming*

*problems*. ... In recent years, these two approaches have been combined

*for*the

*solution*of large- scale

*stochastic*linear

*programming*

*problems*. ...

##
###
Page 679 of Mathematical Reviews Vol. , Issue 99a
[page]

1991
*
Mathematical Reviews
*

So

*to*solve the*problem*one has*to*formulate it as*a**minimax**problem*,*to*find an extreme subset, and*to*examine the*problem*on this subset. ... Summary: “In this paper, the optimal*solutions*set of*a**stochastic**programming**problem*is studied as*a*set-valued*stochastic*process; its measurability and existence of measurable selections are proved ...##
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Page 2036 of Mathematical Reviews Vol. , Issue 97C
[page]

1997
*
Mathematical Reviews
*

Summary: “In this paper, we present

*algorithms**for*the solu- tion of the dynamic*minimax**problem*in*stochastic**programs*. ... Petersburg) 97¢:90073 90C15 90C39 90D15 Breton, Michéle (3-MTRLC-G; Montreal, PQ); Hachem, Saeb El] [El Hachem, Saeb] (3-MTRLC-G; Montreal, PQ)*Algorithms**for*the*solution*of*stochastic*dynamic*minimax*...##
###
Page 3354 of Mathematical Reviews Vol. , Issue 81H
[page]

1981
*
Mathematical Reviews
*

When x* gives an “acceptable” loss

*for*the*minimax**problem*(+), then x* would also be an acceptable*solution*in the*stochastic**problem*. ... Full details can be found elsewhere [the authors, “*A**stochastic*method*for**global*optimi- zation”,*to*appear]. ...##
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Facility location under uncertainty: a review

2006
*
IIE Transactions
*

Indeed,

doi:10.1080/07408170500216480
fatcat:nondajbvarf6lasma7nx6gfdz4
*a*large number of the approaches that have been proposed*for*optimization under uncertainty have been applied*to*facility location*problems*. ... This has made the development of models*for*facility location under uncertainty*a*high priority*for*researchers in both the logistics and*stochastic*/robust optimization communities. ... Acknowledgement The author wishes*to*thank two anonymous referees*for*several suggestions that have improved this paper significantly. ...##
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Page 5894 of Mathematical Reviews Vol. , Issue 86m
[page]

1986
*
Mathematical Reviews
*

*For*

*stochastic*integer

*programming*prob- lems with recourse and LPI an

*algorithm*

*for*computing

*minimax*

*solutions*is given. Tests of this

*algorithm*and its performance evaluation are reported. ... The author investigates continuous (path-following)

*algorithms*

*for*the

*solution*of constrained convex optimization and

*minimax*prob- lems.

*For*

*a*convex C! ...

##
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Page 7466 of Mathematical Reviews Vol. , Issue 98K
[page]

1998
*
Mathematical Reviews
*

*algorithm*

*for*the

*solution*of

*stochastic*dynamic

*minimax*

*problems*. ... Summary: “In this paper, we present

*a*scenario aggregation al- gorithm

*for*the

*solution*of the dynamic

*minimax*

*problem*in

*stochastic*

*programming*. ...

##
###
Page 5356 of Mathematical Reviews Vol. , Issue 2002G
[page]

2002
*
Mathematical Reviews
*

We give

*a*general form of the*minimax**solution*and find sufficient conditions un- der which the*minimax**solution*can be uniquely determined from the*solution*of the dual*problem*. ...*Program*. 90 (2001), no. 3, Ser.*A*, 507-536.*A*linear two-stage*stochastic**program*with discrete probability distribution is considered. ...##
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Heuristic Pattern Search for Bound Constrained Minimax Problems
[chapter]

2011
*
Lecture Notes in Computer Science
*

This paper presents

doi:10.1007/978-3-642-21931-3_15
fatcat:eidtbugewfgktjf42ganehfzwy
*a*pattern search*algorithm*and its hybridization with*a*random descent search*for*solving bound constrained*minimax**problems*. ... Two versions of the heuristic*algorithm*have been applied*to*several benchmark*minimax**problems*and compared with the original HJ pattern search*algorithm*. ... test set described in [11] , through the implementation of the augmented Lagrangian function described in [1] and already used in [9] in*a*pattern search (with equality constraints) context. ...##
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On the convergence of an iterative method for the minimax problem

1997
*
The Journal of the Australian Mathematical Society Series B Applied Mathematics
*

We show that the Extended Linear-Quadratic

doi:10.1017/s0334270000008857
fatcat:cdwoct64gndyjb5fs6rnbqhjli
*Programming*method*for*the*minimax**problem*is equivalent*to*the Josephy-Newton method*for*generalized equation, and establish the local convergence result. ... In this paper we present an Extended Linear-Quadratic*Programming*method*for*the*minimax**problem*. ... Liqun Qi*for*helpful discussion when the author visited the University of New South Wales, Australia. The author also thanks Dr. Daniel Ralph*for*his encouragement and providing his manuscript. ...##
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Page 4652 of Mathematical Reviews Vol. 58, Issue 6
[page]

1979
*
Mathematical Reviews
*

Dmitriev, The asymptotic behavior of the

*solution*of*a*multistep optimization*problem*(pp. 150-154);*A*. V. Judaev, An*algorithm**for*the optimization of*stochastic*systems (pp. 154-159);*A*. V. ... IZutkin, Convergence of*a*class of feasible direction methods*for*the*solution*of*a*convex*programming**problem*(pp. 84-88); L.*A*. ...##
###
Page 5553 of Mathematical Reviews Vol. , Issue 88j
[page]

1988
*
Mathematical Reviews
*

Summary (translated from the Russian): “We describe an

*algorithm**for*finding the*minimax**for**a*class of mathematical*programming**problems*.” ... [*Algorithms**for*the*solution*of*a*discrete*minimax**problem*—an evaluative overview] Operations research proceedings 1986 (Ulm, 1986), 597-604, Springer, Berlin-New York, 1987. ...
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