A smoothing-out technique for min - max optimization

@article{Zang1980AST,
  title={A smoothing-out technique for min - max optimization},
  author={Israel Zang},
  journal={Math. Program.},
  year={1980},
  volume={19},
  pages={61-77}
}
In this paper, we suggest approximations for smoothing out the kinks caused by the presence of "max" or "min" operators in many non-smooth optimization problems. We concentrate on the continuous-discrete min-max optimization problem. The new approximations replace the original problem in some neighborhoods of the kink points. These neighborhoods can be made arbitrarily small, thus leaving the original objective function unchanged at almost every point of R". Furthermore, the maximal possible… CONTINUE READING
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