A derivative-free method for Nonlinear Finite Minimax Optimization problems. Available in: Fortran90
Copyright (C) 2011 - G. Liuzzi, S. Lucidi, M. Sciandrone

GNU GPL license

This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/



Relevant Publications

G. Liuzzi, S. Lucidi, M. Sciandrone. A Derivative-free Algorithm for Linearly Constrained Finite Minimax Problems, SIAM Journal on Optimization, 16(4): 1054-1075 (2006) DOI: 10.1137/040615821