Particle swarm optimization for minimax problems
E.C. Laskari, Konstantinos E. Parsopoulos, Michael N. Vrahatis · 2003
This paper investigates the ability of the Particle Swarm Optimization (PSO) method to cope with minimax problems through experiments on well-known test functions. Experimental results indicate that PSO tackles minimax problems effectively. Moreover, PSO alleviates difficulties that might be encountered by gradient-based methods, due to the nature of the minimax: objective function, and potentially lead to failure. The performance of PSO is compared with that of other established approaches, such as the sequential quadratic programming (SQP) method and a recently proposed smoothing technique.