An ODE-based approach to nonlinearly constrained minimax problems (Q1893526)

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scientific article; zbMATH DE number 770295
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An ODE-based approach to nonlinearly constrained minimax problems
scientific article; zbMATH DE number 770295

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    An ODE-based approach to nonlinearly constrained minimax problems (English)
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    4 July 1995
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    The paper presents an algorithm for solving a standard nonlinear programming problem (optimization problem with a finite number of equality-inequality constraints and smooth data). Each iteration of the algorithm solves approximately a system of nonlinear ordinary differential equations to get a direction for the line search. The authors claim that their code is more robust, although slower, than several library routines.
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    nonlinearly constrained minimax problems
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    algorithm
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    nonlinear programming
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    iteration
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    line search
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