A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming (Q732375)

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scientific article; zbMATH DE number 5612824
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A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming
scientific article; zbMATH DE number 5612824

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    A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming (English)
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    9 October 2009
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    The authors study the semi-infinite minimax optimization nonsmooth problem. The article begins with an overview of this problem and a background to trust region methods, which is followed by an outline of relevant definitions and theorems. The third section of the paper presents the necessary conditions for optimality, which are essential for the fourth section where the main steps of the algorithm and its convergence are presented and proven. The article concludes with a short section on computational results and a list of useful references.
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    semi-infinite programming
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    nonsmooth optimization
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    trust region algorithm
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    global convergence
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    numerical examples
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