Nonmonotone algorithm for minimax optimization problems

DOI10.1016/j.amc.2011.01.002zbMath1215.65114OpenAlexW1967901732MaRDI QIDQ632859

Fu-Sheng Wang, Yan-Ping Wang

Publication date: 28 March 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.002

zbMATH Keywords

superlinear convergenceminimax optimization problemhybrid techniquesecond-order correctionalgorithm with nonmonotone strategy

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30)

Related Items (6)

A nonmonotonic hybrid algorithm for min-max problem ⋮ Substitution secant/finite difference method to large sparse minimax problems ⋮ A QP-free algorithm for finite minimax problems ⋮ An adaptive nonmonotone trust-region method with curvilinear search for minimax problem ⋮ The optimality conditions for generalized minimax programming ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems

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