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