A new trust-region algorithm for finite minimax problems

DOI10.4208/JCM.1109-M3567MaRDI QIDQ4901368zbMATH OpenOpenAlexFDO

Authors Li Wang, Fu-Sheng Wang, Chuanlong Wang

Publication date 24 January 2013

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jcm.1109-m3567

zbMATH Keywords

global convergencesuperlinear convergencetrust-region methodsminimax optimizationnonmonotone strategy

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Minimax problems in mathematical programming (90C47)

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• An active-set algorithm and a trust-region approach in constrained minimax problem
• A new trust region algorithm for bound constrained minimization
• A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems
• Nonmonotone algorithm for minimax optimization problems
• A J-symmetric quasi-Newton method for minimax problems
• A Trust-Region Algorithm for Solving Mini-Max Problem

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