A projected conjugate gradient method for sparse minimax problems (Q1315210)

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A projected conjugate gradient method for sparse minimax problems
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    A projected conjugate gradient method for sparse minimax problems (English)
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    24 February 1994
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    The author presents a trust region type first order method based on sequential linear programming for solving nonlinear minimax problems. Numerical results show that this method has considerable improvement over other first order methods.
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    nonlinear minimax problems
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    conjugate gradients
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    trust region methods
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    numerical results
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    first order method
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    sequential linear programming
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