Nonmonotone line search algorithm for constrained minimax problems

DOI10.1023/A:1020896407415zbMath1039.90089OpenAlexW40347924MaRDI QIDQ1812065

Yanyan Li

Publication date: 18 June 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020896407415

zbMATH Keywords

sequential quadratic programmingsuperlinear convergencenonmonotone line searchMaratos effectConstrained minimax problems

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Methods of successive quadratic programming type (90C55)

Related Items (24)

A nonmonotonic hybrid algorithm for min-max problem ⋮ A modified SQP algorithm for minimax problems ⋮ Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints ⋮ Quadratically constraint quadratical algorithm model for nonlinear minimax problems ⋮ A sequential quadratic programming algorithm for nonlinear minimax problems ⋮ Nonsmooth equations approach to a constrained minimax problem. ⋮ A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints ⋮ The optimization technique for solving a class of non-differentiable programming based on neural network method ⋮ A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ A hybrid algorithm for linearly constrained minimax problems ⋮ A nonmonotone line search slackness technique for unconstrained optimization ⋮ A nonlinear augmented Lagrangian for constrained minimax problems ⋮ Nonmonotone algorithm for minimax optimization problems ⋮ A QP-free algorithm for finite minimax problems ⋮ An adaptive nonmonotone trust-region method with curvilinear search for minimax problem ⋮ Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems ⋮ A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems ⋮ A new superlinearly convergent SQP algorithm for nonlinear minimax problems ⋮ On the accurate identification of active set for constrained minimax problems ⋮ Generalized monotone line search SQP algorithm for constrained minimax problems ⋮ Reference variable methods of solving min-Max optimization problems ⋮ A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem ⋮ A sequential quadratically constrained quadratic programming method for unconstrained minimax problems ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems

Uses Software

• FSQP

Cites Work

• A constrained min-max algorithm for rival models of the same economic system
• A globally convergent method for nonlinear programming
• Nonmonotone line search for minimax problems
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• A surperlinearly convergent algorithm for constrained optimization problems
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
• A Nonmonotone Line Search Technique for Newton’s Method

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