A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming

DOI10.1016/J.AMC.2009.05.009MaRDI QIDQ732375zbMATH OpenOpenAlexFDO

Authors Qian Zhou, Yigui Ou

Publication date 9 October 2009

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

Full work available at URL https://doi.org/10.1016/j.amc.2009.05.009

zbMATH Keywords

global convergencenonsmooth optimizationnumerical examplessemi-infinite programmingtrust region algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semi-infinite programming (90C34) Interior-point methods (90C51)

Review text

The authors study the semi-infinite minimax optimization nonsmooth problem. The article begins with an overview of this problem and a background to trust region methods, which is followed by an outline of relevant definitions and theorems. The third section of the paper presents the necessary conditions for optimality, which are essential for the fourth section where the main steps of the algorithm and its convergence are presented and proven. The article concludes with a short section on computational results and a list of useful references.

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Cites work

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Cited in

(10)

• A modified ODE-based algorithm for unconstrained optimization problems
• A trust-region method for unconstrained multiobjective problems with applications in satisficing processes
• A spline smoothing Newton method for semi-infinite minimax problems
• A memory gradient method based on the nonmonotone technique
• scientific article; zbMATH DE number 1380757 (Why is no real title available?)
• A new trust-region algorithm for finite minimax problems
• A non-monotone SQP algorithm with L-BFGS update for solving semi-infinite minimax problem based on active set technique
• A nonmonotone scaled conjugate gradient algorithm for large-scale unconstrained optimization
• A nonmonotone supermemory gradient algorithm for unconstrained optimization
• Global convergence of a semi-infinite optimization method

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