Nonmonotone line search algorithm for constrained minimax problems

Journal of Optimization Theory and Applications

Volumn 115, Issue 2, 2002, Pages 419-446

  Yu, Y H ^a   Gao, L ^a  

^a PEKING UNIVERSITY   (China)

Author keywords

Constrained minimax problems; Maratos effect; nonmonotone line search; sequential quadratic programming; superlinear convergence

Indexed keywords

CONSTRAINED MINIMAX PROBLEM; GLOBALLY CONVERGENT; LINE SEARCH ALGORITHM; MARATOS EFFECTS; MINIMAX PROBLEM; NONMONOTONE LINE SEARCH; RATE OF CONVERGENCE; SEQUENTIAL QUADRATIC PROGRAMMING; SUPERLINEAR; SUPERLINEAR CONVERGENCE;

QUADRATIC PROGRAMMING;

EID: 0036415898     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1020896407415     Document Type: Article

References (13)

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