Nonmonotone line search for minimax problems
نویسندگان
چکیده
منابع مشابه
Nonmonotone Line Search for Minimax Problems
It was recently shown that, in the solution of smooth constrained optimization problems by sequential quadratic programming (SQP), the Maratos eeect can be prevented by means of a certain nonmonotone (more precisely, three-step or four-step monotone) line search. Using a well known transformation, this scheme can be readily extended to the case of minimax problems. It turns out however that, du...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 1993
ISSN: 0022-3239,1573-2878
DOI: 10.1007/bf00939377