A Trust Region Filter Method for Minimax Problems
نویسنده
چکیده
In this paper, we propose a trust region filter method for minimax problems. Based on the filter technique, the minimax problem is transformed to a constrained optimization problem and solved by the traditional filter idea. In the presented algorithm, the acceptable criterion of the trial points is relaxed, so compared to the existed SQP and Newton-type methods for minimax method, this method is more flexible. Under some suitable conditions, we establish the global convergence of the algorithm.
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