References

A TRUST REGION FILTER METHOD FOR MINIMAX PROBLEMS


[1] S. P. Han, Variable metric methods for minimizing a class of non-differentiable functions, Math. Program 20 (1981), 1-13.

[2] E. Polak, D. Q. Mayne and J. E. Higgins, Superlinearly convergent algorithm for min-max problems, J. Optim. Theory Appl. 69 (1991), 407-439.

[3] A. Vardi, New Minimax algorithm, J. Optim. Theory Appl. 75 (1992), 613-634.

[4] Zhibin Zhu, Xiang Cai and Jinbao Jian, An improve SQP algorithm for solving minimax problems, Applied Mathematics Letters 22 (2009), 464-469.

[5] Fusheng Wang and Yanping Wang, Nonmonotone algorithm for minimax optimization problems, Applied Mathematics and Computation 217 (2011), 6296-6308.

[6] I. Husain and Z. Jabeen, Continuous-time fractional minmax programming, Math. Comput. Modelling 42 (2005), 701-710.

[7] J. L. Zhou and A. L. Tits, Nonmonotone line search for minimax problems, Journal of Optimization Theory and Applications 76 (1993), 455-476.

[8] R. Fletcher and S. Leyffer, Nonlinear programming without a penalty function, Mathematical Programming 91 (2002), 239-269.

[9] G. Zhou, A modified SQP method and its global convergence, J. Glob. Optim. 11 (1997), 193-205.

[10] N. Gould and P. Toint, Global convergence of a non-monotone trust-region SQP-filter algorithm for nonlinear programming, Nonconvex Optim. Appl. 82 (2006), 125-150.

[11] M. Ulbrich, S. Ulbrich and L. N. Vicente, programming, Mathematical Programming 100 (2004), 279-410.

[12] Pu-yan Nie and Chang-feng Ma, A trust region filter method for general non-linear programming, Applied Mathematics and Computation 172 (2006), 1000-1017.

[13] R. Fletcher, S. Leyffer and P. L. Toint, On the global convergence of a SQP-filter algorithm, SIAM Journal on Optimization 13 (2002), 44-59.

[14] Y. X. Yuan, On the convergence of a new trust region algorithm, Numerische Mathematik 70 (1995), 515-539.