[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.