A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming
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摘要
Based on the discretization methods for solving semi-infinite programming problems, this paper presents a new nonmonotonic trust region algorithm for a class of semi-infinite minimax programming problem. Under some mild assumptions, the global convergence of the proposed algorithm is given. Numerical tests are reported that show the efficiency of the proposed method.
论文关键词:Semi-infinite programming,Nonsmooth optimization,Trust region algorithm,Global convergence
论文评审过程:Available online 9 May 2009.
论文官网地址:https://doi.org/10.1016/j.amc.2009.05.009