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Generalised monotone line search algorithm for degenerate nonlinear minimax problems

Published online by Cambridge University Press:  17 April 2009

Jin-Bao Jian
Affiliation:
College of Mathematics and Informatics Science, Guangxi University, 530004, Nanning, Peoples Republic of China, e-mail: [email protected]
Ran Quan
Affiliation:
College of Mathematics and Informatics Science, Guangxi University, 530004, Nanning, Peoples Republic of China, e-mail: [email protected]
Xue-Lu Zhang
Affiliation:
College of Mathematics and Informatics Science, Guangxi University, 530004, Nanning, Peoples Republic of China, e-mail: [email protected]
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In this paper, nonlinear minimax problems are discussed. Using Sequential Quadratic Programming and the generalised monotone line search technique, we propose a new algorithm for solving degenerate minimax problems. At each iteration of the proposed algorithm, a search direction is obtained by solving a new Quadratic Programming problem which always has a solution. Global convergence can be obtained without the regularity condition of linear independence. Finally, some numerical experiments are reported.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 2006

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