Nonmonotone Line Search for Minimax Problems
| dc.contributor.author | Zhou, J.L. | en_US |
| dc.contributor.author | Tits, A.L. | en_US |
| dc.contributor.department | ISR | en_US |
| dc.date.accessioned | 2007-05-23T09:48:19Z | |
| dc.date.available | 2007-05-23T09:48:19Z | |
| dc.date.issued | 1991 | en_US |
| dc.description.abstract | It was recently shown that, in the solution of smooth constrained optimization problems by sequential programming (SQP), the Maratos effect can be prevented by means of a certain nonmonotone (more precisely, four-step monotone) line search. Using a well known transformation, this scheme can be readily extended to the case of minimax problems. It turns out however that, due to the structure of these problems, one can use a simpler scheme. Such a scheme is proposed and analyzed in this paper. It is also shown that a three-step monotone (rather than four-step monotone) line search, with a relaxed decrease requirement, can be used without losing the theoretical convergence properties. Numerical experiments indicate a significant advantage of the proposed line search over the (monotone) Armijo search. | en_US |
| dc.format.extent | 936467 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/1903/5113 | |
| dc.language.iso | en_US | en_US |
| dc.relation.ispartofseries | ISR; TR 1991-65 | en_US |
| dc.subject | optimization | en_US |
| dc.subject | computer aided design | en_US |
| dc.subject | Minimax problems | en_US |
| dc.subject | SQP direction | en_US |
| dc.subject | Maratos effect | en_US |
| dc.subject | Superlinear convergence. | en_US |
| dc.subject | Intelligent Servomechanisms | en_US |
| dc.title | Nonmonotone Line Search for Minimax Problems | en_US |
| dc.type | Technical Report | en_US |
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