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Nonmonotone Line Search for Minimax Problems
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 ...
User's Guide for FSQP Version 3.0c: A FORTRAN Code for Solving Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality and Linear Constraints
FSQP 3.0c is a set of FORTRAN subroutines for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to general smooth constraints. If the initial guess provided by the user ...