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Nonmonotone Line Search for Minimax Problems

dc.contributor.authorZhou, J.L.en_US
dc.contributor.authorTits, A.L.en_US
dc.date.accessioned2007-05-23T09:48:19Z
dc.date.available2007-05-23T09:48:19Z
dc.date.issued1991en_US
dc.identifier.urihttp://hdl.handle.net/1903/5113
dc.description.abstractIt 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.extent936467 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1991-65en_US
dc.subjectoptimizationen_US
dc.subjectcomputer aided designen_US
dc.subjectMinimax problemsen_US
dc.subjectSQP directionen_US
dc.subjectMaratos effecten_US
dc.subjectSuperlinear convergence.en_US
dc.subjectIntelligent Servomechanismsen_US
dc.titleNonmonotone Line Search for Minimax Problemsen_US
dc.typeTechnical Reporten_US
dc.contributor.departmentISRen_US


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