A nonmonotonic trust region algorithm for a class of semi-infinite minimax programming

作     者：Ou Yigui Zhou Qian 

作者机构：Hainan Univ Dept Appl Math Haikou 570228 Peoples R China 

出 版 物：《APPLIED MATHEMATICS AND COMPUTATION》 (应用数学和计算)

年 卷 期：2009年第215卷第2期

页      面：474-480页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：NNSF of China 

主　　题：Semi-infinite programming Nonsmooth optimization Trust region algorithm Global convergence 

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. (C) 2009 Elsevier Inc. All rights reserved.