应用数学2020，Vol.33Issue(2)：358-372,15.
一种改进的求解极大极小问题的非单调滤子法
A Modified Nonmonotone Filter Method for Minimax Problems
摘要
Abstract
In this paper,we propose a nonmonotone trust region filter method for minimax problems.In the presented algorithm,based on the filter technique,the acceptable criterion of the trial points is relaxed,so compared to the existing Seqential quadratic programming(SQP)Newton-type methods for minimax problems,our method is more flexible.Under some suitable conditions,the global convergence properties are established.The numerical tests are reported in the end.关键词
滤子法/极大极小间题/非单调/信赖域/全局收敛性Key words
Filter method/Minimax problem/Nonmonotone/Trust region/Global convergence分类
数理科学引用本文复制引用
苏珂,王晨,李小川..一种改进的求解极大极小问题的非单调滤子法[J].应用数学,2020,33(2):358-372,15.基金项目
Supported by the National Natural Science Foundation of China (61572011),Hebei Provience Nature Science Foundation of China (A2018201172) and Foundation of Hebei EducationalCommittee(QN2019142) （61572011）
