【作者单位】Department of Mathematics, Taiyuan Normal University, Taiyuan 030012, China
;Department of Mathematics, University of California, San Diego, USA
【年份】2012
【卷号】Vol.30 No.3
【页码】262-278
【关键词】Trust-region methods Minimax optimization Nonmonotone strategy Global convergence Superlinear convergence
【摘要】 In this paper, a new trust region algorithm for minimax optimization problems is proposed, which solves only one quadratic subproblem based on a new approximation model at each iteration. The approach is different with the traditional algorithms that...
