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A projected conjugate gradient method for sparse minimax problems. (English) Zbl 0789.65047

The author presents a trust region type first order method based on sequential linear programming for solving nonlinear minimax problems. Numerical results show that this method has considerable improvement over other first order methods.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming

Software:

MMLA1Q; LANCELOT
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References:

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