Nonmonotone line search algorithm for constrained minimax problems. (English) Zbl 1039.90089

Summary: In this paper, an algorithm for constrained minimax problems is presented which is globally convergent and whose rate of convergence is two-step superlinear. The algorithm applies SQP to the constrained minimax problems by combining a nonmonotone line search and a second-order correction technique, which guarantees a full steplength while close to a solution, such that the Maratos effect is avoided and two-step superlinear convergence is achieved.


90C47 Minimax problems in mathematical programming
90C55 Methods of successive quadratic programming type


Full Text: DOI


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