Application of a primal-dual interior point algorithm using exact second order information with a novel non-monotone line search method to generally constrained minimax optimization problems
This work presents the application of a primal-dual interior point method to minimax optimisation problems. The algorithm differs significantly from previous approaches as it involves a novel non-monotone line search procedure, which is based on the use of standard penalty methods as the merit func...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
School of Engineering, Taylor’s University College
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/13218/1/Application%20of%20a%20primal.pdf |