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

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...

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Bibliographic Details
Main Authors: Ahamad, Intan Salwani, Vassiliadis, Vassilios S.
Format: Article
Language:English
Published: School of Engineering, Taylor’s University College 2008
Online Access:http://psasir.upm.edu.my/id/eprint/13218/
http://psasir.upm.edu.my/id/eprint/13218/1/Application%20of%20a%20primal.pdf

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