An ε-generalized gradient projection method for nonlinear minimax problems

In this paper, combining the techniques of ε -generalized gradient projection and Armjio’s line search, we present a new algorithm for the nonlinear minimax problems. At each iteration, the improved search direction is generated by an ε -generalized gradient projection explicit formula. Under some m...

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Bibliographic Details
Published inNonlinear dynamics Vol. 75; no. 4; pp. 693 - 700
Main Authors Ma, Guo-Dong, Jian, Jin-Bao
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Netherlands 01.03.2014
Springer Nature B.V
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Summary:In this paper, combining the techniques of ε -generalized gradient projection and Armjio’s line search, we present a new algorithm for the nonlinear minimax problems. At each iteration, the improved search direction is generated by an ε -generalized gradient projection explicit formula. Under some mild assumptions, the algorithm possesses global and strong convergence. Finally, some preliminary numerical results show that the proposed algorithm performs efficiently.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0924-090X
1573-269X
DOI:10.1007/s11071-013-1095-1