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

• 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/13218/1/Application%20of%20a%20primal.pdf; http://psasir.upm.edu.my/id/eprint/13218/; http://jestec.taylors.edu.my/V3Issue1.html

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...