A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints

Journal of inequalities and applications

Guodong Ma¹ 

关键词: minimax optimization problems;    inequality constraints;    generalized gradient projection method;    global and strong convergence;    90C30;    49K35;    65K05;   

DOI  :  10.1186/s13660-017-1321-3

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

Combining the techniques of the working set identification and generalized gradient projection, we present a new generalized gradient projection algorithm for minimax optimization problems with inequality constraints. In this paper, we propose a new optimal identification function, from which we provide a new working set. At each iteration, the improved search direction is generated by only one generalized gradient projection explicit formula, which is simple and could reduce the computational cost. Under some mild assumptions, the algorithm possesses the global and strong convergence. Finally, the numerical results show that the proposed algorithm is promising.

【 授权许可】

CC BY