ScienceAsia 42(2016): 40-45 |doi:
The smoothing Fletcher-Reeves conjugate gradient method for solving finite minimax problems
Deyan Pang, Shouqiang Du*, Jingjie Ju
ABSTRACT: In this paper, we give a smoothing Fletcher-Reeves conjugate gradient method for finite minimax problems. The functions of the finite minimax problem are all continuous differentiable functions. Under general conditions, we present the global convergence of the method. The final discussion and preliminary numerical experiments indicate that the method works quite well in practice.
|College of Mathematics, Qingdao University, Qingdao 266071, China
* Corresponding author, E-mail: email@example.com
Received 14 Oct 2014, Accepted 9 Feb 2016