NDLI: The global convergence properties of an adaptive QP-free method without a penalty function or a filter for minimax optimization.

Content Provider	Europe PMC
Author	Su, Ke Liu, Shaohua Lu, Wei
Editor	Chen, Fei
Copyright Year	2023
Abstract	In this paper, we proposed an adaptive QP-free method without a penalty function or a filter for minimax optimization. In each iteration, solved two linear systems of equations constructed from Lagrange multipliers and KKT-conditioned NCP functions. Based on the work set, the computational scale is further reduced. Instead of the filter structure, we adopt a nonmonotonic equilibrium mechanism with an adaptive parameter adjusted according to the result of each iteration. Feasibility of the algorithm are given, and the convergence under some assumptions is demonstrated. Numerical results and practical application are reported at the end.
Page Count	18
Journal	PLOS ONE
Volume Number	18
DOI	10.1371/journal.pone.0274497
PubMed Central reference number	PMC10332616
Issue Number	7
PubMed reference number	37428753
e-ISSN	19326203
Language	English
Publisher	Public Library of Science
Publisher Date	2023-07-10
Publisher Place	San Francisco, CA USA
Access Restriction	Open
Content Type	Text
Resource Type	Article
Subject	Multidisciplinary

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The global convergence properties of an adaptive QP-free method without a penalty function or a filter for minimax optimization.