极大极小问题的信赖域法

Trust Region Form to Min-max Problem

对信赖域法作了进一步的研究，借助Min-max问题的伪方向导数．构造出其信赖域二次模型．并结合非单调策略．给出求解Min-max问题的简单易行的信赖域算法。

In this passage, using the trust region form and the pseudo-directional derivative of mini-max problem, we propose the trust region form of min-max problem. Then non-monotone trust region algorithm is given and global convergence is proved.