Generalised monotone line search algorithm for degenerate nonlinear minimax problems

In this paper, nonlinear minimax problems are discussed. Using Sequential Quadratic Programming and the generalised monotone line search technique, we propose a new algorithm for solving degenerate minimax problems. At each iteration of the proposed algorithm, a search direction is obtained by solving a new Quadratic Programming problem which always has a solution. Global convergence can be obtained without the regularity condition of linear independence. Finally, some numerical experiments are reported.