The smoothing Fletcher-Reeves conjugate gradient method for solving finite minimax problems
Deyan Pang, Shouqiang Du, Jingjie Ju · ScienceAsia · 2016
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.