A modified SQP algorithm for minimax problems
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This paper deals with nonlinear minimax problems and a Sequential Quadratic Programming (SQP) method. In this paper, the authors propose a modified nonmonotone line search SQP algorithm for nonlinear minimax problems. During each iteration of the proposed algorithm, a main search direction is obtained by solving a reduced quadratic program (QP). In order to avoid the Maratos effect, a correction direction is generated by solving the reduced system of linear equations. Under mild conditions, the global and superlinear convergence can be achieved. Preliminary numerical results show that the proposed algorithm may be effective.
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- scientific article; zbMATH DE number 1932369 (Why is no real title available?)
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Cited in
(17)- An improved SQP algorithm for solving minimax problems
- A QP-free algorithm for finite minimax problems
- Nonmonotone line search algorithm for constrained minimax problems
- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- Improved filter-SQP algorithm with active set for constrained minimax problems
- A new superlinearly convergent SQP algorithm for nonlinear minimax problems
- Generalized monotone line search SQP algorithm for constrained minimax problems
- A modifed feasible SQP method for constrained minimax optimization problems
- scientific article; zbMATH DE number 1932369 (Why is no real title available?)
- An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
- A non-monotone SQP algorithm with L-BFGS update for solving semi-infinite minimax problem based on active set technique
- A unified study of necessary and sufficient optimality conditions for minimax and Chebyshev problems with cone constraints
- A new non-monotone SQP algorithm for the minimax problem
- A norm-relaxed SQP algorithm with a system of linear equations for constrained minimax problems
- A sequential quadratic programming algorithm for nonlinear minimax problems
- A superlinearly convergent sequential quadratic programming algorithm for minimax problems
- An interior-point trust-region algorithm to solve a finite nonlinear minimax problem
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