An improved SQP algorithm for solving minimax problems

DOI10.1016/J.AML.2008.06.017MaRDI QIDQ1021864zbMATH OpenOpenAlexFDO

Authors Xiang Cai, Jinbao Jian, Zhibin Zhu

Publication date 9 June 2009

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2008.06.017

zbMATH Keywords

global convergenceminimax problemSQP algorithmsuperlinear convergence rate

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Methods of successive quadratic programming type (90C55)

Recommendations

• A superlinearly convergent sequential quadratic programming algorithm for minimax problems
• A modified SQP algorithm for minimax problems
• A sequential quadratic programming algorithm for nonlinear minimax problems
• A new superlinearly convergent SQP algorithm for nonlinear minimax problems
• A new non-monotone SQP algorithm for the minimax problem

Cites work

• A superlinearly convergent sequential quadratic programming algorithm for minimax problems
• Continuous-time fractional minmax programming
• New minimax algorithm
• Nonmonotone line search for minimax problems
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• Superlinearly convergent algorithm for min-max problems
• Variable metric methods for minimizing a class of nondifferentiable functions

Cited in

(21)

• A QP-free algorithm for finite minimax problems
• A gradient-type algorithm for constrained optimization with application to microstructure optimization
• 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 nonmonotonic hybrid algorithm for min-max problem
• An \(\varepsilon\)-generalized gradient projection method for nonlinear minimax problems
• An adaptive nonmonotone trust-region method with curvilinear search for minimax problem
• The optimization technique for solving a class of non-differentiable programming based on neural network method
• An improvement SQP algorithm by using augmented Lagrangian function
• A hybrid algorithm for linearly constrained minimax problems
• A modifed feasible SQP method for constrained minimax optimization problems
• Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
• A new objective penalty function approach for solving constrained minimax problems
• A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
• A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints
• A norm-relaxed SQP algorithm with a system of linear equations for constrained minimax problems
• On solving large-scale finite minimax problems using exponential smoothing
• A superlinearly convergent sequential quadratic programming algorithm for minimax problems
• Parameter estimation in models generated by SDEs with symmetric alpha-stable noise
• Nonmonotone algorithm for minimax optimization problems
• New exact penalty function for solving constrained finite min-max problems

This page was built for publication: An improved SQP algorithm for solving minimax problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1021864)