Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems

DOI10.1007/s10957-013-0339-zzbMath1316.90061OpenAlexW2021023321MaRDI QIDQ2250067

Su-Ming Yang, Xing-De Mo, Li-Juan Qiu, Jin-Bao Jian, Fu-Sheng Wang

Publication date: 4 July 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0339-z

zbMATH Keywords

global convergenceminimax problemssuperlinear convergenceinequality constraintsSQP methodfeasible direction methodhigher-order correction of search directionidentification of nearly active setssimple quadratically constraint quadratic programmingsmooth problem functions

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35)

Related Items (8)

A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems ⋮ A globally convergent QP-free algorithm for inequality constrained minimax optimization ⋮ A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application ⋮ Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems ⋮ A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization ⋮ A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints ⋮ A proximal-projection partial bundle method for convex constrained minimax problems

Uses Software

• CUTEr
• CUTE

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