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