Improved filter-SQP algorithm with active set for constrained minimax problems
Summary: An improved filter-SQP algorithm with active set for constrained finite minimax problems is proposed. Firstly, an active constraint subset is obtained by a pivoting operation procedure. Then, a new quadratic programming (QP) subproblem is constructed based on the active constraint subset. The main search direction \(d^k\) is obtained by solving this (QP) subproblem which is feasible at per iteration point and need not to consider the penalty function by using the filter technique. Under some suitable conditions, the global convergence of our algorithm is established. Finally, some numerical results are reported to show the effectiveness of the proposed algorithm.
- An improved active set feasible SQP algorithm for the solution of inequality constrained optimization problems
- A perturbed SQP method with active set technology for unconstrained minimax problems
- The SQP filter algorithm for solving inequality constrained optimization problems
- scientific article; zbMATH DE number 6130278
- An improved SQP algorithm for solving minimax problems
- A filter SQP algorithm for the variational inequality problem
- scientific article; zbMATH DE number 1131695
- An improved SQP algorithm for inequality constrained optimization
- An SQP-filter method for inequality constrained optimization and its global convergence
- scientific article; zbMATH DE number 6129816
- A cutting plane method for solving minimax problems in the complex plane
- A globally convergent method for nonlinear programming
- A modified SQP algorithm for minimax problems
- A modified SQP-filter method and its global convergence
- A new non-monotone SQP algorithm for the minimax problem
- A new superlinearly convergent SQP algorithm for nonlinear minimax problems
- A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
- A Nonmonotone Line Search Technique for Newton’s Method
- A smoothing trust-region Newton-CG method for minimax problem
- A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
- A superlinearly convergent sequential quadratic programming algorithm for minimax problems
- An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
- An improved SQP algorithm for inequality constrained optimization
- An interior point algorithm for continuous minimax: implementation and computation
- An interior-point algorithm for nonlinear minimax problems
- Generalized monotone line search SQP algorithm for constrained minimax problems
- Global convergence of a robust filter SQP algorithm
- scientific article; zbMATH DE number 3583207 (Why is no real title available?)
- scientific article; zbMATH DE number 1932369 (Why is no real title available?)
- Minimax optimization of stationary states in systems with distributed parameters
- New sequential quadratic programming algorithm with consistent subproblems
- Nonmonotone algorithm for minimax optimization problems
- Nonmonotone line search algorithm for constrained minimax problems
- Nonmonotone line search for minimax problems
- On the Global Convergence of a Filter--SQP Algorithm
- On the superlinear local convergence of a filter-SQP method
- Superlinearly convergent algorithm for min-max problems
This page was built for publication: Improved filter-SQP algorithm with active set for constrained minimax problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2336309)
