A perturbed SQP method with active set technology for unconstrained minimax problems

MaRDI QIDQ2860187zbMATH OpenFDO

Authors Lu Shi, Jinbao Jian, Chunming Tang

Publication date 19 November 2013

Published in Applied Mathematics. Series A (Chinese Edition) (Search for Journal in Brave)

zbMATH Keywords

minimax problemsactive set identificationperturbed SQP methodweak global convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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• Improved filter-SQP algorithm with active set for constrained minimax problems

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