Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
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Cites work
- scientific article; zbMATH DE number 3159112 (Why is no real title available?)
- scientific article; zbMATH DE number 2155014 (Why is no real title available?)
- A computationally efficient feasible sequential quadratic programming algorithm
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- A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization
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- An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
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- Generalized monotone line search SQP algorithm for constrained minimax problems
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- Hyperbolic smoothing function method for minimax problems
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- Quadratically constraint quadratical algorithm model for nonlinear minimax problems
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- Smoothing method for minimax problems
Cited in
(10)- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- A perturbed SQP method with active set technology for unconstrained minimax problems
- A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems
- A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
- A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints
- A global QP-free algorithm for mathematical programs with complementarity constraints
- A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems
- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- A globally convergent QP-free algorithm for inequality constrained minimax optimization
- A norm-relaxed SQP algorithm with a system of linear equations for constrained minimax problems
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