Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems
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Publication:481052
DOI10.1007/S10957-013-0503-5zbMATH Open1309.90122OpenAlexW2143895442MaRDI QIDQ481052FDOQ481052
Authors: Jinbao Jian, Qing-Juan Hu, Chun-Ming Tang 
Publication date: 12 December 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0503-5
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Methods of successive quadratic programming type (90C55) Minimax problems in mathematical programming (90C47)
Cites Work
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Cited In (10)
- Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems
- A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization
- A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization
- A perturbed SQP method with active set technology for unconstrained minimax problems
- A norm-relaxed SQP algorithm with a system of linear equations for constrained minimax problems
- A global QP-free algorithm for mathematical programs with complementarity constraints
- A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems
- A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems
- A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints
- A globally convergent QP-free algorithm for inequality constrained minimax optimization
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