An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
DOI10.1137/0806025zbMATH Open0858.49027OpenAlexW4238030832MaRDI QIDQ4884046FDOQ4884046
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Publication date: 19 March 1997
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1903/5427
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discretizationalgorithmssequential quadratic programmingglobal convergenceline searchlocal convergencesemi-infinite programmingSQP methodmany constraintscontinuous minimax problems
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Semi-infinite programming (90C34)
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- Efficient interval partitioning for constrained global optimization
- PyOpt: a python-based object-oriented framework for nonlinear constrained optimization
- An active set smoothing method for solving unconstrained minimax problems
- Rate of convergence analysis of discretization and smoothing algorithms for semiinfinite minimax problems
- A nonlinear norm-relaxed method for finely discretized semi-infinite optimization problems
- Cubic spline interpolation with optimal end conditions
- An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems
- Investigating a hybrid simulated annealing and local search algorithm for constrained optimization
- Error bounds of two smoothing approximations for semi-infinite minimax problems
- A truncated aggregate smoothing Newton method for minimax problems
- A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints
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