A new non-monotone SQP algorithm for the minimax problem

DOI10.1080/00207160701763057zbMath1171.65050OpenAlexW2014320235MaRDI QIDQ5190720

Wenjuan Xue, Pu, Dingguo, Chungen Shen

Publication date: 27 July 2009

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160701763057

zbMATH Keywords

algorithmglobal convergencenumerical resultsconstrained optimizationminimax problemnonlinear programmingsuperlinear convergencenonmonotonicitysequential quadratic programming (SQP) method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (3)

A monotone iterative technique for stationary and time dependent problems in Banach spaces ⋮ A generalized neural network for solving a class of minimax optimization problems with linear constraints ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems

Cites Work

• A barrier function method for minimax problems
• Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
• A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
• Smoothing method for minimax problems
• Unnamed Item

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