A sequential quadratic programming algorithm for nonlinear minimax problems

DOI10.1017/S0004972700039745MaRDI QIDQ5301244zbMATH OpenFDO

Authors Qingjie Hu, Juzhou Hu

Publication date 29 April 2008

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

active setMaratos effectglobal and superlinear convergence

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55) Minimax problems in mathematical programming (90C47)

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Cites work

• A compact variable metric algorithm for nonlinear minimax approximation
• A globally convergent method for nonlinear programming
• A superlinearly and quadratically convergent SQP type feasible method for constrained optimization
• A surperlinearly convergent algorithm for constrained optimization problems
• An SQP feasible descent algorithm for nonlinear inequality constrained optimization without strict complementarity
• Computer-aided design via optimization: A review
• Exact penalty function algorithm with simple updating of the penalty parameter
• New minimax algorithm
• Nonmonotone line search algorithm for constrained minimax problems
• Nonmonotone line search for minimax problems
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• Smooth Optimization Methods for Minimax Problems
• Superlinearly convergent algorithm for min-max problems
• Variable metric methods for minimizing a class of nondifferentiable functions

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(16)

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• An improved sequential quadratic programming algorithm for solving general nonlinear programming problems
• A noniterative algorithm for the linear-quadratic profit-maximization model for smoothing multiproduct production
• A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization
• A new superlinearly convergent SQP algorithm for nonlinear minimax problems
• scientific article; zbMATH DE number 7338817 (Why is no real title available?)
• A sequential quadratic programming algorithm with non-monotone line search
• scientific article; zbMATH DE number 3878695 (Why is no real title available?)
• Corrected sequential linear programming for sparse minimax optimization
• A Sequential Minimization Technique for Elliptic Quasi-variational Inequalities with Gradient Constraints
• An active set sequential quadratic programming algorithm for nonlinear optimisation
• scientific article; zbMATH DE number 1932369 (Why is no real title available?)
• Generalised monotone line search algorithm for degenerate nonlinear minimax problems
• An improved SQP algorithm for solving minimax problems
• A class of algorithms for large scale nonlinear minimax optimization

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