A modified SQP algorithm for minimax problems
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Publication:837129
DOI10.1016/j.jmaa.2009.06.009zbMath1178.90345MaRDI QIDQ837129
Qing-Jie Hu, Yu Chen, Nei-Ping Chen, Xue-Quan Li
Publication date: 10 September 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.06.009
global convergence; superlinear convergence; nonmonotone line search; quadratic program; Maratos effect
90C47: Minimax problems in mathematical programming
90C55: Methods of successive quadratic programming type
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