Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-09-02
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
An improved filter-SQP algorithm with active set for constrained finite minimax problems is proposed.
Firstly, an active constraint subset is obtained by a pivoting operation procedure.
Then, a new quadratic programming (QP) subproblem is constructed based on the active constraint subset.
The main search direction d k is obtained by solving this (QP) subproblem which is feasible at per iteration point and need not to consider the penalty function by using the filter technique.
Under some suitable conditions, the global convergence of our algorithm is established.
Finally, some numerical results are reported to show the effectiveness of the proposed algorithm.
American Psychological Association (APA)
Luo, Zhijun& Wang, Lirong. 2014. Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-1039652
Modern Language Association (MLA)
Luo, Zhijun& Wang, Lirong. Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems. Journal of Applied Mathematics No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-1039652
American Medical Association (AMA)
Luo, Zhijun& Wang, Lirong. Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-1039652
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1039652