A Simple SQP Algorithm for Constrained Finite Minimax Problems
Joint Authors
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-02-09
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
A simple sequential quadratic programming method is proposed to solve the constrained minimax problem.
At each iteration, through introducingan auxiliary variable, the descent direction is given by solving only one quadratic programming.
By solving a corresponding quadratic programming, a high-order revised direction is obtained, which can avoid the Maratos effect.
Furthermore, under some mild conditions, the global and superlinear convergence of the algorithm is achieved.
Finally, some numerical results reported show that the algorithm in this paper is successful.
American Psychological Association (APA)
Wang, Lirong& Luo, Zhijun. 2014. A Simple SQP Algorithm for Constrained Finite Minimax Problems. The Scientific World Journal،Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1048525
Modern Language Association (MLA)
Wang, Lirong& Luo, Zhijun. A Simple SQP Algorithm for Constrained Finite Minimax Problems. The Scientific World Journal No. 2014 (2014), pp.1-9.
https://search.emarefa.net/detail/BIM-1048525
American Medical Association (AMA)
Wang, Lirong& Luo, Zhijun. A Simple SQP Algorithm for Constrained Finite Minimax Problems. The Scientific World Journal. 2014. Vol. 2014, no. 2014, pp.1-9.
https://search.emarefa.net/detail/BIM-1048525
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1048525