An improved SQP algorithm for solving minimax problems

DOI10.1016/j.aml.2008.06.017zbMath1189.90193OpenAlexW2008865988MaRDI QIDQ1021864

Jin-Bao Jian, Xiang Cai, Zhi Bin Zhu

Publication date: 9 June 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2008.06.017

zbMATH Keywords

global convergenceminimax problemSQP algorithmsuperlinear convergence rate

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Methods of successive quadratic programming type (90C55)

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Cites Work

• Continuous-time fractional minmax programming
• New minimax algorithm
• Nonmonotone line search for minimax problems
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• Superlinearly convergent algorithm for min-max problems
• Variable metric methods for minimizing a class of nondifferentiable functions
• Unnamed Item

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