A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
From MaRDI portal
Publication:1039448
DOI10.1016/j.jmaa.2009.08.046zbMath1206.90213OpenAlexW2064687227MaRDI QIDQ1039448
Publication date: 30 November 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.2009.08.046
Minimax problems in mathematical programming (90C47) Methods of successive quadratic programming type (90C55)
Related Items (9)
A nonmonotonic hybrid algorithm for min-max problem ⋮ A Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone Constraints ⋮ Substitution secant/finite difference method to large sparse minimax problems ⋮ A QP-free algorithm for finite minimax problems ⋮ Group update method for sparse minimax problems ⋮ A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization ⋮ A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints ⋮ An active-set algorithm and a trust-region approach in constrained minimax problem ⋮ A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
Cites Work
- Unnamed Item
- A quadratically approximate framework for constrained optimization, global and local convergence
- Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
- Applications of second-order cone programming
- A constrained min-max algorithm for rival models of the same economic system
- Nonmonotone line search for minimax problems
- Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
- Nonmonotone line search algorithm for constrained minimax problems
- New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
- Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
- A new superlinearly convergent SQP algorithm for nonlinear minimax problems
- Solution point differentiability without strict complementarity in nonlinear programming
- Variable metric methods for minimizing a class of nondifferentiable functions
- A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization
- Globally and Superlinearly Convergent Algorithm for Minimizing a Normal Merit Function
- An Algorithm for the Inequality-Constrained Discrete Min--Max Problem
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
- A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
- Generalised monotone line search algorithm for degenerate nonlinear minimax problems
- On the Sequential Quadratically Constrained Quadratic Programming Methods
This page was built for publication: A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
