Title of article
An improved SQP algorithm for solving minimax problems
Author/Authors
Zhu، نويسنده , , Zhibin and Cai، نويسنده , , Xiang and Jian، نويسنده , , Jinbao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
6
From page
464
To page
469
Abstract
In this work, an improved SQP method is proposed for solving minimax problems, and a new method with small computational cost is proposed to avoid the Maratos effect. In addition, its global and superlinear convergence are obtained under some suitable conditions.
Keywords
Minimax problem , SQP algorithm , global convergence , Superlinear convergence rate
Journal title
Applied Mathematics Letters
Serial Year
2009
Journal title
Applied Mathematics Letters
Record number
1525811
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