• DocumentCode
    550125
  • Title

    A modified superlinearly convergent SQP algorithm for minimax problems with inequality constraints

  • Author

    Li Shao-Gang ; Duan Fu-Jian ; Zhu Zhi-Bin

  • Author_Institution
    Sch. of Comput. Sci. & Math., Guilin Univ. of Electron. Technol., Guilin, China
  • fYear
    2011
  • fDate
    22-24 July 2011
  • Firstpage
    2050
  • Lastpage
    2056
  • Abstract
    In this paper, a new improved SQP algorithm which can avoid Maratos effect is proposed to solve minimax problems with inequality constraints. Compared with the existing methods, the computational effort is reduced. In addition, its global and superlinear convergence are obtained under some mild assumptions. Finally, some numerical results show that the method is feasible and effective.
  • Keywords
    convergence; minimax techniques; quadratic programming; set theory; Maratos effect; inequality constraints; minimax problems; modified superlinearly convergent SQP algorithm; superlinear convergence; Convergence; Indexes; Optimization; Programming; Search problems; Taylor series; Global convergence; Inequality constraint; Matrix; Minimax Problem; SQP algorithm; Superlinear convergence;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2011 30th Chinese
  • Conference_Location
    Yantai
  • ISSN
    1934-1768
  • Print_ISBN
    978-1-4577-0677-6
  • Electronic_ISBN
    1934-1768
  • Type

    conf

  • Filename
    6000462
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=550125