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
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
Journal title :
Applied Mathematics Letters
