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
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;
Conference_Titel :
Control Conference (CCC), 2011 30th Chinese
Conference_Location :
Yantai
Print_ISBN :
978-1-4577-0677-6
Electronic_ISBN :
1934-1768
