An improved SQP algorithm for solving minimax problems

作者：Zhu, Zhibin^*; Cai, Xiang; Jian, Jinbao

来源：Applied Mathematics Letters, 2009, 22(4): 464-469.

DOI：10.1016/j.aml.2008.06.017

• Minimax problem
• SQP algorithm
• Global convergence
• Superlinear convergence rate

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.

• 出版日期2009-4
• 单位桂林电子科技大学; 广西大学