A QP-Free Algorithm for Finite Minimax Problems

作者：Han, Daolan; Jian, Jinbao^*; Zhang, Qinfeng

来源：Abstract and Applied Analysis, 2014, 2014: 436415.

DOI：10.1155/2014/436415

Thenonlinear minimax problems without constraints are discussed. Due to the expensive computation for solving QP subproblems with inequality constraints of SQP algorithms, in this paper, a QP-free algorithm which is also called sequential systems of linear equations algorithm is presented. At each iteration, only two systems of linear equations with the same coefficient matrix need to be solved, and the dimension of each subproblem is not of full dimension. The proposed algorithm does not need any penalty parameters and barrier parameters, and it has small computation cost. In addition, the parameters in the proposed algorithm are few, and the stability of the algorithm is well. Convergence property is described and some numerical results are provided.

• 出版日期2014
• 单位玉林师范学院; 广西壮族自治区经济管理干部学院; 广西民族大学