科研之友
微信
新浪微博
Facebook
分享链接
摘要
In this paper, an active set sequential quadratic programming algorithm with non-monotone line search for nonlinear minmax problems is presented. At each iteration of the proposed algorithm, a main search direction is obtained by solving a reduced quadratic program which always has a solution. In order to avoid the Maratos effect, a correction direction is yielded by solving the reduced system of linear equations. Under mild conditions without the strict complementarity, the global and superlinear convergence can be achieved. Finally, some preliminary numerical experiments axe reported.
- 出版日期2007-12
- 单位湖南商学院; 湖南大学
