An improved SQP algorithm for solving minimax problems
نویسندگان
چکیده
منابع مشابه
A Simple SQP Algorithm for Constrained Finite Minimax Problems
A simple sequential quadratic programming method is proposed to solve the constrained minimax problem. At each iteration, through introducing an auxiliary variable, the descent direction is given by solving only one quadratic programming. By solving a corresponding quadratic programming, a high-order revised direction is obtained, which can avoid the Maratos effect. Furthermore, under some mild...
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A common strategy for achieving global convergence in the solution of semi-innnite programming (SIP) problems, and in particular of continuous minimax problems, is to (approximately) solve a sequence of discretized problems, with a progressively ner discretization meshes. Finely discretized minimax and SIP problems, as well as other problems with many more objec-tives/constraints than variables...
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متن کاملErratum: An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
An error is pointed out in the local convergence proof in the quoted paper SIAM A correct proof is given. The proof of Lemma 3.14 in 2] is incorrect. Namely, proving the claim in the second sentence of the proof does not \complete the proof" as stated. To see this, note that the mathematical induction argument hinted at in that sentence merely proves that, for the innnite index set K whose exis...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2009
ISSN: 0893-9659
DOI: 10.1016/j.aml.2008.06.017