Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
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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It was recently shown that, in the solution of smooth constrained optimization problems by sequential quadratic programming (SQP), the Maratos eeect can be prevented by means of a certain nonmonotone (more precisely, three-step or four-step monotone) line search. Using a well known transformation, this scheme can be readily extended to the case of minimax problems. It turns out however that, du...
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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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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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We consider the inequality constrained nonlinear programming problem and an SQP algorithm for its solution. We are primarily concerned with two aspects of the general procedure, namely, the approximate solution of the quadratic program, and the need for an appropriate merit function. We rst describe an (iterative) interior-point method for the quadratic programming subproblem that, no matter wh...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2007
ISSN: 0377-0427
DOI: 10.1016/j.cam.2006.05.034