Perturbed SQP method with active set technology for unconstrained minimax problems
Jinbao Jian, Shi Lu
Abstract
Jinbao Jian, Shi Lu
Abstract
In this paper,the unconstrained minimax problems are discussed.By combining active set identification technique with perturbed sequential quadratic programming(SQP) method,a numerical method is proposed for the problems.Under quite weak conditions,the proposed algorithm possesses weak global convergence.Some preliminary numerical experiments are carried out.
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In this paper,the unconstrained minimax problems are discussed.By combining active set identification technique with perturbed sequential quadratic programming(SQP) method,a numerical method is proposed for the problems.Under quite weak conditions,the proposed algorithm possesses weak global convergence.Some preliminary numerical experiments are carried out.
Key concepts: Sequential quadratic programming, Mathematics, Minimax, Convergence (economics), Mathematical optimization, Set (abstract data type), Quadratic programming, Quadratic equation