A Modified Superlinearly Convergent SQP Algorithm forMinimax Problems with Inequality Constraints

摘要：

In this paper, a new improved SQP algorithm which can avoid Maratos effect is proposed to solve minimax problems with inequality constraints. Compared with the existing methods, the computational effort is reduced. In addition, its global and superlinear convergence are obtained under some mild assumptions. Finally, some numerical results show that the method is feasible and effective.

作者: LI Shao-Gang DUAN Fu-Jian ZHU Zhi-Bin

作者单位: School of Computing Science & Mathematics, Guilin University of Electronic Technology, guilin 541004, P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-7

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）