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-orde...

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Detalles Bibliográficos
Autores principales: Wang, Lirong, Luo, Zhijun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3934304/
https://www.ncbi.nlm.nih.gov/pubmed/24683318
http://dx.doi.org/10.1155/2014/159754

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3934304/
https://www.ncbi.nlm.nih.gov/pubmed/24683318
http://dx.doi.org/10.1155/2014/159754

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