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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi Publishing Corporation
2014
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| Materias: | |
| 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 |