A sequential quadratically constrained quadratic programming method for unconstrained minimax problems

In this paper, a sequential quadratically constrained quadratic programming (SQCQP) method for unconstrained minimax problems is presented. At each iteration the SQCQP method solves a subproblem that involves convex quadratic inequality constraints and a convex quadratic objective function. The glob...

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Veröffentlicht in:	Journal of mathematical analysis and applications Jg. 362; H. 1; S. 34 - 45
Hauptverfasser:	Jian, Jin-bao, Chao, Mian-tao
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Amsterdam Elsevier Inc 01.02.2010 Elsevier
Schlagworte:	Acceleration of convergence Calculus of variations and optimal control Convergence rate Exact sciences and technology Global convergence Mathematical analysis Mathematics Minimax programs Numerical analysis Numerical analysis. Scientific computation Quadratic constraints Quadratic programming Sciences and techniques of general use Convergence rate Minimax programs Global convergence Quadratic programming Quadratic constraints Strong convergence Iteration Mathematical analysis Sequential method Minimax problem Inequality constraint Convex function Application
ISSN:	0022-247X, 1096-0813
Online-Zugang:	Volltext
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