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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Vydáno v:	Journal of mathematical analysis and applications Ročník 362; číslo 1; s. 34 - 45
Hlavní autoři:	Jian, Jin-bao, Chao, Mian-tao
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Amsterdam Elsevier Inc 01.02.2010 Elsevier
Témata:	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
On-line přístup:	Získat plný text
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