Zhu, Zhibin; Cai, Xiang; Jian, Jinbao An improved SQP algorithm for solving minimax problems. (English) Zbl 1189.90193 Appl. Math. Lett. 22, No. 4, 464-469 (2009). Summary: An improved SQP method is proposed for solving minimax problems, and a new method with small computational cost is proposed to avoid the Maratos effect. In addition, its global and superlinear convergence are obtained under some suitable conditions. Cited in 16 Documents MSC: 90C47 Minimax problems in mathematical programming 90C55 Methods of successive quadratic programming type Keywords:minimax problem; SQP algorithm; global convergence; superlinear convergence rate PDFBibTeX XMLCite \textit{Z. Zhu} et al., Appl. Math. Lett. 22, No. 4, 464--469 (2009; Zbl 1189.90193) Full Text: DOI References: [1] Han, S. P., Variable metric methods for minimizing a class of nondifferentiable functions, Math. Program., 20, 1-13 (1981) · Zbl 0441.90095 [2] Polak, E.; Mayne, D. Q.; Higgins, J. E., Superlinearly convergent algorithm for Min-Max problems, J. Optim. Theory Appl., 69, 407-439 (1991) · Zbl 0724.90066 [3] Vardi, A., New Minimax algorithm, J. Optim. Theory Appl., 75, 613-634 (1992) · Zbl 0792.90076 [4] Zhou, J. L.; Tits, A. L., Nonmonotone line search for Minimax problems, J. Optim. Theory Appl., 76, 455-476 (1993) · Zbl 0792.90079 [5] Zhu, Z. B.; Zhang, K. C., A superlinearly convergent sequential quadratic programming algorithm for minimax problems, J. Numer. Math. Appl., 27, 4, 15-32 (2005) · Zbl 1119.90074 [6] Husain, I.; Jabeen, Z., Continuous-time fractional minmax programming, Math. Comput. Modelling, 42, 701-710 (2005) · Zbl 1089.90058 [7] Facchinei, F.; Lucidi, S., Quadratically and superlinearly convergent for the solution of inequality constrained optimization problem, J. Optim. Theory Appl., 85, 2, 265-289 (1995) · Zbl 0830.90125 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.