A sequential quadratically constrained quadratic programming method for unconstrained minimax problems

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:362

Article

Jian, Jin-bao²  Chao, Mian-tao¹ 

[1] Guangxi Coll Educ, Dept Math & Comp Sci, Nanning 530023, Peoples R China

[2] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Peoples R China

关键词: Minimax programs;    Quadratic constraints;    Quadratic programming;    Global convergence;    Convergence rate;   

DOI  :  10.1016/j.jmaa.2009.08.046

来源: Elsevier

【 摘 要 】

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 global convergence of the method is obtained under much weaker conditions without any constraint qualification. Under reasonable assumptions, we prove the strong convergence, superlinearly and quadratic convergence rate. (C) 2009 Elsevier Inc. All rights reserved.

【 授权许可】

Free