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Journal of Applied Sciences
  Year: 2004 | Volume: 4 | Issue: 3 | Page No.: 498-507
DOI: 10.3923/jas.2004.498.507
 
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An SQP Method for Solving the Nonlinear Minimax Problem
Zhibin Zhu

Abstract:
In this study, a new algorithm is presented to solve the following nonlinear minimax problem


This algorithm belongs to the sequential quadratic programming (SQP) type methods. At each iteration, the search direction d is obtained by solving one quadratic programming according to the K-T condition of the minimax problem. When d is equal to zero, then the corresponding iteration point x is a K-T point, otherwise, d is a descent direction. Unlike the SQP type algorithms for nonlinear programming, the direction d doesn`t induce any Maratos like effect. A particular linear search with above-mentioned direction assure global convergence as well as superlinear convergence. Numerical results to date suggest the resulting algorithm is effective.
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How to cite this article:

Zhibin Zhu , 2004. An SQP Method for Solving the Nonlinear Minimax Problem. Journal of Applied Sciences, 4: 498-507.

DOI: 10.3923/jas.2004.498.507

URL: https://scialert.net/abstract/?doi=jas.2004.498.507

 
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