Journal of Applied Sciences1812-56541812-5662Asian Network for Scientific Information10.3923/jas.2004.498.507ZhuZhibin3200443In 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.]]>Zang, I.,1980Bandler, J.W. and C. Charalambous,1974Charalambous, C. and J.W. Bandler,1976Osborne, M.R. and G.A.Watson,1969Bandler, J.W., T.V. Srinivasan and C. Charalambous,1972Barrientos, O.,1998Polak, E., D.Q. Mayne and J.E. Higgins,1991Vardi, A.,1992Charalambous, C. and A.R. Conn,1978Zhou, J.L. and A.L. Tits,1993Xue, Y.,2002Robinson, S.M.,1972Painier, E.R. and A.L. Tits,1987Powell, M.J.D.,1978