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运筹学学报 ›› 2010, Vol. 14 ›› Issue (3): 109-121.

• 运筹学 • 上一篇    下一篇

Minimax问题的一个滤子算法

杨晓辉   

  • 出版日期:2010-09-15 发布日期:2010-09-15

A Filter Algorithm for Minimax Problems

YANG Xiao-Hui   

  • Online:2010-09-15 Published:2010-09-15

被引次数

15

摘要： 本文提出一个求解不等式约束的Minimax问题的滤子算法,结合序列二次规划方法,并利用滤子以避免罚函数的使用.在适当的条件下,证明了此方法的全局收敛性及超线性收敛性.数值实验表明算法是有效的.  

Abstract: In this paper, a filiter algorithm is proposed to solve Minimax problems with inequality constrains.  Based on the sequential quadratic programming method, the penalty function is not  required by filter strategy. Under some suitable conditions, the global convergence and superlinear  convergence are obtained. Some numerical results show that the method in this paper is effective.