Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (3): 109-121.
• Original Articles • Previous Articles Next Articles
YANG Xiao-Hui
Online:
Published:
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.
YANG Xiao-Hui. A Filter Algorithm for Minimax Problems[J]. Operations Research Transactions, 2010, 14(3): 109-121.
0 / / Recommend
Add to citation manager EndNote|Reference Manager|ProCite|BibTeX|RefWorks
URL: https://www.ort.shu.edu.cn/EN/
https://www.ort.shu.edu.cn/EN/Y2010/V14/I3/109