Operations Research Transactions ›› 2010, Vol. 14 ›› Issue (3): 109-121.

• Original Articles • Previous Articles     Next Articles

A Filter Algorithm for Minimax Problems

YANG Xiao-Hui   

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

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.