On the accurate identification of active set for constrained minimax problems

2011 ◽  
Vol 74 (9) ◽  
pp. 3022-3032 ◽  
Author(s):  
Dao-Lan Han ◽  
Jin-Bao Jian ◽  
Jie Li
Keyword(s):  
Minimax Problems ◽  
Active Set ◽  
Accurate Identification ◽  
Constrained Minimax Problems ◽  
Constrained Minimax

scholarly journals Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Zhijun Luo ◽  
Lirong Wang
Keyword(s):  
Global Convergence ◽  
Penalty Function ◽  
Minimax Problems ◽  
Active Set ◽  
Active Constraint ◽  
Sqp Algorithm ◽  
Operation Procedure ◽  
Finite Minimax ◽  
Constrained Minimax Problems ◽  
Constrained Minimax

An improved filter-SQP algorithm with active set for constrained finite minimax problems is proposed. Firstly, an active constraint subset is obtained by a pivoting operation procedure. Then, a new quadratic programming (QP) subproblem is constructed based on the active constraint subset. The main search directiondkis obtained by solving this (QP) subproblem which is feasible at per iteration point and need not to consider the penalty function by using the filter technique. Under some suitable conditions, the global convergence of our algorithm is established. Finally, some numerical results are reported to show the effectiveness of the proposed algorithm.

scholarly journals A proximal-projection partial bundle method for convex constrained minimax problems

2019 ◽  
Vol 15 (2) ◽  
pp. 757-774 ◽  
Author(s):  
Chunming Tang ◽  
◽  
Jinbao Jian ◽  
Guoyin Li ◽  
◽  
...  
Keyword(s):  
Minimax Problems ◽  
Bundle Method ◽  
Constrained Minimax Problems ◽  
Constrained Minimax
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