Feasible Generalized Monotone Line Search SQP Algorithm for Nonlinear Minimax Problems with Inequality Constraints
会议名称:《2006年中国运筹学会数学规划分会代表会议暨第六届学术会议》
会议日期:2006年
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学]
摘 要:In this paper, the nonlinear minimax problems with inequality constraints are discussed, and a sequential quadratic programming (SQP) algorithm with a generalized monotone line search is presented. At