摘要
本文提出一个求解Minimax问题改进的SQP算法.对已有的算法降低计算工作量,减弱假设条件,并得到更好的全局收敛和超线性收敛性结果.最后数值实验表明算法是有效的.
In this paper, an improved SQP method is proposed to solve Minimax problems. Compared with existing methods, the computational effort is reduced, and necessary assumptions are weakened. In additonal, its global and superlinear convergence are obtained under some suitable conditions. Some numerical results show that the method in this paper is effective.
出处
《数值计算与计算机应用》
CSCD
2005年第3期161-176,共16页
Journal on Numerical Methods and Computer Applications
基金
国家自然科学基金(10261001
10361003
60471039)与广西区自然科学基金资助项目.
