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

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 s...

Full description

Saved in:
Bibliographic Details
Main Authors: Zhijun Luo, Lirong Wang
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/293475
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832548955712389120
author Zhijun Luo
Lirong Wang
author_facet Zhijun Luo
Lirong Wang
author_sort Zhijun Luo
collection DOAJ
description 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 direction dk is 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.
format Article
id doaj-art-740060c84d1e42f3ac4e5b2422c876cc
institution Kabale University
issn 1110-757X
1687-0042
language English
publishDate 2014-01-01
publisher Wiley
record_format Article
series Journal of Applied Mathematics
spelling doaj-art-740060c84d1e42f3ac4e5b2422c876cc2025-02-03T06:12:31ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/293475293475Improved Filter-SQP Algorithm with Active Set for Constrained Minimax ProblemsZhijun Luo0Lirong Wang1The Department of Mathematics and Econometrics, Hunan University of Humanities, Science and Technology, Loudi 417000, ChinaThe Department of Information Science and Engineering, Hunan University of Humanities, Science and Technology, Loudi 417000, ChinaAn 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 direction dk is 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.http://dx.doi.org/10.1155/2014/293475
spellingShingle Zhijun Luo
Lirong Wang
Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
Journal of Applied Mathematics
title Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
title_full Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
title_fullStr Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
title_full_unstemmed Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
title_short Improved Filter-SQP Algorithm with Active Set for Constrained Minimax Problems
title_sort improved filter sqp algorithm with active set for constrained minimax problems
url http://dx.doi.org/10.1155/2014/293475
work_keys_str_mv AT zhijunluo improvedfiltersqpalgorithmwithactivesetforconstrainedminimaxproblems
AT lirongwang improvedfiltersqpalgorithmwithactivesetforconstrainedminimaxproblems