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...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/293475 |
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| _version_ | 1832548955712389120 |
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| 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 |