| 求解Minimax优化问题的SQP方法 |
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| 引用本文： | 薛毅.求解Minimax优化问题的SQP方法[J].系统科学与数学,2002,22(3):355-364. |
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| 作者姓名： | 薛毅 |
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| 作者单位： | 北京工业大学应用数理学院,北京,100022 |
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| 基金项目： | 国家自然科学基金（19971008）资助课题. |
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| 摘 要： | 本文提出一类求解minimax优化问题的有效算法,该算法属于序列二次规划方法.它具有全局收敛性和超线性收敛速率.数值例子表明,该算法是非常有效的,这与算法具有良好的理论结果是分不开的.
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| 关 键 词： | Minimax优化问题 SQP方法 |
THE SEQUENTIAL QUADRATIC PROGRAMMING METHOD FOR SOLVING MINIMAX PROBLEM |
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| Yi XUE.THE SEQUENTIAL QUADRATIC PROGRAMMING METHOD FOR SOLVING MINIMAX PROBLEM[J].Journal of Systems Science and Mathematical Sciences,2002,22(3):355-364. |
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| Authors: | Yi XUE |
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| Institution: | College of Applied Science, Beijing Polytechnic University, Beijing 100022,P.R.China |
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| Abstract: | In this paper, an efficient algorithm for solving minhnax optimization problem is proposed. It belongs to the sequential quadratic programming method. The algorithm is globally convergent and superlinearly convergent. Some numerical experiments suggest that the practical efficiency of the methods is related to these theoretical results. |
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| Keywords: | Minimax optimization problem SQP method |
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