| 约束Minimax问题的SQP—Filter算法及收敛性 |
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| 引用本文： | 谢亚君,马昌凤. 约束Minimax问题的SQP—Filter算法及收敛性[J]. 四川工业学院学报, 2011, 0(6): 61-64 |
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| 作者姓名： | 谢亚君 马昌凤 |
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| 作者单位： | [1]福建江夏学院信息技术系,福建福州350108 [2]福建师范大学数学与计算机科学学院,福建福州350007 |
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| 基金项目： | 国家自然科学基金（11071041）;福建省自然科学资金（2009J01002）;福建省教育厅项目（JA11270） |
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| 摘 要： | 提出了一个求解带等式和不等式约束的Minimax问题的SQP—Filter算法，每步通过求解2个二次规划子问题来得到搜索方向，并沿该方向做线搜索。该算法避免了较难的罚因子的选取，克服了Maratos效应，并在适当的假设条件下，得到了算法的全局收敛性。
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| 关 键 词： | 运筹学 Minimax问题 SQP-Filter算法 全局收敛性 |
SQP- Filter Algorithm for Constrained Minimax Problem and Its Convergence |
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| XIE Ya-jun,MA Chang-feng. SQP- Filter Algorithm for Constrained Minimax Problem and Its Convergence[J]. Journal of Sichuan University of Science and Technology, 2011, 0(6): 61-64 |
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| Authors: | XIE Ya-jun MA Chang-feng |
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| Affiliation: | 1. Dept. of Mathematics, Fujian Jiangxia College, Fuzhou 350108 China; 2 School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007 China) |
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| Abstract: | In this paper, a SQP - Filter algorithm is proposed for solving minimax problems with equality and inequality constraints. In each step, a quadratic programming sub-problem is solved to get the search direction which is used as line search. This method avoids the difficulty of selecting the penalty factor and overcomes Maratos effects successfully. Its global convergence is attained under some suitable conditions. |
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| Keywords: | opsearch minimax problem SQP - Filter method global convergence |
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