A QP-Free Algorithm for Finite Minimax Problems
The nonlinear minimax problems without constraints are discussed. Due to the expensive computation for solving QP subproblems with inequality constraints of SQP algorithms, in this paper, a QP-free algorithm which is also called sequential systems of linear equations algorithm is presented. At each...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/436415 |
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| _version_ | 1832567674726514688 |
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| author | Daolan Han Jinbao Jian Qinfeng Zhang |
| author_facet | Daolan Han Jinbao Jian Qinfeng Zhang |
| author_sort | Daolan Han |
| collection | DOAJ |
| description | The nonlinear minimax problems without constraints are discussed. Due to the expensive computation for solving QP subproblems with inequality constraints of SQP algorithms, in this paper, a QP-free algorithm which is also called sequential systems of linear equations algorithm is presented. At each iteration, only two systems of linear equations with the same coefficient matrix need to be solved, and the dimension of each subproblem is not of full dimension. The proposed algorithm does not need any penalty parameters and barrier parameters, and it has small computation cost. In addition, the parameters in the proposed algorithm are few, and the stability of the algorithm is well. Convergence property is described and some numerical results are provided. |
| format | Article |
| id | doaj-art-ab3eee5c7b7446fbb0e2a2a675143afa |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-ab3eee5c7b7446fbb0e2a2a675143afa2025-02-03T01:00:50ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/436415436415A QP-Free Algorithm for Finite Minimax ProblemsDaolan Han0Jinbao Jian1Qinfeng Zhang2College of Science, Guangxi University for Nationalities, Nanning, Guangxi 530006, ChinaSchool of Mathematics and Information Science, Yulin Normal University, Yulin, Guangxi 537000, ChinaGuangxi Economic Management Cadre College, Nanning, Guangxi 530007, ChinaThe nonlinear minimax problems without constraints are discussed. Due to the expensive computation for solving QP subproblems with inequality constraints of SQP algorithms, in this paper, a QP-free algorithm which is also called sequential systems of linear equations algorithm is presented. At each iteration, only two systems of linear equations with the same coefficient matrix need to be solved, and the dimension of each subproblem is not of full dimension. The proposed algorithm does not need any penalty parameters and barrier parameters, and it has small computation cost. In addition, the parameters in the proposed algorithm are few, and the stability of the algorithm is well. Convergence property is described and some numerical results are provided.http://dx.doi.org/10.1155/2014/436415 |
| spellingShingle | Daolan Han Jinbao Jian Qinfeng Zhang A QP-Free Algorithm for Finite Minimax Problems Abstract and Applied Analysis |
| title | A QP-Free Algorithm for Finite Minimax Problems |
| title_full | A QP-Free Algorithm for Finite Minimax Problems |
| title_fullStr | A QP-Free Algorithm for Finite Minimax Problems |
| title_full_unstemmed | A QP-Free Algorithm for Finite Minimax Problems |
| title_short | A QP-Free Algorithm for Finite Minimax Problems |
| title_sort | qp free algorithm for finite minimax problems |
| url | http://dx.doi.org/10.1155/2014/436415 |
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