title: A simple SQP algorithm for constrained finite minimax problems.
abstract: A simple sequential quadratic programming method is proposed to solve the constrained minimax problem. At each iteration, through introducing an auxiliary variable, the descent direction is given by solving only one quadratic programming. By solving a corresponding quadratic programming, a high-order revised direction is obtained, which can avoid the Maratos effect. Furthermore, under some mild conditions, the global and superlinear convergence of the algorithm is achieved. Finally, some numerical results reported show that the algorithm in this paper is successful.
authors.affiliation: The Department of Information Science and Engineering, Hunan University of Humanities, Science and Technology, Loudi 417000, China.
authors.forename: Lirong
authors.identifier: 0000-0003-1110-6807
authors.initials: L
authors.lastname: Wang
authors.affiliation: The Department of Mathematics and Econometrics, Hunan University of Humanities, Science and Technology, Loudi 417000, China.
authors.forename: Zhijun
authors.identifier: 0000-0001-8966-9314
authors.initials: Z
authors.lastname: Luo
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D008962:Models, Theoretical; D009716:Numerical Analysis, Computer-Assisted