A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems
Year: 2023
Author: Jinbao Jian, Guodong Ma, Yufeng Zhang
Journal of Computational Mathematics, Vol. 41 (2023), Iss. 1 : pp. 133–152
Abstract
In this paper, we discuss the nonlinear minimax problems with inequality constraints. Based on the stationary conditions of the discussed problems, we propose a sequential systems of linear equations (SSLE)-type algorithm of quasi-strongly sub-feasible directions with an arbitrary initial iteration point. By means of the new working set, we develop a new technique for constructing the sub-matrix in the lower right corner of the coefficient matrix of the system of linear equations (SLE). At each iteration, two systems of linear equations (SLEs) with the same uniformly nonsingular coefficient matrix are solved. Under mild conditions, the proposed algorithm possesses global and strong convergence. Finally, some preliminary numerical experiments are reported.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.2106-m2020-0059
Journal of Computational Mathematics, Vol. 41 (2023), Iss. 1 : pp. 133–152
Published online: 2023-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 20
Keywords: Inequality constraints Minimax problems Method of quasi-strongly sub-feasible directions SSLE-type algorithm Global and strong convergence.