A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems

S.P. Han, Superlinear convergence of a minimax method, Report TR-78-336, Department of computer science, Cornell University, Ithaca, New York, 1978. Murray, 1980, A projected lagrangian algorithm for nonlinear minimax optimization, SIAM J. Sci. Statist. Comput., 1, 345, 10.1137/0901025 Yu, 2002, Nonmonotone line search for constrained minimax problems, J. Optim. Theory Appl., 115, 419, 10.1023/A:1020896407415 Rustem, 1992, A constrained minimax algorithm for rival models of the same economic system, Math. Program., 53, 279, 10.1007/BF01585707 Rustem, 1998, An algorithm for the inequality-constrained discrete minimax problem, SIAM J. Optim., 8, 265, 10.1137/S1056263493260386 Zhou, 1993, Nonmonotone line search for minimax problems, J. Optim. Theory Appl., 76, 455, 10.1007/BF00939377 Xue, 2002, The sequential qudratic programming method for solving minimax problem, J. Sys. Sci. Sys. Eng. (PRC), 22, 355 Jian, 2006, Generalized monotone line search algorithm for degenerate nonlinear minimax probolem, Bull. Aust. Math. Soc., 73, 117, 10.1017/S0004972700038673 Jian, 2007, A new superlinearly convergent SQP algorithm for nonlinear minimax problems, Act. Math. Appl. Sin., English Ser., 23, 395, 10.1007/s10255-007-0380-5 Jian, 2007, Feasible generalized nonmonotone line search SQP algorithm for nonlinear minimax problems with inequality constraints, J. Comput. Appl. Math., 205, 406, 10.1016/j.cam.2006.05.034 N. Maratos, Exact penalty function algorithm for finite dimensional and control optimization problems, Ph.D. Thesis, Imperial College Science, Technology, University of London, 1978. Jian, 2009, Generalized monotone line seach SQP algorithm for constrained minimax problems, Optimization, 58, 101, 10.1080/02331930801951140 Cawood, 1994, Norm-relaxed method of feasible direction for solving the nonlinear programming problems, J. Optim. Theory Appl., 83, 311, 10.1007/BF02190059 Chen, 1999, A generalization of the norm-relaxed method of feasible directions, Appl. Math. Comput., 102, 257 Kostreva, 2000, A superlinearly convergent method of feasible directions, Appl. Math. Comput., 116, 231 Lawrence, 2001, A computationally efficient feasible sequential quadratic programming algorithm, SIAM J. Optim., 11, 1092, 10.1137/S1052623498344562 Zhu, 2004, A new SQP method of feasible directions for nonlinear programming, Appl. Math. Comput., 148, 121 Jian, 1995, Strong combined Phase I-Phase II methods of sub-feasible directions, Math. Econ. (A Chinese Journal), 12, 64 Jian, 2005, A new norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization, Appl. Math. Comput., 168, 1 Jian, 2006, A new superlinearly convergent norm-relaxed method of strongly sub-feasible direction for inequality constrained optimization, Appl. Math. Comput., 182, 955 Jian, 2008, A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization, J. Comput. Appl. Math., 223, 1013, 10.1016/j.cam.2008.03.048 Chao, 2008, Quadratically constraint quadratical algorithm model for nonlinear minimax problems, Appl. Math. Comput., 205, 247 Powell, 1978, The convergence of variable metrix methods for nonlinearly constrained optimization calculations, vol. 3 Napsu Karmitsa, Test problems for large-scale nonsmooth minimization, Reports of the Department of Mathematical Information Technology, Series B. Scienctific, Computing, No. B.4, 2007. Han, 2011, On the accurate identification of active set for constrained minimax problems, Nonlinear Anal., 74, 3022, 10.1016/j.na.2011.01.024 Xu, 2001, Smoothing method for minimax problems, Comput. Optim. Appl., 20, 267, 10.1023/A:1011211101714