메뉴 건너뛰기




Volumn 6, Issue 2, 1996, Pages 461-487

An SQP algorithm for finely discretized continuous minimax problems and other minimax problems with many objective functions

Author keywords

Continuous minimax; Discretization; Global convergence; Many constraints; Semi infinite programming; Sequential quadratic programming

Indexed keywords


EID: 0030303851     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/0806025     Document Type: Article
Times cited : (61)

References (46)
  • 1
    • 0011259121 scopus 로고
    • Constrained minimization using recursive equality quadratic programming
    • F. A. Lootsma, ed., Academic Press, London, New York
    • M. C. BIGGS, Constrained minimization using recursive equality quadratic programming, in Numerical Methods for Non-Linear Optimization, F. A. Lootsma, ed., Academic Press, London, New York, 1972, pp. 411-428.
    • (1972) Numerical Methods for Non-Linear Optimization , pp. 411-428
    • Biggs, M.C.1
  • 3
    • 84944982891 scopus 로고
    • A survey of optimization techniques for integrated circuit design
    • R. K. BRAYTON, G. D. HACHTEL, AND A. L. SANGIOVANNI-VINCENTELLI, A survey of optimization techniques for integrated circuit design, IEEE Proc., 69 (1981), pp. 1334-1362.
    • (1981) IEEE Proc. , vol.69 , pp. 1334-1362
    • Brayton, R.K.1    Hachtel, G.D.2    Sangiovanni-Vincentelli, A.L.3
  • 4
    • 0001051520 scopus 로고
    • A structure-exploiting algorithm for nonlinear minimax problems
    • A. R. CONN AND Y. LI, A structure-exploiting algorithm for nonlinear minimax problems, SIAM J. Optim., 2 (1992), pp. 242-263.
    • (1992) SIAM J. Optim. , vol.2 , pp. 242-263
    • Conn, A.R.1    Li, Y.2
  • 5
    • 0022093363 scopus 로고
    • A projected lagrangian algorithm for semi-infinite programming
    • I. D. COOPE AND G. A. WATSON, A projected Lagrangian algorithm for semi-infinite programming, Math. Programming, 32 (1985), pp. 337-356.
    • (1985) Math. Programming , vol.32 , pp. 337-356
    • Coope, I.D.1    Watson, G.A.2
  • 8
    • 0003268454 scopus 로고
    • Introduction to sensitivity and stability analysis in nonlinear programming
    • Academic Press, New York, London, R. Bellman, ed.
    • A. V. FIACCO, Introduction to sensitivity and stability analysis in nonlinear programming, in Academic Press, New York, London, R. Bellman, ed., Mathematics in Science and Engineering 165, 1983.
    • (1983) Mathematics in Science and Engineering , vol.165
    • Fiacco, A.V.1
  • 10
    • 0018493360 scopus 로고
    • On constraint dropping schemes and optimality functions for a class of outer approximations algorithms
    • C. GONZAGA AND E. POLAK, On constraint dropping schemes and optimality functions for a class of outer approximations algorithms, SIAM J. Control Optim., 17 (1979), pp. 477-493.
    • (1979) SIAM J. Control Optim. , vol.17 , pp. 477-493
    • Gonzaga, C.1    Polak, E.2
  • 11
    • 0018985387 scopus 로고
    • An improved algorithm for optimization problems with functional inequality constraints
    • C. GONZAGA, E. POLAK, AND R. TRAHAN, An improved algorithm for optimization problems with functional inequality constraints, IEEE Trans. Automat. Control, AC-25 (1980), pp. 49-54.
    • (1980) IEEE Trans. Automat. Control , vol.AC-25 , pp. 49-54
    • Gonzaga, C.1    Polak, E.2    Trahan, R.3
  • 12
    • 0011261723 scopus 로고
    • Local convergence of SQP methods in semi-infinite programming
    • G. GRAMLICH, R. HETTICH, AND E. W. SACHS, Local convergence of SQP methods in semi-infinite programming, SIAM J. Optim., 5 (1995), pp. 641-658.
    • (1995) SIAM J. Optim. , vol.5 , pp. 641-658
    • Gramlich, G.1    Hettich, R.2    Sachs, E.W.3
  • 13
    • 0008781989 scopus 로고
    • A three-phase algorithm for semi-infinite programs
    • Semi-Infinite Programming and Applications, A. V. Fiacco and K. O. Kortanek, eds., Springer-Verlag, New York, Heidelberg, Berlin
    • S. A. GUSTAFSON, A three-phase algorithm for semi-infinite programs, in Semi-Infinite Programming and Applications, A. V. Fiacco and K. O. Kortanek, eds., Lecture Notes in Economics and Mathematical Systems 215, Springer-Verlag, New York, Heidelberg, Berlin, 1983, pp. 138-157.
    • (1983) Lecture Notes in Economics and Mathematical Systems , vol.215 , pp. 138-157
    • Gustafson, S.A.1
  • 14
    • 0011346310 scopus 로고
    • Tech. report 78-336, Department of Computer Science, Cornell University, Ithaca, NY
    • S. P. HAN, Superlinear Convergence of a Minimax Method, Tech. report 78-336, Department of Computer Science, Cornell University, Ithaca, NY, 1978.
    • (1978) Superlinear Convergence of a Minimax Method
    • Han, S.P.1
  • 15
    • 0002287136 scopus 로고
    • Variable metric methods for minimizing a class of nondifferentiable functions
    • S. P. HAN, Variable metric methods for minimizing a class of nondifferentiable functions, Math. Programming, 20 (1981), pp. 1-13.
    • (1981) Math. Programming , vol.20 , pp. 1-13
    • Han, S.P.1
  • 16
    • 0022700578 scopus 로고
    • An implementation of a discretization method for semi-infinite programming
    • R. HETTICH, An implementation of a discretization method for semi-infinite programming, Math. Programming, 34 (1986), pp. 354-361.
    • (1986) Math. Programming , vol.34 , pp. 354-361
    • Hettich, R.1
  • 17
    • 0011259720 scopus 로고
    • On quadratically convergent methods for semi-infinite programming
    • Semi-Infinite Programming, R. Hettich, ed., Springer-Verlag, Berlin, New York
    • R. HETTICH AND W. VAN HONSTEDE, On quadratically convergent methods for semi-infinite programming, in Semi-Infinite Programming, R. Hettich, ed., Lecture Notes in Control and Information Sciences 15, Springer-Verlag, Berlin, New York, 1979, pp. 97-111.
    • (1979) Lecture Notes in Control and Information Sciences , vol.15 , pp. 97-111
    • Hettich, R.1    Van Honstede, W.2
  • 18
    • 0027657329 scopus 로고
    • Semi-infinite programming: Theory, methods, and applications
    • R. HETTICH AND K. O. KORTANEK, Semi-infinite programming: Theory, methods, and applications, SIAM Rev., 35 (1993), pp. 380-429.
    • (1993) SIAM Rev. , vol.35 , pp. 380-429
    • Hettich, R.1    Kortanek, K.O.2
  • 20
    • 0011264108 scopus 로고
    • An approximation method for semi-infinite problems
    • Semi-Infinite Programming, R. Hettich, ed., Springer-Verlag, Berlin, New York
    • W. VAN HONSTEDE, An approximation method for semi-infinite problems, in Semi-Infinite Programming, R. Hettich, ed., Lecture Notes in Control and Information Sciences 15, Springer-Verlag, Berlin, New York, 1979, pp. 126-136.
    • (1979) Lecture Notes in Control and Information Sciences , vol.15 , pp. 126-136
    • Van Honstede, W.1
  • 21
    • 0003970531 scopus 로고
    • Methods of descent in nondifferentiable optimization
    • Springer-Verlag, Berlin, Heidelberg, New York, Tokyo
    • K. C. KIWIEL, Methods of Descent in Nondifferentiable Optimization, in Lecture Notes in Mathematics 1133, Springer-Verlag, Berlin, Heidelberg, New York, Tokyo, 1985.
    • (1985) Lecture Notes in Mathematics , vol.1133
    • Kiwiel, K.C.1
  • 23
    • 77957820648 scopus 로고
    • Nondifferentiable optimization
    • G. Nemhauser, A. Rinnooy-Kan, and M. Todd, eds., Handbooks in Operations Research and Management Science, North-Holland, Amsterdam
    • C. LEMARÉCHAL, Nondifferentiable optimization, in Optimization, G. Nemhauser, A. Rinnooy-Kan, and M. Todd, eds., Handbooks in Operations Research and Management Science, North-Holland, Amsterdam, 1989.
    • (1989) Optimization
    • Lemaréchal, C.1
  • 24
    • 0021532016 scopus 로고
    • On the use of e-most-active constraints in an exact penalty function method for nonlinear optimization
    • H. MINE, M. FUKUSHIMA, AND Y. TANAKA, On the use of e-most-active constraints in an exact penalty function method for nonlinear optimization, IEEE Trans. Automat. Control, AC-29 (1984), pp. 1040-1042.
    • (1984) IEEE Trans. Automat. Control , vol.AC-29 , pp. 1040-1042
    • Mine, H.1    Fukushima, M.2    Tanaka, Y.3
  • 27
    • 0024715561 scopus 로고
    • A globally convergent algorithm with adaptively refined discretization for semi-infinite optimization problems arising in engineering design
    • E. R. PANIER AND A. L. TITS, A globally convergent algorithm with adaptively refined discretization for semi-infinite optimization problems arising in engineering design, IEEE Trans. Automat. Control, AC-34 (1989), pp. 903-908.
    • (1989) IEEE Trans. Automat. Control , vol.AC-34 , pp. 903-908
    • Panier, E.R.1    Tits, A.L.2
  • 28
    • 0004470423 scopus 로고
    • A superlinearly convergent method of feasible directions for optimization problems arising in the design of engineering systems
    • Proc. 7th International Conf. on Analysis and Optimization of Systems, Antibes, 1986, A. Bensoussan and J. L. Lions, eds., Springer-Verlag, Berlin, Heidelberg, New York, Tokyo, June
    • _, A superlinearly convergent method of feasible directions for optimization problems arising in the design of engineering systems, in Proc. 7th International Conf. on Analysis and Optimization of Systems, Antibes, 1986, A. Bensoussan and J. L. Lions, eds., Lecture Notes in Control and Information Sciences 83, Springer-Verlag, Berlin, Heidelberg, New York, Tokyo, June 1986, pp. 65-73.
    • (1986) Lecture Notes in Control and Information Sciences , vol.83 , pp. 65-73
  • 30
    • 0023314734 scopus 로고
    • On the mathematical foundations of nondifferentiable optimization
    • _, On the mathematical foundations of nondifferentiable optimization, SIAM Rev., 29 (1987), pp. 21-89.
    • (1987) SIAM Rev. , vol.29 , pp. 21-89
  • 31
    • 0025561597 scopus 로고
    • Rate preserving discretization strategies for semi-infinite programming and optimal control
    • E. POLAK AND L. HE, Rate preserving discretization strategies for semi-infinite programming and optimal control, in Proc. 29th IEEE Conf. on Decision and Control, 1990, pp. 2444-2449.
    • (1990) Proc. 29th IEEE Conf. on Decision and Control , pp. 2444-2449
    • Polak, E.1    He, L.2
  • 32
    • 0016947366 scopus 로고
    • An algorithm for optimization problems with functional inequality constraints
    • E. POLAK AND D. Q. MAYNE, An algorithm for optimization problems with functional inequality constraints, IEEE Trans. Automat. Control, 21 (1976), pp. 184-193.
    • (1976) IEEE Trans. Automat. Control , vol.21 , pp. 184-193
    • Polak, E.1    Mayne, D.Q.2
  • 33
    • 0021618668 scopus 로고
    • Control system design via semi-infinite optimization: A review
    • E. POLAK, D. Q. MAYNE, AND D. M. STIMLER, Control system design via semi-infinite optimization: A review, IEEE Proc., 72 (1984), pp. 1777-1794.
    • (1984) IEEE Proc. , vol.72 , pp. 1777-1794
    • Polak, E.1    Mayne, D.Q.2    Stimler, D.M.3
  • 34
    • 34250233067 scopus 로고
    • A recursive quadratic programming algorithm for semi-infinite optimization problems
    • E. POLAK AND A. L. TITS, A recursive quadratic programming algorithm for semi-infinite optimization problems, Appl. Math. Optim., 8 (1982), pp. 325-349.
    • (1982) Appl. Math. Optim. , vol.8 , pp. 325-349
    • Polak, E.1    Tits, A.L.2
  • 35
    • 0002207938 scopus 로고
    • A fast algorithm for nonlinearly constrained optimization calculations
    • Numerical Analysis, Dundee, 1977, G. A. Watson, ed., Springer-Verlag, Berlin, New York
    • M. J. D. POWELL, A fast algorithm for nonlinearly constrained optimization calculations, in Numerical Analysis, Dundee, 1977, Lecture Notes in Mathematics 630, G. A. Watson, ed., Springer-Verlag, Berlin, New York, 1978, pp. 144-157.
    • (1978) Lecture Notes in Mathematics , vol.630 , pp. 144-157
    • Powell, M.J.D.1
  • 36
    • 0024913091 scopus 로고
    • A tolerant algorithm for linearly constrained optimization calculations
    • _, A tolerant algorithm for linearly constrained optimization calculations, Math. Programming, 45 (1989), pp. 547-566.
    • (1989) Math. Programming , vol.45 , pp. 547-566
  • 37
    • 0011352171 scopus 로고
    • Multi-objective control-structure optimization via homotopy methods
    • J. RAKOWSKA, R. T. HAFTKA, AND L. T. WATSON, Multi-objective control-structure optimization via homotopy methods, SIAM J. Optim., 3 (1993), pp. 654-667.
    • (1993) SIAM J. Optim. , vol.3 , pp. 654-667
    • Rakowska, J.1    Haftka, R.T.2    Watson, L.T.3
  • 38
    • 0026237216 scopus 로고
    • Discretization methods for the solution of semi-infinite programming problems
    • R. REEMTSEN, Discretization methods for the solution of semi-infinite programming problems, J. Optim. Theory Appl., 71 (1991), pp. 85-103.
    • (1991) J. Optim. Theory Appl. , vol.71 , pp. 85-103
    • Reemtsen, R.1
  • 39
    • 0001782846 scopus 로고
    • Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
    • S. M. ROBINSON, Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms, Math. Programming, 7 (1974), pp. 1-16.
    • (1974) Math. Programming , vol.7 , pp. 1-16
    • Robinson, S.M.1
  • 42
    • 0019669905 scopus 로고
    • Globally convergent methods for semi-infinite programming
    • G. A. WATSON, Globally convergent methods for semi-infinite programming, BIT, 21 (1981), pp. 362-373.
    • (1981) BIT , vol.21 , pp. 362-373
    • Watson, G.A.1
  • 45
    • 0027561173 scopus 로고
    • Nonmonotone line search for minimax problems
    • J. L. ZHOU AND A. L. TITS, Nonmonotone Line Search for Minimax Problems, J. Optim. Theory Appl., 76 (1993), pp. 455-476.
    • (1993) J. Optim. Theory Appl. , vol.76 , pp. 455-476
    • Zhou, J.L.1    Tits, A.L.2
  • 46
    • 0003965764 scopus 로고
    • Elsevier Scientific Publishing Company, Amsterdam, The Netherlands
    • G. ZOUTENDIJK, Methods of Feasible Directions, Elsevier Scientific Publishing Company, Amsterdam, The Netherlands, 1960.
    • (1960) Methods of Feasible Directions
    • Zoutendijk, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.