On Solving Large-Scale Finite Minimax Problems using Exponential Smoothing

Journal of Optimization Theory and Applications, Vol. 148, No. 2, pp. 390-421

An improved SQP algorithm for solving minimax problems

AbstractIn this work, an improved SQP method is proposed for solving minimax problems, and a new method with small computational cost is proposed to avoid the Maratos effect. In addition, its global and superlinear convergence are obtained under some suitable conditions

Optimization and Applications

[no abstract available