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| 摘要: |
| 本文研究了半无限minimax问题.利用积极集识别技术结合非单调有限记忆序列二次规划（SQP）方法来求解半无限minimax问题．在适当的条件下证明了算法的收敛性.数值结果表明新算法在降低求解规模和迭代次数等方面均优于采用Armijo型线搜索的SQP方法. |
| 关键词: 极大极小问题 积极集 离散化方法 SQP算法 非单调技术 |
| DOI： |
| 分类号:O224 |
| 基金项目:山西省回国留学人员科研项目（2017–104）；太原师范学院研究生创新项目（SYYJSJC–1911）. |
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| A NON-MONOTONE SQP ALGORITHM WITH L-BFGS UPDATE FOR SOLVING SEMI-INFINITE MINIMAX PROBLEM BASED ON ACTIVE SET TECHNIQUE |
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YANG Yong-liang,WANG Fu-sheng,ZHEN Na
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| Abstract: |
| This paper studies the semi-infinite minimax problem. By using active set recognition technology combined with non-monotonic finite memory sequential quadratic programming (SQP) method to solve the semi-infinite minimax problem. The convergence of the algorithm is proved under appropriate conditions. Numerical results show that the new algorithm is superior to the SQP method using Armijo-type line search in terms of reducing the solution scale and the number of iterations. |
| Key words: minimax problem constraint active set discretization method SQP algorithm non-monotone technique |
