本文提出一类求解minimax优化问题的有效算法,该算法属于序列二次规划方法.它具有全局收敛性和超线性收敛速率.数值例子表明,该算法是非常有效的,这与算法具有良好的理论结果是分不开的.

In this paper, an efficient algorithm for solving minimax optimization problem is proposed. It belongs to the sequential quadratic programming method. The algorithm is globally convergent and superlinearly convergent. Some numerical experiments suggest that the practical efficiency of the methods is related to these theoretical results.