Abstract
Previous article Full AccessErratum: An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective FunctionsJian L. Zhou and André L. TitsJian L. Zhou and André L. Titshttps://doi.org/10.1137/S1052623496313659PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAboutAbstractAn error is pointed out in the local convergence proof in the quoted paper [J. L. Zhou and A. L. Tits, SIAM J. Optim., 6 (1996), pp. 461--487]. A correct proof is given.[1] 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. mhp MHPGA4 0025-5610 Math. Program. CrossrefGoogle Scholar[2] Jian Zhou and , André Tits, An SQP algorithm for finely discretized continuous minimax problems and other minimax problems with many objective functions, SIAM J. Optim., 6 (1996), 461–487 97a:90101 LinkISIGoogle ScholarKeywordscontinuous minimaxsemi-infinite programmingmany constraintssequential quadratic programmingdiscretizationglobal convergence Previous article FiguresRelatedReferencesCited byDetails A box moments approach for the time-variant hybrid reliability assessment14 September 2021 | Structural and Multidisciplinary Optimization, Vol. 64, No. 6 Cross Ref SIPAMPLACM Transactions on Mathematical Software, Vol. 30, No. 1 Cross Ref Design optimization of induction motors for aerospace applications Cross Ref Volume 8, Issue 1| 1998SIAM Journal on Optimization History Published online:31 July 2006 InformationCopyright © 1998 Society for Industrial and Applied MathematicsKeywordscontinuous minimaxsemi-infinite programmingmany constraintssequential quadratic programmingdiscretizationglobal convergenceMSC codes49M0749M3749M3965K0590C0690C3090C34PDF Download Article & Publication DataArticle DOI:10.1137/S1052623496313659Article page range:pp. 284-285ISSN (print):1052-6234ISSN (online):1095-7189Publisher:Society for Industrial and Applied Mathematics
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
