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Title: Second-order algorithms for generalized finite and semi-infinite min-max problems
Authors: Polak, Elijah
Qi, Liqun
Sun, Defeng
Subjects: Generalized min-max problems
Consistent approximations
Optimality functions
Second-order methods
Superlinear convergence
Issue Date: 2001
Publisher: Society for Industrial and Applied Mathematics
Source: SIAM journal on optimization, 2001, v. 11, no. 4, p. 937-961.
Abstract: We present two second-order algorithms, one for solving a class of finite generalized min-max problems and one for solving semi-infinite generalized min-max problems. Our algorithms make use of optimality functions based on second-order approximations to the cost function and of corresponding search direction functions. Under reasonable assumptions we prove that both of these algorithms converge Q-superlinearly, with rate at least 3/2.
This paper is a continuation of [E. Polak, L. Qi, and D. Sun, Comput. Optim. Appl., 13 (1999), pp. 137–161].
Rights: © 2001 Society for Industrial and Applied Mathematics
Type: Journal/Magazine Article
DOI: 10.1137/S1052623499358951
ISSN: 1052-6234 (print)
1095-7189 (online)
Appears in Collections:AMA Journal/Magazine Articles

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