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|Title:||Second-order algorithms for generalized finite and semi-infinite min-max problems|
|Subjects:||Generalized min-max problems|
|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|
|Appears in Collections:||AMA Journal/Magazine Articles|
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