SUPERLINEARLY CONVERGENT ALGORITHM FOR MIN-MAX PROBLEMS

被引：51
|
作者：
POLAK, E
MAYNE, DQ
HIGGINS, JE
机构：
[1] UNIV CALIF BERKELEY,COMP SCI & ELECTR RES LAB,BERKELEY,CA 94720
[2] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,DEPT ELECT ENGN,LONDON SW7 2AZ,ENGLAND
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 69卷 / 03期
关键词：
MINIMAX PROBLEM; NONDIFFERENTIABLE OPTIMIZATION; SUPERLINEAR CONVERGENCE;
D O I：
10.1007/BF00940683
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Algorithms for solving the problem of minimizing the maximum of a finite number of functions are proposed and analyzed. Quadratic approximations to the functions are employed in the determination of a search direction. Global convergence is proven and it is shown that a quadratic rate of convergence is obtained.
引用
收藏
页码：407 / 439
页数：33
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