Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/4758
Title: Second-order algorithms for generalized finite and semi-infinite min-max problems
Authors: Polak, E
Qi, L 
Sun, D
Keywords: 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 How to cite?
Journal: SIAM journal on optimization 
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].
URI: http://hdl.handle.net/10397/4758
ISSN: 1052-6234 (print)
1095-7189 (online)
DOI: 10.1137/S1052623499358951
Rights: © 2001 Society for Industrial and Applied Mathematics
Appears in Collections:Journal/Magazine Article

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