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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 |
Issue Date: | 2001 | 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]. |
Keywords: | Generalized min-max problems Consistent approximations Optimality functions Second-order methods Superlinear convergence |
Publisher: | Society for Industrial and Applied Mathematics | Journal: | SIAM journal on optimization | ISSN: | 1052-6234 | EISSN: | 1095-7189 | DOI: | 10.1137/S1052623499358951 | Rights: | © 2001 Society for Industrial and Applied Mathematics |
| Appears in Collections: | Journal/Magazine Article |
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| Polak_Second_order_algorithms.pdf | 237.24 kB | Adobe PDF | View/Open |
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