A STRUCTURE-EXPLOITING ALGORITHM FOR NONLINEAR MINIMAX PROBLEMS

被引：10

作者：

Conn, Andrew R. ^{[1
]}

Li, Yuying ^{[2
]}

机构：

[1] IBM Corp, Thomas J Watson Res Ctr, Yorktown Hts, NY 10598 USA

[2] Cornell Univ, Dept Comp Sci, Ithaca, NY 14853 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1992年 / 2卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

nonlinear Chebyshev approximation;

D O I：

10.1137/0802013

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, some basic concepts are generalised which characterise the best linear Chebyshev approximation in one variable to general nonlinear minimax problems. A new method for solving a nonlinear minimax problem is presented, which exploits the structure and characterisation of the solution whenever possible. The algorithm is globally convergent with a superlinear convergence rate. Numerical results indicate the efficacy of the new method.

引用

页码：242 / 263

页数：22

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