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

页码：407 / 439

页数：33

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