Second-Order Algorithms for Generalized Finite and Semi-Infinite Min-Max Problems
نویسندگان
چکیده
منابع مشابه
Second-Order Algorithms for Generalized Finite and Semi-Infinite Min-Max Problems
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 converg...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2001
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623499358951