Second-order algorithms for generalized finite and semi-infinite min-max problems (Q2719234)
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scientific article; zbMATH DE number 1608895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order algorithms for generalized finite and semi-infinite min-max problems |
scientific article; zbMATH DE number 1608895 |
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21 June 2001
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generalized min-max probles
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consistent approximations
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optimality functions
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second-order methods
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superlinear convergence
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algorithms
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Second-order algorithms for generalized finite and semi-infinite min-max problems (English)
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The authors 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. The algorithms make use of optimality functions based on second-order approximations to the cost function and of corresponding search direction functions. Under reasonable assumptions it is proved that both of these algorithms converge \(Q\)-superlinearly, with rate at least 3/2.NEWLINENEWLINENEWLINEThis paper is a continuation of the authors' paper [Comput. Optim. Appl. 13, No.~1-3, 137-161 (1999; Zbl 1040.90550)].
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