Superlinearly convergent algorithm for min-max problems

DOI10.1007/BF00940683zbMath0724.90066MaRDI QIDQ2277156

J. E. Higgins, Elijah Polak, David Q. Mayne

Publication date: 1991

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

nondifferentiable optimizationsuperlinear convergenceGlobal convergencequadratic rate of convergenceQuadratic approximations

Mathematics Subject Classification ID

Nonlinear programming (90C30) Existence of solutions for minimax problems (49J35) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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