Superlinearly convergent algorithm for min-max problems |
| |
| Authors: | E Polak D Q Mayne J E Higgins |
| |
| Institution: | (1) Department of Electrical Engineering and Computer Sciences and Electronics Research Laboratory, University of California, Berkeley, California;(2) Department of Electrical Engineering, Imperial College of Science and Technology, London, Great Britain |
| |
| Abstract: | 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.This research was sponsored in part by National Science Foundation Grant ECS-81-21149, Air Force Office of Scientific Research Grant 83-0361, Office of Naval Research Contract N00014-83-K-0602, Semiconductor Research Corporation Contract SRC-82-11-008, State of California MICRO Program, and General Electric Company. |
| |
| Keywords: | Minimax problem nondifferentiable optimization superlinear convergence |
| 本文献已被 SpringerLink 等数据库收录！ |
|
