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| Title: | An Efficient Algorithm for Nonlinear Minimax Problems |
| Authors: | Conn, Andrew R.
Li, Yuying |
| Keywords: | computer science
technical report |
| Issue Date: | Mar-1990 |
| Publisher: | Cornell University |
| Citation: | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR90-1104 |
| Abstract: | We present a new method for solving a nonlinear minimax problem. This new algorithm exploits the structure and characterisation of the solution whenever possible. The exploitation is based on the results that have been established in [13]. The algorithm is globally convergent with a superlinear convergence rate. Numerical results indicate the efficacy of the new method. |
| URI: | http://hdl.handle.net/1813/6944 |
| Appears in Collections: | Computer Science Technical Reports
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