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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
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.
Appears in Collections:Computer Science Technical Reports

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