A second-order method for the discrete min-max problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 1, pp. 88-98
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An iterative second-order method, using quadratic approximation of the constraints, is described for solving the general problem of mathematical programming. The rate of convergence is shown to be superlinear, with exponent $3/2$, without demanding that the minimum point be regular. The domain of convergence is extended by adjustment of the step factor.
@article{ZVMMF_1979_19_1_a8,
author = {V. M. Panin},
title = {A~second-order method for the discrete min-max problem},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {88--98},
publisher = {mathdoc},
volume = {19},
number = {1},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_1_a8/}
}
V. M. Panin. A second-order method for the discrete min-max problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 19 (1979) no. 1, pp. 88-98. http://geodesic.mathdoc.fr/item/ZVMMF_1979_19_1_a8/