An Efficient Algorithm for Nonlinear Minimax Problems
Conn, Andrew R.; Li, Yuying
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 . The algorithm is globally convergent with a superlinear convergence rate. Numerical results indicate the efficacy of the new method.
computer science; technical report
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