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Solution of Finite Minimax Problems via Quasi Newton Method

ZHANG Shu-ting1, YU Bo2   

  1. 1. College of Mathematics, Jilin University, Changchun 130012, China; 2. Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, Liaoning Province, China
  • Received:2006-03-28 Revised:1900-01-01 Online:2006-05-26 Published:2006-05-26
  • Contact: ZHANG Shu-ting

Abstract: A quasi-Newton method for finite minimax problems is presented, which possesses global convergence and locally superlinear convergence proven without strict complementarity at the Danskin point.

Key words: minimax problom, quasi-Newton method, superlinear convergence

CLC Number: 

  • O221.2