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On the convergence of an iterative method for the minimax problem

Published online by Cambridge University Press:  17 February 2009

Wenyu Sun
Wenyu Sun
Affiliation:
Department of Mathematics, Nanjing University, Nanjing 210093, China
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Abstract

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In this paper we present an Extended Linear-Quadratic Programming method for the minimax problem. We show that the Extended Linear-Quadratic Programming method for the minimax problem is equivalent to the Josephy-Newton method for generalized equation, and establish the local convergence result. Furthermore, we obtain the global convergence result for the minimax problem by means of the equivalence relation between the generalized equation and the normal equation.

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 39 , Issue 2 , October 1997, pp. 280 - 292
Copyright
Copyright © Australian Mathematical Society 1997

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