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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1979 Volume 19, Number 1, Pages 88–98 (Mi zvmmf5441)

This article is cited in 11 papers

A second-order method for the discrete min-max problem

V. M. Panin

Kiev

Abstract: 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.

UDC: 519.8

MSC: Primary 90C30; Secondary 49J35

Received: 01.07.1977
Revised: 14.02.1978


 English version:
USSR Computational Mathematics and Mathematical Physics, 1979, 19:1, 90–100

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