摘要
A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained minimax problem was established. The local superlinear and quadratic convergences of the algorithm were discussed.
A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained minimax problem was established. The local superlinear and quadratic convergences of the algorithm were discussed.
关键词
极小极大问题
非线性方程
广义牛顿方法
非线性优化
nonsmooth equations, minimax problem, generalized newton method, nonsmooth optimization