ISSN:
1573-2878
Schlagwort(e):
complexity
;
minimax optimization
;
global Newton method
;
interior-point methods
;
analytic centers
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract Burke, Goldstein, Tseng, and Ye (Ref. 1) have presented an interesting interior-point algorithm for a class of smooth convex minimax problems. They have also presented a complexity analysis leading to a worst-case bound on the total work necessary to obtain a solution within a prescribed tolerance. In this paper, we present refinements to the analysis of Burke et al. which show that the resulting complexity bound can be worse than those for other algorithms available at the time Ref. 1 was published.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1023/A:1026422013954
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