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On Complexity of the Translational-Cut Algorithm for Convex Minimax Problems (2000)

Ariyawansa, K. A. ; Jiang, P. L.

Springer

Journal of optimization theory and applications 107 (2000), S. 223-243

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ISSN: 1573-2878

Keywords: complexity ; minimax optimization ; global Newton method ; interior-point methods ; analytic centers

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: 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.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1026422013954

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