A Newton-Type Algorithm for Solving Problems of Search Theory

Liping Zhang

Advances in Operations Research, 2013, vol. 2013, 1-7

Abstract:

In the survey of the continuous nonlinear resource allocation problem, Patriksson pointed out that Newton-type algorithms have not been proposed for solving the problem of search theory in the theoretical perspective. In this paper, we propose a Newton-type algorithm to solve the problem. We prove that the proposed algorithm has global and superlinear convergence. Some numerical results indicate that the proposed algorithm is promising.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaor:513918

DOI: 10.1155/2013/513918

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