On the Convergence of the Pshenichnyi-Pironneau-Polak Minimax Algorithm with an Active Set Strategy

E. Polak ()
Additional contact information
E. Polak: University of California at Berkeley

Journal of Optimization Theory and Applications, 2008, vol. 138, issue 2, No 11, 305-309

Abstract: Abstract The purpose of this technical note is to present a proof of convergence of the Pshenichnyi-Pironneau-Polak (PPP) minimax algorithm (see Algorithm 2.4.1 in Polak, Optimization: Algorithms and Consistent Approximations, Springer, [1997]), modified to use an active set strategy. This active set strategy was formally derived in Polak (Optimization: Algorithms and Consistent Approximations, Springer, [1997]) from those used in the methods of feasible directions developed by Zoutendijk (Methods of Feasible Directions, Elsevier, [1960]) and Polak (Computational Methods in Optimization: A Unified Approach, Academic, [1971]). The resulting ε-Active PPP algorithm was presented as Algorithm 2.4.34, in Polak (Optimization: Algorithms and Consistent Approximations, Springer, [1997]), without any proofs.

Keywords: Minimax algorithms; Active set strategies; Convergence theorems (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-008-9354-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:138:y:2008:i:2:d:10.1007_s10957-008-9354-x

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-008-9354-x

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().