Nonsmooth equations approach to a constrained minimax problem

Author: Gao Yan  

Publisher: Springer Publishing Company

ISSN: 0862-7940

Source: Applications of Mathematics, Vol.50, Iss.2, 2005-04, pp. : 115-130

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Abstract

An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b</i>-differential for the corresponding function is developed.