A Newton-Type Algorithm for Solving Problems of Search Theory
Keyword(s):
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.
2004 ◽
Vol 29
(2)
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pp. 394-397
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