A smoothing trust-region Newton-CG method for minimax problem

@article{Ye2008AST,
  title={A smoothing trust-region Newton-CG method for minimax problem},
  author={Feng Ye and Hongwei Liu and Shuisheng Zhou and Sanyang Liu},
  journal={Applied Mathematics and Computation},
  year={2008},
  volume={199},
  pages={581-589}
}
This paper presents a smooth approximate method with a new smoothing technique and a standard unconstrained minimization algorithm in the solution to the finite minimax problems. The new smooth approximations only replace the original problem in some neighborhoods of the kink points with a twice continuously differentiable function, its gradient and Hessian… CONTINUE READING