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A Newton-Type Algorithm for Solving Problems of Search Theory

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  • Liping Zhang

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.

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  • Liping Zhang, 2013. "A Newton-Type Algorithm for Solving Problems of Search Theory," Advances in Operations Research, Hindawi, vol. 2013, pages 1-7, January.
    • Handle: RePEc:hin:jnlaor:513918
    DOI: 10.1155/2013/513918
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    Cited by:

    1. Jungho Park & Hadi El-Amine & Nevin Mutlu, 2021. "An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1213-1228, July.

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