A Newton-Type Algorithm for Solving Problems of Search Theory | Zendy

Liping Zhang | Zendy

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A Newton-Type Algorithm for Solving Problems of Search Theory

Author(s) -

Liping Zhang

Publication year - 2013

Publication title -

advances in operations research

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.379

H-Index - 14

eISSN - 1687-9155

pISSN - 1687-9147

DOI - 10.1155/2013/513918

Subject(s) - perspective (graphical) , convergence (economics) , type (biology) , algorithm , newton's method , nonlinear system , computer science , mathematical optimization , mathematics , artificial intelligence , ecology , physics , quantum mechanics , economics , biology , economic growth

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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