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Nonsmooth equations approach to a constrained minimax problem

Yan Gao; Xuewen Li — 2005

Applications of Mathematics

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 $b$ -differential for the corresponding function is developed.

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