Department of Information, Hunan Business College, 410205, Changsha, P.R. China. E-mail: chenyu4660@163.com.cn
AMS Subject Classification: 90C30, 65K10.
In this paper, a smoothing inexact Newton method for minimax problems is presented. The method is based on the exponential function of Kort and Bertsekas for constrained optimization. In this method, to generate a search direction, we only need to solve a perturbed Newton equation. Under the same conditions as [20], the method is proved to be globally and superlinearly convergent.
Minimax problems, smoothing method, global convergence, superlinear convergence
