A Newton-Type Algorithm for Solving Problems of Search Theory

Abstract EN

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.