A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems
A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems
A new globally and quadratically convergent algorithm is proposed for the linear $l_\infty $ problem. This method works on the piecewise linear $l_\infty $, problem directly by generating descent directions—via a sequence of weighted least squares problems—and using a piecewise linear line search to ensure a decrease in the $l_\infty …