Abstract
A spline smoothing stabilized Newton method for finite minimax problems is developed. The spline smoothing technique uses a smooth cubic spline instead of a max function, and, at any fixed point, only a few components of the max function are involved; i.e., it introduces an active set technique, so the proposed method is more efficient for minimizing the maximum function of a large number of complicated functions. Some numerical results comparisons with other methods are also given to show the efficiency of the new method.
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