Copyright © 2013 Liping Zhang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

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.