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极大极小问题的光滑信赖域拟牛顿法

Smoothing Trust-Region Quasi-Newton Algorithm for Minimax Problem
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摘要 利用函数逼近论的思想和数学规划最优解的稳定性理论,提出了一种求解非线性约束的极大极小问题的信赖域拟牛顿算法,并且该算法具有全局收敛性,初步的数值试验表明,对于该类极大极小问题,该算法具有良好的数值表现。 Based on the theory of function approximation and the stability theory of optimal solutions in mathematical programming, a trust-region quasi-Newton method for solving the minimax problem with nonlinear constraints is proposed. The algorithm which resolves general minimax problems is global convergent. Preliminary numerical experiments show that the proposed algorithm is effective.
作者 刘平 韦春妙
机构地区 桂林电子科技大学数学与计算科学学院
出处 《桂林电子科技大学学报》 2009年第1期69-72,共4页 Journal of Guilin University of Electronic Technology
基金 国家自然科学基金(10501009) 广西自然科学基金(桂科自0728206)
关键词 Minimax优化问题 信赖域拟牛顿法 非线性约束 全局收敛 minimax optimization problem trust-region quasi-Newton analysis nonlinear constraint global convergence
分类号 O221.2 [理学—运筹学与控制论]
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参考文献9

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二级参考文献14

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桂林电子科技大学学报
2009年 第1期

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