Smooth transformation of the generalized minimax problem

被引:18
作者
DiPillo, G
Grippo, L
Lucidi, S
机构
[1] Dipto. di Informatica e Sistemistica, Univ. di Roma La Sapienza, Roma
关键词
nonlinear programming; unconstrained optimization; nondifferentiable optimization; generalized minimax problems; minimax problems;
D O I
10.1023/A:1022627226891
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider the generalized minimax problem, that is, the problem of minimizing a function phi (x) = F(g(l)(x),...,g(m) (x)), where F is a smooth function and each g(i) is the maximum of a finite number of smooth functions. We prove that, under suitable assumptions, it is possible to construct a continuously differentiable exact barrier function, whose minimizers yield the minimizers of the function phi. In this way, the nonsmooth original problem can be solved by usual minimization techniques for unconstrained differentiable functions.
引用
收藏
页码:1 / 24
页数:24
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