A SMOOTH METHOD FOR THE FINITE MINIMAX PROBLEM

被引：63

作者：

DIPILLO, G ^{[1
]}

GRIPPO, L ^{[1
]}

LUCIDI, S ^{[1
]}

机构：

[1] CNR,IST ANALISI SISTEMI & INFORMAT,ROME,ITALY

来源：

MATHEMATICAL PROGRAMMING | 1993年 / 60卷 / 02期

关键词：

NONLINEAR PROGRAMMING; UNCONSTRAINED OPTIMIZATION; NONDIFFERENTIABLE OPTIMIZATION; MINIMAX PROBLEMS;

D O I：

10.1007/BF01580609

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We consider unconstrained minimax problems where the objective function is the maximum of a finite number of smooth functions. We prove that, under usual assumptions, it is possible to construct a continuously differentiable function, whose minimizers yield the minimizers of the max function and the corresponding minimum values. On this basis, we can define implementable algorithms for the solution of the minimax problem, which are globally convergent at a superlinear convergence rate. Preliminary numerical results are reported.

引用

页码：187 / 214

页数：28

共 39 条

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