山西大学学报（自然科学版）2012，Vol.35Issue(1)：32-37,6.
极大极小优化问题信赖域算法的收敛性
On the Convergence of a Trust-region Algorithm for Minimax Problem
摘要
Abstract
For the nonlinear minimax problem a trust-region algorithm is proposed. It can be widely used in the optimal control, financial engineering and economic administration. In each iteration, the algorithm solves one QP subproblem to obtain the new iterate. In addition, the algorithm can be generalized to the linearly constrained minimax problems. Under mild assumptions, the convergence is analyzed.关键词
极大极小优化/信赖域算法/收敛分析Key words
minimax optimization/ trust-region methods/ convergence analysis分类
数理科学引用本文复制引用
王福胜,王川龙..极大极小优化问题信赖域算法的收敛性[J].山西大学学报（自然科学版）,2012,35(1):32-37,6.基金项目
国家自然科学基金(11171250) （11171250）
山西省自然科学基金(2011011002-2) （2011011002-2）
