北华大学学报(自然科学版)Issue(5):593-595,3.DOI:10.11713/j.issn.1009-4822.2014.05.006
求解无约束极大极小问题的光滑化不精确牛顿算法
A Smoothing Inexact Newton Algorithm for Solving Unconstrained Minimax Problem
摘要
Abstract
This paper presents a smoothing inexact Newton algorithm for solving unconstraint minimax problem. The new method uses aggregate function to approximate max-function,and uses inexact Newton method to solve the approximating smoothing unconstraint problem. Under some assumptions,global convergence of the algorithm is considered. Elementary numerical experiments show that the algorithm is effective.关键词
凝聚函数/不精确牛顿法/全局收敛性Key words
aggregate function/inexact Newton method/global convergence分类
数理科学引用本文复制引用
路云龙..求解无约束极大极小问题的光滑化不精确牛顿算法[J].北华大学学报(自然科学版),2014,(5):593-595,3.基金项目
吉林省科技发展计划项目(201215102) (201215102)