摘要
利用广义伪方向导数，在较弱的条件下，给出了半无限极大极小问题（P）的全局收敛性理论算法模型；利用离散策略给出了问题（P）全局收敛的可实现算法．数值结果表明本文给出的可实现算法是有效的．
Semi-infinite minimax problems can't be solved without discretization, i.e., decomposition of the original problems into an infinite sequence of finite-dimensional, finitely described optimization problems. In this paper, we present a conceptual globlly convergent method and some implementable globlly convegent method based on discretization rules for the semi-infinite minimax problems. The numerical examples demonstrate the algorithms proposed in this paper are efficient.
出处
《运筹学学报》
CSCD
1998年第2期42-51,共10页
Operations Research Transactions
基金
国家自然科学基金
山东省自然科学基金
关键词
极大极小问题
收敛性
方向导数
全局收敛法
semi-infinite minimax problems, convegence, directional derivative
