A Bimaximum-entropy Method for a Sort of Nonlinear Continuous Constrained Minimax Problem

HUANG Qiu-hong; OU Chun-xia; CAO De-xin

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A Bimaximum-entropy Method for a Sort of Nonlinear Continuous Constrained Minimax Problem

更新时间：2026-05-27

- A Bimaximum-entropy Method for a Sort of Nonlinear Continuous Constrained Minimax Problem
- Vol. 22, Issue 2, Pages: 114-119(2005)
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- Online First：01 June 2005，
  
  Published：2005
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黄秋红, 欧春霞, 曹德欣. 求解约束连续型minimax问题的双极大熵函数法[J]. 广东工业大学学报, 2005, 22(2): 114-119.

HUANG Qiu-hong, OU Chun-xia, CAO De-xin. A Bimaximum-entropy Method for a Sort of Nonlinear Continuous Constrained Minimax Problem[J]. 2005, 22(2): 114-119.
黄秋红, 欧春霞, 曹德欣. 求解约束连续型minimax问题的双极大熵函数法[J]. 广东工业大学学报, 2005, 22(2): 114-119. DOI：

HUANG Qiu-hong, OU Chun-xia, CAO De-xin. A Bimaximum-entropy Method for a Sort of Nonlinear Continuous Constrained Minimax Problem[J]. 2005, 22(2): 114-119. DOI：

摘要

研究了一类带约束连续型minimax问题的数值求解方法

其中目标函数和约束函数都是连续可微的.利用离散型极大熵函数和连续型极大熵函数以及罚函数将带约束连续型minimax问题转化为无约束可微优化问题

建立了基本算法

给出了数值算例

表明算法是可靠和有效的.

Abstract

A numerical method is proposed for solving a sort of nonlinear continuous constrained minimax problem

in which the objective function and the constrained functions are both continuously differentiable.The maximum-entropy function of discrete maximum problem and the maximum-entropy function of continuous maximum problem and the penalty function are used to transform the continuous constrained minimax problem into unconstrained differentiable problem.Basic algorithm is established.Numerical examples are given and show the efficiency and the reliability of the algorithm.

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references

曹德欣,李苏北,吴彦强,张洪斌. 求连续minimax问题整体解的区间算法[J]. 高等学校计算数学学报. 2002(04)

曹德欣,叶帅民,王海军. 一类约束不可微优化问题的区间极大熵方法(英文)[J]. 运筹学学报. 1999(04)

黄震宇,沈祖和. 解一类非线性极大极小问题的熵函数方法[J]. 科学通报. 1996(17)

李兴斯. 一类不可微优化问题的有效解法[J]. 中国科学(A辑数学物理学天文学技术科学). 1994(04)

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