| 求解带约束连续型minimax问题的罚函数区间算法 |
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| 引用本文： | 黄秋红,曹德欣,邓喀中. 求解带约束连续型minimax问题的罚函数区间算法[J]. 中国矿业大学学报, 2005, 34(1): 129-132 |
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| 作者姓名： | 黄秋红 曹德欣 邓喀中 |
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| 作者单位： | 1. 中国矿业大学,理学院,江苏,徐州,221008
2. 中国矿业大学,环境与测绘学院,江苏,徐州,221008 |
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| 基金项目： | 国家自然科学基金项目(50174051) |
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| 摘 要： | 研究了带约束连续型minimax问题的数值方法，其目标函数和约束函数都是Lipschitz连续的；建立了针对带约束连续型minimax问题的罚函数法，从而将其转化为无约束两层规划问题，并证明了算法的收敛性；最后，用无约束两层规划问题的区间算法进行求解，给出了数值算例．结果表明，该算法是可靠和有效的．
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| 关 键 词： | minimax问题 连续型 区间算法 求解 规划问题 数值算例 罚函数 约束函数 收敛性 目标函数 |
| 文章编号： | 1000-1964(2005)01-0129-04 |
| 修稿时间： | 2004-03-26 |
Penalty Function Interval Method for Solving Constrained Continuous Minimax Problem |
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| HUANG Qiu-hong,CAO De-xin,DENG Ka-zhong. Penalty Function Interval Method for Solving Constrained Continuous Minimax Problem[J]. Journal of China University of Mining & Technology, 2005, 34(1): 129-132 |
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| Authors: | HUANG Qiu-hong CAO De-xin DENG Ka-zhong |
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| Affiliation: | HUANG Qiu-hong~1,CAO De-xin~1,DENG Ka-zhong~2 |
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| Abstract: | A numerical method was studied to solve constrained continuous minimax problems with a Lipschitz continuous objective function and constrained functions. The penalty function method was built to transform a constrained continuous minimax algorithm into a bi-level programming problem, and the convergence of the algorithm was proved. At last, the unconstrained bi-level programming interval algorithm was applied to solve the problem, and numerical examples were given to show the efficiency and the reliability of this algorithm. |
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| Keywords: | continuous minimax problem bi-level programming problem penalty function interval algorithm |
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