| 一类Min-Max-Min问题的极大熵函数法 |
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| 引用本文： | 陈美蓉,蒋娟,栾罗. 一类Min-Max-Min问题的极大熵函数法[J]. 徐州工程学院学报, 2006, 21(3): 33-36 |
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| 作者姓名： | 陈美蓉 蒋娟 栾罗 |
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| 作者单位： | 中国矿业大学理学院,江苏,徐州,221008 |
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| 基金项目： | 中国矿业大学科技基金资助课题(A200401,2005A039) |
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| 摘 要： | 研究了一类由连续可微函数构成的无约束M in-M ax-M in问题的数值求解方法,且通过构造目标函数的极大熵函数将其转化为无约束优化问题,并建立了基本算法,给出了数值算例,表明算法是可靠和有效的.
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| 关 键 词： | 极大熵函数 Min-Max-Min问题 BFGS方法 |
| 文章编号： | 1673-0704（2006）03-0033-04 |
| 收稿时间： | 2005-12-16 |
| 修稿时间： | 2005-12-16 |
A Maximum-entropy Method for a Class of Min - Max - Min Problems |
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| CHEN Mei-rong,JIANG Juan,LUAN Luo. A Maximum-entropy Method for a Class of Min - Max - Min Problems[J]. Journal of Xuzhou Istitute of Technology, 2006, 21(3): 33-36 |
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| Authors: | CHEN Mei-rong JIANG Juan LUAN Luo |
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| Abstract: | In this paper,a numerical is proposed for solving a class of unconstrained Min-Max-Min problems,in which the objective functions are continuously differentiable.The maximum-entropy functions are used to transform the unconstrained Min-Max-Min problem into differentiable problem.A basic algorithm is established and some numerical examples are given,which prove to be reliable and effective. |
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| Keywords: | maximum-entropy function Min-Max-Min problem BFGS method |
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