一类求解极值问题的ε-算法

A algorithm for solving minimax problem

针对极值函数的特性 ,给出了一种计算极大值函数的ε 次梯度的数值方法 ,从而构造出了一种求解极小极大问题的ε 算法 ,并且证明了算法的收敛性 。

This paper presents a numerical method that calculate a subgradient element for minimax function. A algorithm for minimax problem is given and some results of convergence are proven. Some numerical examples show that the algorithm is effective.