半无限极大极小问题的极大熵方法

A MAXIMUM ENTROPY METHOD FOR SEMI-INFINITE MINIMAX PROBLEMS

给出了一种求解半无限极大极小问题的极大熵方法，其基本思想是将半无限极大极小问题用有限维的可微无约束优化问题来近似．研究了方法的一些性质，并证明了方法的收敛性．文末的数值结果说明：这种方法是可行的，而算法的构造比已知的算法要容易得多，因而易于在工程设计中推广应用．

This paper presents a maximum entropy method for solving semi-infinite minimax problems which arise in an engineering design setting. Main feature of the method is that the original problem is approximated by a differentiable unconstrained one. Properties of the method is disscussed and convergence of the method is proven. Numerical results are reported which show that the method is comparable,while its structure is simpler than that of algorithms in literatures.