摘要
A nonlinear minimax problem is usually defined aswherefi(x), i=1,…,m, are generally smooth nonlinear functions of a vector x ∈ R^n. Since the objective φ(x) is a non-smooth function, (A) is then a non-smooth, unconstrained optimization problem and cannot be solved by standard unconstrained minimization algorithms. One normally transforms it into an equivalent nonlinear programming problem:
基金
Project supported by the National Natural Science Foundation of China
