极小极大问题的一个信赖域方法

A trust region algorithm for the Minimax problem

信赖域方法是求解非线性规划的一类十分重要的方法,本文对极小极大问题minx∈Rnmax1imfi(x),提出一个信赖域算法,其中fi(x)(i=1,2……,m)是连续可微函数,并给出了算法的全局收敛性结果。

Trust region alogorithm is an important method in seeking solution to nonlinear programming.It is presented a trust region algorithm for the Minimax problem,in which continuous minimization function is used and got the global convergence result of the new algorithm in this paper.