摘要
极大极小问题是一类不可微优化问题,熵函数法是求解这类问题的一种有效算法。但当熵函数中的参数取值很大时,问题会出现病态,本文给出了一种调节参数的策略,与G.D i P illo在1993年提出的另一种光滑化方法和参数取固定值的数值结果进行了比较,8个算例的数值实验显示,这种算法的计算精度高于上述两种方法。
Minimax problem is a sort of non - differentiable optimization problem and the entropy function method provides a efficient approach to solve such kind of problems. Yet the entropy function will become ill - conditioned when the parameter gets too large. In this paper, practical strategy of the parameter adjusting is provided, numerical experiment of eight examples shows that the accuracy of the provided algorithm is higher compared with another smoothing technique provided by G. Di Pillo in 1993 and the numerical results when the parameter is fixed.
出处
《山东农业大学学报（自然科学版）》
CSCD
北大核心
2009年第3期451-453,共3页
Journal of Shandong Agricultural University：Natural Science Edition
关键词
极大极小问题
熵函数
算法
Minimax problem
entropy function
algorithm
