摘要
构造了求解一类带不等式约束的min-max-min问题的区间算法,其中目标函数和约束函数都是一阶连续可微函数,证明了方法的收敛性,给出了数值算例.该方法可以同时求出问题的最优值和全部全局最优解,是有效和可靠的.
An interval algorithm for inequality constrained min-max-min problems is described, in which the constituent objective functions and constrained functions are in C^1. The convergence of algorithm is proven and numerical results are presented. We get both the optimal value and all global solutions. The algorithm is stable and reliable.
出处
《大学数学》
2009年第5期50-56,共7页
College Mathematics
基金
中国矿业大学科技基金(A200410)
中国矿业大学青年基金(2005A039)
