一类连续型minimax问题的区间斜率算法

Interval Slope Method for a Class of Continuous minimax Problems

讨论了目标函数为一阶连续可微的无约束连续型minimax问题的区间算法.利用连续型极大熵函数和区间斜率法,通过建立区间扩张和无解区域删除检验原则,构造了求解连续型minimax问题的区间斜率算法,证明了算法的收敛性,并给出了数值算例.相关结论和数值结果都表明,其方法是可靠和有效的.

This paper describes an interval algorithm for sloving global solutions of contiuous minimax problems,in which the objective functions are inC1.With the entropy function of maximal function and interval slope method,the interval algorithm is established.The convergence of algorithm is proved.Theory and numerical results show that the algorithm is reliable and efficient.