摘要
本文将极大熵逼近方法和不动点计算方法有机地结合，提出了一种不可微规划计算方法．该方法同样也适用于求解可微规划。
In this paper, we presents a kind of algorithm for nondifferentiable optimization, to use the approximating method of maximum entropy and fixed point algorithm. The algorithm also finds the solution of differentiable optimization. Finally The convergence of the algorithm is discussed.
出处
《应用数学》
CSCD
1999年第4期117-120,共4页
Mathematica Applicata
关键词
不可微规划
极大熵
不动点算法
收敛性
Nondifferentiable optimization
Maximum entropy
Fixed point algorithm
Convergence
