摘要
An interval algorlthm for inequality coustrained discrete minimax problems is described, in which the constrained and objective functions are C1 functions. First, based on the penalty function methods, we trans form this problem to unconstrained optimization. Second, the interval extensions of the penalty functions and the test rules of region deletion are discussed. At last, we design an interval algorithm with the bisection rule of Moore. The algorithm provides bounds on both the minimax value and the localization of the minimax points of the problem. Numerical results show that algorithm is reliable and efficiency.
An interval algorlthm for inequality coustrained discrete minimax problems is described, in which the constrained and objective functions are C1 functions. First, based on the penalty function methods, we trans form this problem to unconstrained optimization. Second, the interval extensions of the penalty functions and the test rules of region deletion are discussed. At last, we design an interval algorithm with the bisection rule of Moore. The algorithm provides bounds on both the minimax value and the localization of the minimax points of the problem. Numerical results show that algorithm is reliable and efficiency.
