摘要
研究了带约束连续型minimax问题的数值方法,其目标函数和约束函数都是Lipschitz连续的;建立了针对带约束连续型minimax问题的罚函数法,从而将其转化为无约束两层规划问题,并证明了算法的收敛性;最后,用无约束两层规划问题的区间算法进行求解,给出了数值算例.结果表明,该算法是可靠和有效的.
A numerical method was studied to solve constrained continuous minimax problems with a Lipschitz continuous objective function and constrained functions. The penalty function method was built to transform a constrained continuous minimax algorithm into a bi-level programming problem, and the convergence of the algorithm was proved. At last, the unconstrained bi-level programming interval algorithm was applied to solve the problem, and numerical examples were given to show the efficiency and the reliability of this algorithm.
出处
《中国矿业大学学报》
EI
CAS
CSCD
北大核心
2005年第1期129-132,共4页
Journal of China University of Mining & Technology
基金
国家自然科学基金项目(50174051)
