AN ITERATIVE METHOD FOR THE MINIMAX PROBLEM  

作　　者：祁立群 孙文瑜 

机构地区：[1]School of Mathematics,University of New South Wales,Sydney 2052 [2]Department of Mathematics,Nanjing University,Nanjing 210093,PRC,

出　　处：《Numerical Mathematics A Journal of Chinese Universities(English Series)》1995年第2期237-239,共3页

摘　　要：In this paper a class of iterative methods for the minimax problem i; proposed.We present a sequence of the extented linear-quadratic programming (ELQP) problems as subproblems of the original minimal problem and solve the ELQP problem iteratively.The locally linear and su-perlinear convergence results of the algorithm are established.In this paper a class of iterative methods for the minimax problem i; proposed.We present a sequence of the extented linear-quadratic programming (ELQP) problems as subproblems of the original minimal problem and solve the ELQP problem iteratively.The locally linear and su-perlinear convergence results of the algorithm are established.

关 键 词：MINIMAX problem MATHEMATICAL PROGRAMMING linear-quadratic PROGRAMMING CONVERGENCE 

分 类 号：O221[理学—运筹学与控制论]