求解约束连续型minimax问题的双极大熵函数法  

A Bimaximum-entropy Method for a Sort of Nonlinear Continuous Constrained Minimax Problem

作　　者：黄秋红[1] 欧春霞[2] 曹德欣[1] 

机构地区：[1]中国矿业大学理学院,江苏徐州221008 [2]广东工业大学应用数学学院,广东广州510500

出　　处：《广东工业大学学报》2005年第2期114-119,共6页Journal of Guangdong University of Technology

基　　金：国家自然科学基金资助项目(50174051)

摘　　要：研究了一类带约束连续型minimax问题的数值求解方法,其中目标函数和约束函数都是连续可微的.利用离散型极大熵函数和连续型极大熵函数以及罚函数将带约束连续型minimax问题转化为无约束可微优化问题,建立了基本算法,给出了数值算例,表明算法是可靠和有效的.A numerical method is proposed for solving a sort of nonlinear continuous constrained minimax problem,in which the objective function and the constrained functions are both continuously differentiable.The maximum-entropy function of discrete maximum problem and the maximum-entropy function of continuous maximum problem and the penalty function are used to transform the continuous constrained minimax problem into unconstrained differentiable problem.Basic algorithm is established.Numerical examples are given and show the efficiency and the reliability of the algorithm.

关 键 词：连续型minimax问题 极大熵函数 罚函数 BFGS方法 

分 类 号：O242.29[理学—计算数学] O221.2[理学—数学]