约束极大极小问题的一类有效算法  

Ail Efficient Algorithm for The Restricted Minimax Problem

作　　者：施保昌[1] 陆磊[1] 

机构地区：[1]华中理工大学数学系,武汉430074

出　　处：《系统工程》1998年第6期11-15,48,共6页Systems Engineering

摘　　要：本文对约束极大极小问题探讨了利用极大熵方法并结合约束变尺度法和惩罚函数法给出二种新算法,算法给出了显式的搜索方法,数值实便例验了算法的有效法.This paper discusses the restricted minimax problem. Two new algorithms which are established respectively by combining maximum entropy method (MEM) with restricted varible metric method and combining MEM with penalty function method have been achieved. Each of the algorithms has given the explicit search direction,and numerical experiments are testified its efficiency.

关 键 词：极大极小问题 极大熵 算法 非线性规划 

分 类 号：O221.2[理学—运筹学与控制论]