求解约束极大极小问题的一种熵函数法  

AN ENTROPY FUNCTION METHOD FOR MIN-MAX PROBLEMS WITH CONSTRAINTS

作　　者：王云诚[1] 唐焕文[1] 

机构地区：[1]大连理工大学应用数学系,大连116023

出　　处：《高等学校计算数学学报》1999年第2期132-139,共8页Numerical Mathematics A Journal of Chinese Universities

基　　金：国家自然科学基金

摘　　要：An entropy function (or refered to as K-S function or envelop function) based algorithm for min-max problems with equality and/or inequality constraints are established. We prove that any cluster of the K-T points of the approximation problems is a critical point of the original problem if the constraints of the original problem satisfy Mangnsarian-Fromovitz constraint qualification at the cluster point. Numericalare also given.An entropy function (or refered to as K-S function or envelop function) based algorithm for min-max problems with equality and/or inequality constraints are established. We prove that any cluster of the K-T points of the approximation problems is a critical point of the original problem if the constraints of the original problem satisfy Mangnsarian-Fromovitz constraint qualification at the cluster point. Numericalare also given.

关 键 词：极大极小问题 熵函数法 非线性规划 不等式约束 

分 类 号：O221.2[理学—运筹学与控制论]