一种求带约束的离散Minimax问题的区间算法  

An Interval Algorithm for a Constrained Discrete Minimax Problem

作　　者：孙靖[1] 金花[1] 曹德欣[1] 

机构地区：[1]中国矿业大学理学院

出　　处：《华东地质学院学报》2003年第2期147-150,共4页Journal of East China Geological Institute

摘　　要：进一步讨论了目标函数和约束函数都是Lipschitz连续的带约束的离散minimax问题,给出了罚函数的区间扩张,提出了解该约束离散minimax问题的区间算法。算法给出了问题的minimax值所在范围以及minimax点所在位置。定理和数值算例说明该算法是可靠的。In this paper, a constrained discrete minimax problem is solved, whose objective functions and constrained functions are lipschitz continuous functions. The interval extensions of the penalty functions are given. An interval algorithm for solving this constrained discrete minimax problem is presented. The algorithm provides bounds on both the minimax value and the localization of the minimax points of the problem. Theory and numerical results show that the algorithm is reliable.

关 键 词：MINIMAX问题 区间算法 罚函数 

分 类 号：O221.2[理学—运筹学与控制论]