AN ITERATIVE METHOD FOR THE MINIMAX PROBLEM

被引：0
|
作者：
祁立群
孙文瑜
机构：
[1] Department of Mathematics
[2] Nanjing 210093
[3] Nanjing University
[4] PRC
[5] School of Mathematics
[6] Sydney 2052
[7] University of New South Wales
来源：
Numerical Mathematics(Theory,Methods and Applications) | 1995年 / 02期
关键词：
minimax problem; mathematical programming; linear-quadratic programming; convergence;
D O I：
暂无
中图分类号：
O221 [规划论（数学规划）];
学科分类号：
070105 ; 1201 ;
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.
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页码：237 / 239
页数：3
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