Smoothing Method for Minimax Problems

被引：0
|
作者：
Song Xu
机构：
[1] Lattice Semiconductor Corporations,
来源：
Computational Optimization and Applications | 2001年 / 20卷
关键词：
minimax; smoothing method; global convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we propose a smoothing method for minimax problem. The method is based on the exponential penalty function of Kort and Bertsekas for constrained optimization. Under suitable condition, the method is globally convergent. Preliminary numerical experiments indicate the promising of the algorithm.
引用
收藏
页码：267 / 279
页数：12
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