A BARRIER FUNCTION-METHOD FOR MINIMAX PROBLEMS

被引：22
|
作者：
POLAK, E
HIGGINS, JE
MAYNE, DQ
机构：
[1] UNIV CALIF BERKELEY,ELECTR RES LAB,BERKELEY,CA 94720
[2] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,DEPT ELECT ENGN,LONDON SW7 2BT,ENGLAND
来源：
MATHEMATICAL PROGRAMMING | 1992年 / 54卷 / 02期
关键词：
BARRIER FUNCTION METHODS; INTERIOR PENALTY METHODS; MINIMAX ALGORITHMS; ENGINEERING DESIGN; NONDIFFERENTIABLE OPTIMIZATION;
D O I：
10.1007/BF01586049
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
This paper presents an algorithm based on barrier functions for solving semi-infinite minimax problems which arise in an engineering design setting. The algorithm bear a resemblance to some of the current interior penalty function methods used to solve constrained minimization problems. Global convergence is proven, and numerical results are reported which show that the algorithm is exceptionally robust, and that its performance is comparable, while its structure is simple than that of current first-order-minimax algorithms.
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页码：155 / 176
页数：22
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