A smoothing iterative method for the finite minimax problem
作者: J.K. LiuL. Zheng
作者单位: 1School of Mathematics and Statistics, Chongqing Three Gorges University, Chongqing, China
2Key Laboratory of Intelligent Information Processing and Control, Chongqing Three Gorges University, Chongqing, China
3Faculty of Information Technique, Macau University of Science and Technology, Macau, China
刊名: Journal of Computational and Applied Mathematics, 2020, Vol.374
来源数据库: Elsevier Journal
DOI: 10.1016/j.cam.2020.112741
关键词: Minimax problemSmoothing methodConjugate gradient methodGlobal convergence
原始语种摘要: Abstract(#br)In this paper, we proposed a smoothing iterative method to solve the finite minimax problems based on the exponential penalty function of Kort and Bertsekas (1972). This approach can be viewed as the extension of one conjugate gradient method. Under suitable conditions, the proposed method is globally convergent. Preliminary numerical results and comparisons show that the proposed method is effective and promising.
全文获取路径: Elsevier  (合作)

  • smoothing 平滑
  • minimax 极小极大
  • iterative 迭代
  • gradient 倾斜度
  • exponential 指数的
  • problem 题目
  • finite 有限的
  • convergence 汇合
  • method 方法
  • proposed 建议的