A smoothing iterative method for the finite minimax problem

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:374

Article

Liu, J. K.^1,2  Zheng, L.³ 

[1] Chongqing Three Gorges Univ, Sch Math & Stat, Chongqing, Peoples R China

[2] Chongqing Three Gorges Univ, Key Lab Intelligent Informat Proc & Control, Chongqing, Peoples R China

[3] Macau Univ Sci & Technol, Fac Informat Tech, Macau, Peoples R China

关键词: Minimax problem;    Smoothing method;    Conjugate gradient method;    Global convergence;   

DOI  :  10.1016/j.cam.2020.112741

来源: Elsevier

【 摘 要 】

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. (C) 2020 Elsevier B.V. All rights reserved.

【 授权许可】

Free