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最大最小问题的拟Topkis-Veinott方法
A QUASI-TOPKIS-VEINOTT METHOD FOR THE MINIMAX PROBLEMS
【摘要】 <正> 在求解约束非线性规划问题的可行方向法中,除熟知的Zoutendijk法外,Topkis-Veinott方法也是较有代表性的一种。它的方向子问题(对第k次迭代)是:
【Abstract】 In this paper, we generalized the Topkis-Yeinott method of the ordinary nonlinear programming to the minimax problem. It is known, that even if the cost function is differentiable and the accurate one-dimensional search algorithm is used, the original T-V method does not have the rate of linear convergence. In our improved method, however, we have proved the linear convergence under weaker conditions.
- 【文献出处】 高等学校计算数学学报 ,Numerical Mathematics A Journal of Chinese Universities , 编辑部邮箱 ,1980年01期
- 【被引频次】1
- 【下载频次】65