【摘要】 研究了带约束连续型minimax问题的数值方法,其目标函数和约束函数都是Lipschitz连续的;建立了针对带约束连续型minimax问题的罚函数法,从而将其转化为无约束两层规划问题,并证明了算法的收敛性;最后,用无约束两层规划问题的区间算法进行求解,给出了数值算例.结果表明,该算法是可靠和有效的.更多还原

【Abstract】 A numerical method was studied to solve constrained continuous minimax problems with a Lipschitz continuous objective function and constrained functions. The penalty function method was built to transform a constrained continuous minimax algorithm into a bi-level programming problem, and the convergence of the algorithm was proved. At last, the unconstrained bi-level programming interval algorithm was applied to solve the problem, and numerical examples were given to show the efficiency and the reliability of this algorithm.更多还原