【摘要】 对于有不等式约束的极大极小优化问题,本文构造了一个修正的Lagrangian函数并分析了其在一般条件下的性质,建立了与之对应的修正Lagrangian算法.最后对文献中的几个问题给出了数值计算结果验证了算法.更多还原

【Abstract】 This paper constructs a modified Lagrangian function for minimax problems with inequality constraints and analyzes its properties under usual conditions. Based on the theoretical properties of the modified Lagrangian function, a corresponding algorithm is established. The numerical results are reported to show the validity of the algorithm.更多还原