求解无约束极大极小问题的光滑化不精确牛顿算法 |
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引用本文: | 路云龙.求解无约束极大极小问题的光滑化不精确牛顿算法[J].吉林林学院学报,2014(5):593-595. |
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作者姓名: | 路云龙 |
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作者单位: | 北华大学数学与统计学院,吉林吉林132033 |
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基金项目: | 吉林省科技发展计划项目(201215102) |
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摘 要: | 提出了求解无约束极大极小问题的光滑化不精确牛顿算法.该算法利用光滑凝聚函数近似不可微的极大值函数,从而得到目标函数的光滑近似,进而再利用不精确牛顿法求解光滑化后的可微的无约束优化问题.在一定的假设条件下,算法具有全局收敛性,初步的数值实验表明,算法是有效的.
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关 键 词: | 凝聚函数 不精确牛顿法 全局收敛性 |
A Smoothing Inexact Newton Algorithm for Solving Unconstrained Minimax Problem |
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Authors: | Lu Yunlong |
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Institution: | Lu Yunlong ( School of Mathematics and Statistics, Beihua University, Jilin 132033, China) |
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Abstract: | This paper presents a smoothing inexact Newton algorithm for solving unconstraint minimax problem.The new method uses aggregate function to approximate max-function,and uses inexact Newton method to solve the approximating smoothing unconstraint problem. Under some assumptions,global convergence of the algorithm is considered. Elementary numerical experiments show that the algorithm is effective. |
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Keywords: | aggregate function inexact Newton method global convergence |
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