一类连续型minimax问题的区间算法
首发时间:2009-05-27
摘要:本文在曹德欣[高等学校计算数学学报,2002,24(4):359-365]的基础上研究由一阶连续可微函数构成的连续型minimax问题的区间解法.通过构造目标函数的区间扩张和无解区域删除原则,结合区域二分法,提出了求解 一阶连续可微函数构成的无约束连续型minimax问题的区间算法,证明了算法的收敛性.数值结果表明该算法是可靠和有效的,优于曹德欣提出的算法.
关键词: 连续minimax问题 区间算法 区间扩张 区间删除原则
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Interval Algorithm for a Class of Continuous Minimax Problems
Abstract:In this paper, based on Cao Dexin[Numerical Mathematics A Journal of Chinese Universities, 2002, 24(4): 359-365], an interval algorithm is developed for finding all global solutions of the unconstrained continuous minimax problems, in which the objective functions are C1, by structuring the interval extension of the objection function and region deletion test rules, combining bisection rules. The convergence of the algorithm is proved. Numerical results of many typical test functions show that the algorithm is reliable and effective, and the proposed algorithm is better than Cao Dexin\
Keywords: continuous minimax problem interval algorithm interval expansion region deletion test rules
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