Nonsmooth Equations of K—T Systems for a Constrained Minimax Problem
摘要
Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to solve these systems of the nonsmooth equations. Thus a new approach to solving the constrained minimax problem is developed.
引用本文(GB/T 7714)
GaoYan. Nonsmooth Equations of K—T Systems for a Constrained Minimax Problem[J]. Acta Scientiarum Naturalium Universitatis Sunyatseni, 2003.
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