A New Algorithm for Unconstrained Min-Max Optimization
摘要
We have structured the new differential approximation, Vα-approximation, about the maximum function max{fi(x)}. On the basis of which the kind of minimax algorithms and its convergence are proved. Some numerical examples are tested. The results show that the algorithm is better than Madsen's algorithm when the problem is singular.
引用本文(GB/T 7714)
Wen Xinhui. A New Algorithm for Unconstrained Min-Max Optimization[J]. 系统科学与系统工程学报(英文版), 1993.
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