Abstract:
In this paper,an interval algorithm for a class of constrained discrete min-max-min Problem was described ,whose objective functions and constrained functions are in . Based on the analysis of interval, by constructing the interval extension of max-min function , region deletion test rules and introducing the interval Newton iterative method into the nondifferentiable optimization, an interval algorithm was established. The convergence of algorithm was proven and numerical results are presented. Theory and the numerical results show that the method is reliable and efficient.
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