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总览 评价 陈月霞 * ( 中国矿业大学数学系; ) 摘要: 本文给出了一种目标函数和约束函数都是二阶连续可微函数的带约束的离散min-max-min问题的数值解法。利用区间分析方法,构造了max-min函数的区间扩张和无解区域删除原则,并将区间Newton方法引入了这类
陈月霞*
(
中国矿业大学数学系; )
摘要:
本文给出了一种目标函数和约束函数都是二阶连续可微函数的带约束的离散min-max-min问题的数值解法。利用区间分析方法,构造了max-min函数的区间扩张和无解区域删除原则,并将区间Newton方法引入了这类特殊的不可微优化问题中,建立了区间算法,证明了算法的收敛性,给出了数值算例。理论证明和实例计算表明算法是可靠的和有效的。
关键词:
min-max-min问题;区间算法;区间Newton法
Chen Yuexia*
(
Department of Math, China University of Mining and Technology; )
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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