| 约束极大极小问题的光滑化方法 |
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| 引用本文： | 高岩.约束极大极小问题的光滑化方法[J].应用基础与工程科学学报,2005,13(1):87-92. |
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| 作者姓名： | 高岩 |
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| 作者单位： | 上海理工大学管理学院,上海,200093 |
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| 基金项目： | Theproject sponsoredbySRFforROCS,StateEducationMinistry,thekeyproject sponsoredbyShanghaiEducationCommittee(04EA01) |
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| 摘 要： | 基于Karush-Kuhn-Tucker最优性条件和Fischer-Burmeister非线性互补函数，建立了约束极大极小问题等价的非光滑无约束优化问题和等价的非光滑方程组．然后，利用光滑化方法求解这两个问题．
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| 关 键 词： | 极大极小问题 光滑化 无约束优化问题 非光滑方程组 非线性互补 最优性条件 等价 函数 求解 |
Smoothing Methods of Solving a Constrained Minimax Problem |
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| GAO Yan.Smoothing Methods of Solving a Constrained Minimax Problem[J].Journal of Basic Science and Engineering,2005,13(1):87-92. |
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| Authors: | GAO Yan |
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| Abstract: | Based on Karush-Kuhn-Tucker optimality condition, an equivalent system of nonsmooth equations and an equivalent unconstrained nonsmooth optimization for a constrained minimax problem are proposed by using the Fischer-Burmeister nonlinear complementarity problem function. Then, smoothing methods are established to solve them. |
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| Keywords: | nonsmooth optimization minimax problems smoothing methods |
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