| 对偶算法的进一步研究 |
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| 引用本文： | HeSuxiang HanHua. 对偶算法的进一步研究[J]. 高校应用数学学报(英文版), 2005, 20(2): 243-251. DOI: 10.1007/s11766-005-0057-x |
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| 作者姓名： | HeSuxiang HanHua |
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| 作者单位： | SchoolofScience,WuhanUniversityofTechnology,Wahan430070,China |
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| 基金项目： | theDoctorialScienceResearchFoundationofWuhanUniversityofTechnology. |
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| 摘 要： | The dual algorithm for minimax problems is further studied in this paper. The resulting theoretical analysis shows that the condition number of the corresponding Hessian of the smooth modified Lagrange function with changing parameter in the dual algorithm is proportional to the reciprocal of the parameter,which is very important for the efficiency of the dual algorithm. At last ,the numerical experiments are reported to validate the analysis results.
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| 关 键 词： | 对偶算法 最大优化问题 光滑修正拉格朗日函数 参数变化 运筹学 |
| 收稿时间： | 2004-10-11 |
Further study on a dual algorithm |
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| He Suxiang,Han Hua. Further study on a dual algorithm[J]. Applied Mathematics A Journal of Chinese Universities, 2005, 20(2): 243-251. DOI: 10.1007/s11766-005-0057-x |
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| Authors: | He Suxiang Han Hua |
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| Affiliation: | (1) School of Science, Wuhan University of Technology, 430070 Wahan, China |
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| Abstract: | The dual algorithm for minimax problems is further studied in this paper.The resulting theoretical analysis shows that the condition number of the corresponding Hessian of the smooth modified Lagrange function with changing parameter in the dual algorithm is proportional to the reciprocal of the parameter,which is very important for the efficiency of the dual algorithm.At last,the numerical experiments are reported to validate the analysis results. |
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| Keywords: | dual algorithm smooth modified Lagrange function condition number numerical result. |
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