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Article information
2003 , Volume 8, ¹ 2, p.3-15
Li X., Pan S.
Solving the Finite Min-Max Problem Via an Exponential Penalty Method
This paper deals with a smoothing technique for the finite min-max problem, which is derived by applying an exponential penalty method to its equivalent nonlinear program. As a result, the original problem can be solved by unconstrained minimization of a smooth function. To be complete, we present a formal derivation for the exponential penalty functions and describe some important applications of the resulted smooth functions. Reported results are to demonstrate the simplicity and efficiency of proposed approach.
[full text] Classificator Msc2000:- *65K05 Mathematical programming
- 65K10 Optimization and variational techniques
- 90C47 Minimax problems
Keywords: minimax problem, computational scheme, smoothing technique
Author(s):
Li X
Office: Department of Engineering Mechanics, Dalian University of Technology
Address: China, Dalian
E-mail: pshcoral12@sina.com
Pan S
Office: Department of Engineering Mechanics, Dalian University of Technology
Address: China, Dalian
E-mail: pshcoral12@sina.com
Bibliography link:
Li X., Pan S. Solving the Finite Min-Max Problem Via an Exponential Penalty Method // Computational technologies. 2003. V. 8. ¹ 2. P. 3-15
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