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Min-Max-Min问题的区间极大熵算法
引用本文:陈月霞,孙明杰,褚廷湘.Min-Max-Min问题的区间极大熵算法[J].黑龙江科技学院学报,2007,17(5):397-402.
作者姓名:陈月霞  孙明杰  褚廷湘
作者单位:1. 中国矿业大学,理学院,江苏,徐州,221116
2. 中国矿业大学,能源学院,江苏,徐州,221116
摘    要:讨论了目标函数和约束函数都是一阶连续可微的离散Min-Max-Min问题.利用罚函数法和极大熵函数思想将问题转化为无约束可微优化问题,构造了极大熵函数的区间扩张并证明了它的收敛性,给出了无解区域删除原则,建立了区间极大熵算法,理论证明和实例计算表明算法是可靠和有效的.

关 键 词:Min-Max-Min问题  罚函数  区间算法  极大熵函数  优化问题  区间扩张  极大熵算法  problem  discrete  constrained  algorithm  计算表  理论证明  删除原则  区域  无解  收敛性  极大熵函数  构造  连续可微  无约束  转化  函数思想  罚函数法
文章编号:1671-0118(2007)05-0397-06
修稿时间:2007-05-30

Interval maximum-entropy algorithm for a constrained discrete Min-Max-Min problem
CHEN Yuexia,SUN Mingjie,CHU Tingxiang.Interval maximum-entropy algorithm for a constrained discrete Min-Max-Min problem[J].Journal of Heilongjiang Institute of Science and Technology,2007,17(5):397-402.
Authors:CHEN Yuexia  SUN Mingjie  CHU Tingxiang
Institution:1. College of Sciences, China University of Mining and Technology;2. School of Enengy and Safety, China University of Mining and Technology, Xuzhou 221116, China
Abstract:This paper discusses a discrete Min-Max-Min problem, whose objective functions and con- strained functions are in C1 functions. Based on the penalty function methods and the idea of the maximum-entropy function, the paper introduces the transformation of this problem into unconstrained differentiable optimization one and the construction of the interval extensions of the maximum-entropy functions. The paper proves relevant properties and provides the region deletion test rules. The paper highlights the design of an interval maximum-entropy algorithm. Theory and numerical results show that the method is reliable and efficient.
Keywords:Min-Max-Min problem  penalty function  interval algorithm  maximum-entropy function
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