| Nonsmooth Equations of K-T Systems for a Constrained Minimax Problem |
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| 引用本文： | 高岩. Nonsmooth Equations of K-T Systems for a Constrained Minimax Problem[J]. 系统工程与电子技术(英文版), 2003, 14(2) |
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| 作者姓名： | 高岩 |
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| 作者单位： | Gao Yan School of Management，University of Shanghai for Science and Technology，Shanghai 200093，P. R. China |
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| 基金项目： | ThisprojectwassupportedbytheFoundationofUniversityofShanghaiforScienceandTechnology . |
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| 摘 要： | 1 .INTRODUCTIONTheconstrainedminimaxproblemplaysanimportantroleinoptimizationsinceithasmanyapplicationsinengineering,systemanalysis,managementscienceandsoon .Therearemanypublicationsdealingwiththisproblem .Inthepresentpaper,weintendtoex plorethenonsmoothequationapproachtosolvetheconstrainedminimaxproblem (P2 )below .Thatis,wefirsttransformthisproblemintoanequivalentsystemofthenonsmoothequation ,thenusegeneral izedNewtonmethodstosolvethenonsmoothequa tion .Wenowconsiderthenonlinear progra…
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Nonsmooth Equations of K-T Systems for a Constrained Minimax Problem |
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| Gao Yan School of Management,University of Shanghai for Science and Technology,Shanghai ,P. R. China. Nonsmooth Equations of K-T Systems for a Constrained Minimax Problem[J]. Journal of Systems Engineering and Electronics, 2003, 14(2) |
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| Authors: | Gao Yan School of Management University of Shanghai for Science Technology Shanghai P. R. China |
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| Affiliation: | School of Management, University of Shanghai for Science and Technology, Shanghai 200093, P. R. China |
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| Abstract: | Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to solve these systems of the nonsmooth equations. Thus a new approach to solving the constrained minimax problem is developed. |
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| Keywords: | Optimization Minimax problems Nonsmooth equations Generalized Newton methods. |
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