Solving Constrained Minmax Problem viaNonsmooth Equations Method

摘要：

This paper explores the nonsmooth equation methods for solving the constrained minmax problem.A new nonsmooth equation model of constrained minmax problem is derived.The generalized Newton method is applied for solving this system of nonsmooth equation system.This paper establishes a new algorithm for solving constrained minmax problem.The local superlinear and quadratic convergences of the algorithm are discussed.

关键词： Nonsmooth equations Generalized Newton method Nonsmooth Optimization Minmax problem

作者: Caihong Ji

作者单位: School of Economics,Beijing Technology and Business University,Beijing 100037,China

会议类型: 国际会议

会议名称: 2008 International Conference on System Management(2008年系统管理学术研讨会)(2008 CSM)

会议地点: 上海

会议语种:英文

页码: 48-53

在线出版日期: 2008-05-30（万方平台首次上网日期，不代表论文的发表时间）