A New Algorithm for Unconstrained Min-Max Optimization
A New Algorithm for Unconstrained Min-Max Optimization
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作者：
Wen Xinhui
本文构造了关于极大函数max{fi（x）}的新的微分逼近Vα-逼近.在此基础上证明了一类极大极小算法及其收敛性。最后给出了数值算例。结果表明，当问题为奇异问题时，该算法优于Madsen算法。
We have structured the new differential approximation, Vα-approximation, about the maximum function max{fi(x)}. On the basis of which the kind of minimax algorithms and its convergence are proved. Some numerical examples are tested. The results show that the algorithm is better than Madsen's algorithm when the problem is singular.