A Feasible Trust Algorithm of Nonlinear Max-Min Problems
- Received Date: 2003-10-08
- Publish Date: 2004-08-15
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Key words:
- max-min problem /
- trust region algorithm /
- inequality constraints /
- convergence
Abstract: A feasible trust algorithm which used maxim-entropy methods, a class of max-min problems with nonlinear constraints turn into nonlinear programming problems with inequality constraints is proposed. The algorithm which resolve general max-min problems is global convergent. Preliminary numerical experiments show that the proposed algorithm is effective.
Citation: | Chen Huafu, Niu Hai. A Feasible Trust Algorithm of Nonlinear Max-Min Problems[J]. Journal of University of Electronic Science and Technology of China, 2004, 33(4): 468-470. |