An Effective Algorithm for Nonlinear Constraint Max-min Problems
- Received Date: 2000-12-05
- Publish Date: 2001-06-15
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Key words:
- max-min problem /
- gradient projection /
- maxi-entropy /
- convergence
Abstract: In this paper, a gradient projection algorithm using maxim-entropy methods is analyzed and a class of max-min problems with nonlinear constraints are changed into nonlinear programming problems with inequality and equality constra. The algorithm which resolves general max-min problems is global convergent. Preliminary numerical experiments show that the proposed algorithm is effective.
Citation: | Tian Yixiang, Chen Huafu. An Effective Algorithm for Nonlinear Constraint Max-min Problems[J]. Journal of University of Electronic Science and Technology of China, 2001, 30(3): 316-319. |