| minimax问题的广义共轭向量法 |
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| 引用本文： | 李建平,沈守范.minimax问题的广义共轭向量法[J].军械工程学院学报,1990(2). |
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| 作者姓名： | 李建平 沈守范 |
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| 作者单位： | 军械工程学院，华东工学院 |
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| 摘 要： | 本文按照共轭向量法的理论,针对非奇异对称矩阵提出了广义共轭向量的概念,并论述了它的三个重要性质(线性独立性、可寻驻点和可扩展性)。在此基础上,构造了极小极大(minimax)问题的广义共轭向量法。理论分析表明,该算法具有二次终止性质,且在每一维搜索时具有确定的寻优特征(求极小或求极大)。该算法为用拉格朗日乘子法求解数学规划提供了一个可能的途径。计算实例表明该算法是有效的。
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| 关 键 词： | 最优化 极小极大 数学规划 广义共轭 |
MINIMAX GENERAL CONJUGATE VECTOR METHOD |
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| Li Jianping,College of Ordnance EngineeringShen Shoufan,East China Institute of Technology.MINIMAX GENERAL CONJUGATE VECTOR METHOD[J].Journal of Ordnance Engineering College,1990(2). |
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| Authors: | Li Jianping College of Ordnance EngineeringShen Shoufan East China Institute of Technology |
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| Abstract: | This paper describes one of the charactors of an minimax problem in which objective function is a quadratic function. And according to this and the charactors of the general conjugate vector a efficient algorithm is established to solve minimax problem, which is called as minimax general conjugate vector method. If the objective function is quadratic, the addle-point of the function will be obtained in a fi- nite number of steps with this algorithm. Numerical calculations indicate that this algorithm is very ef- ficient to solve a classical Lagrange multipalier problem. |
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| Keywords: | mathematical program optimization minimax general conjugate |
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