Article information

2003 , Volume 8, ¹ 2, p.3-15

Li X., Pan S.

Solving the Finite Min-Max Problem Via an Exponential Penalty Method

This paper deals with a smoothing technique for the finite min-max problem, which is derived by applying an exponential penalty method to its equivalent nonlinear program. As a result, the original problem can be solved by unconstrained minimization of a smooth function. To be complete, we present a formal derivation for the exponential penalty functions and describe some important applications of the resulted smooth functions. Reported results are to demonstrate the simplicity and efficiency of proposed approach.

[full text] Classificator Msc2000:
*65K05 Mathematical programming
65K10 Optimization and variational techniques
90C47 Minimax problems

Keywords: minimax problem, computational scheme, smoothing technique

Author(s):
Li X
Office: Department of Engineering Mechanics, Dalian University of Technology
Address: China, Dalian
E-mail: pshcoral12@sina.com

Pan S
Office: Department of Engineering Mechanics, Dalian University of Technology
Address: China, Dalian
E-mail: pshcoral12@sina.com


Bibliography link:
Li X., Pan S. Solving the Finite Min-Max Problem Via an Exponential Penalty Method // Computational technologies. 2003. V. 8. ¹ 2. P. 3-15
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