Non-linear minimax optimization as a sequence of leastpth optimization with finite values ofp
作者:
C. CHARALAMBOUS,
J. W. BANDLER,
期刊:
International Journal of Systems Science
(Taylor Available online 1976)
卷期:
Volume 7,
issue 4
页码: 377-391
ISSN:0020-7721
年代: 1976
DOI:10.1080/00207727608941924
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Following developments in non-linear leastpth optimization by the authors it is possible to derive two new methods of non-linear minimax optimization. Unlike the Polya algorithm in which a sequence of leastpth optimizations asp→∞ is taken our methods do not require the value ofpto tend to infinity. Instead we construct a sequence of leastpth optimization problems with a finite value ofp. It is shown that this sequence will converge to a minimax solution. Two interesting minimax problems were constructed which illustrate some of the theoretical ideas. Further numerical evidence is presented on the modelling of a fourth-order system by a second-order model with values ofpvarying between 2 and 10 000.
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