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Adjustable entropy method for solving convex inequality problem
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作者 Wang Ruopeng 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第5期1111-1114,共4页
To solve the inequality problem, an adjustable entropy method is proposed. An inequality problem can be transformed into a minimax problem which is nondifferentiable; then an adjustable entropy is used to smooth the m... To solve the inequality problem, an adjustable entropy method is proposed. An inequality problem can be transformed into a minimax problem which is nondifferentiable; then an adjustable entropy is used to smooth the minimax problem. The solution of inequalities can be approached by using a BFGS algorithm of the standard optimization method. Some properties of the new approximate function are presented and then the global convergence are given according to the algorithm. Two numerical examples illustrate that the proposed method is efficient and is superior to the former ones. 展开更多
关键词 operational research OPTIMIZATION adjustable entropy function minimax problem inequality problem.
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