eCite Digital Repository

A new computational method for the functional inequality constrained minimax optimization problem

Citation

Jiang, D and Teo, KL and Yan, WY, A new computational method for the functional inequality constrained minimax optimization problem, Computers & Mathematics with Applications, 33, (6) pp. 53-63. ISSN 0898-1221 (1997) [Refereed Article]

DOI: doi:10.1016/S0898-1221(97)00031-X

Abstract

In this paper, we consider a general class of functional inequality constrained minimax optimization problems. This problem is first converted into a semi-infinite programming problem. Then, an auxiliary cost function is constructed based on a positive saturated function. The smallest zero of this auxiliary cost function is equal to the minimal cost of the semi-infinite programming problem. However, this auxiliary cost function is nonsmooth. Thus, a smoothing function is introduced. Then, an efficient computational procedure is developed to estimate the smallest zero of this auxiliary cost function. Furthermore, an error bound is obtained to validate the accuracy of the approximate solution. For illustration, two numerical examples are solved using the proposed approach.

Item Details

Item Type:Refereed Article
Research Division:Mathematical Sciences
Research Group:Numerical and Computational Mathematics
Research Field:Optimisation
Objective Division:Information and Communication Services
Objective Group:Other Information and Communication Services
Objective Field:Information and Communication Services not elsewhere classified
Author:Jiang, D (Dr Danchi Jiang)
ID Code:44429
Year Published:1997
Web of Science® Times Cited:2
Deposited By:Engineering
Deposited On:2007-05-23
Last Modified:2011-09-30
Downloads:0

Repository Staff Only: item control page