Method for global minimax optimization in continuous space

Описание

Тип публикации: статья из журнала

Год издания: 2007

Ключевые слова: Algorithms for minimax optimization, Continuous multiextreme function, Global minimax optimization, Adaptive algorithms, Convergence of numerical methods, Continuous spaces, Continuous variables, High-precision, High-velocity, Limited space, Mini-Max, Minimax optimization, Numerical examples, Saddle points, Step-by-step, Valued function, Global optimization

Аннотация: The formulas for computation of a position of a global saddle point (minimax) of limited single-valued function of many continuous variables in limited space are obtained. The practically realizable algorithms of step by step searching for a minimax point with adaptive recalculation of searching area are constructed. On numerical eПоказать полностьюxamples the high velocity of convergence of algorithms and high precision locating of a global minimax are shown.

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Издание

Журнал: Advances in Modelling and Analysis A

Выпуск журнала: Vol. 44, Is. 1-2

Номера страниц: 46-65

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