有约束极大极小优化问题的修正Lagrangian算法

有约束极大极小优化问题的修正Lagrangian算法 Modified Lagrangian Function Algorithm for Constrained Minimax Problems 邓艳芳 DENG Yanfang 1 2 first-author 童恒庆 TONG Hengqing 1 2 贺素香 HE Suxiang 1 2 武汉理工大学理学院 武汉理工大学理学院 School of Science, Wuhan University of Technology School of Science, Wuhan University of Technology 武汉理工大学理学院,湖北,武汉,430070 武汉理工大学理学院,湖北,武汉,430070 对于有不等式约束的极大极小优化问题,本文构造了一个修正的Lagrangian函数并分析了其在一般条件下的性质,建立了与之对应的修正Lagrangian算法.最后对文献中的几个问题给出了数值计算结果验证了算法. This paper constructs a modified Lagrangian function for minimax problems with inequality constraints and analyzes its properties under usual conditions. Based on the theoretical properties of the modified Lagrangian function, a corresponding algorithm is established. The numerical results are reported to show the validity of the algorithm. 修正Lagrangian函数 修正Lagrangian算法 约束极大极小优化问题 modified Lagrangian function modified Lagrangian function algorithm constrained minimax problems O224 国家自然科学基金资助项目（30570611） 2008-01-01 2021-04-01 1