Indexed by:期刊论文
Date of Publication:2015-08-01
Journal:4th International Conference on Numerical Algebra and Scientific Computing (NASC)
Included Journals:SCIE、EI、CPCI-S、Scopus
Volume:93
Issue:1,SI
Page Number:145-158
ISSN No.:0022-0833
Key Words:Cubic spline; Finite minimax problem; Smoothing technique; Stabilized Newton method
Abstract:A spline smoothing stabilized Newton method for finite minimax problems is developed. The spline smoothing technique uses a smooth cubic spline instead of a max function, and, at any fixed point, only a few components of the max function are involved; i.e., it introduces an active set technique, so the proposed method is more efficient for minimizing the maximum function of a large number of complicated functions. Some numerical results comparisons with other methods are also given to show the efficiency of the new method.
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender:Male
Alma Mater:吉林大学
Degree:Doctoral Degree
School/Department:数学科学学院
Discipline:Computational Mathematics. Financial Mathematics and Actuarial Science
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