个人信息Personal Information
教授
博士生导师
硕士生导师
性别:男
毕业院校:吉林大学
学位:博士
所在单位:数学科学学院
学科:计算数学. 金融数学与保险精算
电子邮箱:yubo@dlut.edu.cn
A spline smoothing Newton method for finite minimax problems
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论文类型:期刊论文
发表时间:2015-08-01
发表刊物:4th International Conference on Numerical Algebra and Scientific Computing (NASC)
收录刊物:SCIE、EI、CPCI-S、Scopus
卷号:93
期号:1,SI
页面范围:145-158
ISSN号:0022-0833
关键字:Cubic spline; Finite minimax problem; Smoothing technique; Stabilized Newton method
摘要: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.