于波

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

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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.