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论文类型：会议论文

发表时间：2012-06-23

收录刊物：EI、Scopus

页面范围：256-260

摘要：An exact method for solving the problem of minimizing the maximum of a finite number of functions consists of solving a sequence of subproblems when quadratic approximations to the functions are employed in the determination of a search direction. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study truncated methods for solving the minimax problem. In such a truncated method, the subproblems and quadratic subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact method are established. The numerical results show that this method is efficient. ? 2012 IEEE.