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 Semi-Infinite Minimax Problems
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论文类型:期刊论文
发表时间:2014-01-01
发表刊物:JOURNAL OF APPLIED MATHEMATICS
收录刊物:SCIE
ISSN号:1110-757X
摘要:Based on discretization methods for solving semi-infinite programming problems, this paper presents a spline smoothing Newton method for semi-infinite minimax problems. The spline smoothing technique uses a smooth cubic spline instead of max function and only few components in the max function are computed; that is, it introduces an active set technique, so it is more efficient for solving large-scale minimax problems arising from the discretization of semi-infinite minimax problems. Numerical tests show that the new method is very efficient.