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.