The Interval Maximum Entropy Method for the Discrete Minimax Problem of Nonlinear Equality Constrain
Subei Li · 2005
This paper is concerned with the interval algorithm for the discrete minimax of nonlinear equality constrain , in which the objective function and constrained function are all C1 function. This problem can be converted into an unconstrained optimized differential by means of maximum entropy function and penalty function. On the basis of general Krawczyk-Hansen Operator, the interval iteration of the constrained functions are established; the interval extension of maximum entropy function is discussed; convergence is proved; region deletion rules are supplied and the algorithm of interval maximum entropy has been set up. The method is proved to be reliable and efficient by numerical result.