An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems
文献类型：期刊论文
| 作者 | Polak, E.1; Womersley, R. S.2; Yin, H. X.3 |
| 刊名 | Journal of optimization theory and applications
 |
| 出版日期 | 2008-08-01 |
| 卷号 | 138期号:2页码:311-328 |
| 关键词 | Minimax problems Log-sum-exponential smoothing Active set strategies |
| ISSN号 | 0022-3239 |
| DOI | 10.1007/s10957-008-9355-9 |
| 通讯作者 | Polak, e.(polak@berkeley.edu) |
| 英文摘要 | We present a new active-set strategy which can be used in conjunction with exponential (entropic) smoothing for solving large-scale minimax problems arising from the discretization of semi-infinite minimax problems. the main effect of the active-set strategy is to dramatically reduce the number of gradient calculations needed in the optimization. discretization of multidimensional domains gives rise to minimax problems with thousands of component functions. we present an application to minimizing the sum of squares of the lagrange polynomials to find good points for polynomial interpolation on the unit sphere in r(3). our numerical results show that the active-set strategy results in a modified armijo gradient or gauss-newton like methods requiring less than a quarter of the gradients, as compared to the use of these methods without our active-set strategy. finally, we show how this strategy can be incorporated in an algorithm for solving semi-infinite minimax problems. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| WOS类目 | Operations Research & Management Science ; Mathematics, Applied |
| 语种 | 英语 |
| WOS记录号 | WOS:000257226500012 |
| 出版者 | SPRINGER/PLENUM PUBLISHERS |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2388083 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Polak, E. |
| 作者单位 | 1.Univ Calif Berkeley, Dept Elect Engn & Comp Sci, Berkeley, CA 94720 USA 2.Univ New S Wales, Sch Math, Sydney, NSW, Australia 3.Chinese Acad Sci, Grad Sch, Dept Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Polak, E.,Womersley, R. S.,Yin, H. X.. An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems[J]. Journal of optimization theory and applications,2008,138(2):311-328. |
| APA | Polak, E.,Womersley, R. S.,&Yin, H. X..(2008).An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems.Journal of optimization theory and applications,138(2),311-328. |
| MLA | Polak, E.,et al."An algorithm based on active sets and smoothing for discretized semi-infinite minimax problems".Journal of optimization theory and applications 138.2(2008):311-328. |
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来源：中国科学院大学
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