AN INTERVAL MAXIMUM-ENTROPY METHOD FOR A DISCRETE MINIMAX PROBLEM

Authors
SHEN ZH HUANG ZY WOLFE MA
Citation
Zh. Shen et al., AN INTERVAL MAXIMUM-ENTROPY METHOD FOR A DISCRETE MINIMAX PROBLEM, Applied mathematics and computation, 87(1), 1997, pp. 49-68
Citations number
16
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics and computation → ACNP
ISSN journal
00963003
Volume
87
Issue
1
Year of publication
1997
Pages
49 - 68
Database
ISI
SICI code
0096-3003(1997)87:1<49:AIMMFA>2.0.ZU;2-I
Abstract
An interval method for a discrete minimax problem is described, in whi ch the constituent objective functions are Lipschitz continuous but no t differentiable. A pseudocode Fortran 90 algorithm is described, and numerical results from a Fortran 90 implementation of the algorithm ar e presented. (C) Elsevier Science Inc., 1997.