Minimax problem is a kind of important optimization problems.
极小极大问题是一类重要的非光滑优化问题。
Minimax problem is a sort of non-differentiable optimization problem and the entropy function method provides a efficient approach to solve such kind of problems.
极大极小问题是一类不可微优化问题,熵函数法是求解这类问题的一种有效算法。
In the framework of modern financial theory, the concept and method of minimax design (or worst-case optimization) are proposed for the problem of portfolio choice.
在现代金融理论的基本框架下,提出了证券选择的极大极小设计(即最差情况最优化)的概念与方法。
A method for solving minimax problem is presented, which also can be used to solve linear or constrained optimization problems.
提出了一类解极小极大问题的熵函数法,这种方法也可用来解线性或约束优化问题。
The convex optimization algorithm was used to get the minima upper bound of performance cost and parameter of optimal minimax controller.
引入凸优化算法,求解使闭环系统渐近稳定且性能指标上界最小的最优控制器参数。
The convex optimization algorithm was used to get the minima upper bound of performance cost and parameter of optimal minimax controller.
引入凸优化算法,求解使闭环系统渐近稳定且性能指标上界最小的最优控制器参数。
应用推荐