The aim of this article is to discuss an asymptotic approximation model and its convergence for the minimax semi-infinite programming problem. An asymptotic surrogate constraints method for the minimax semi-infinite p...The aim of this article is to discuss an asymptotic approximation model and its convergence for the minimax semi-infinite programming problem. An asymptotic surrogate constraints method for the minimax semi-infinite programming problem is presented by making use of two general discrete approximation methods. Simultaneously, the consistence and the epi-convergence of the asymptotic approximation problem are discussed.展开更多
We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method ...We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method to update the sample density functions. We also prove the asymptotic convergence of this algorithm, and report some numerical results to illuminate its effectiveness.展开更多
基金Supported by the National Key Basic Research Special Fund(2003CB415200)the National Science Foundation(70371032 and 60274048)the Doctoral Foundation of the Ministry of Education(20020486035)
文摘The aim of this article is to discuss an asymptotic approximation model and its convergence for the minimax semi-infinite programming problem. An asymptotic surrogate constraints method for the minimax semi-infinite programming problem is presented by making use of two general discrete approximation methods. Simultaneously, the consistence and the epi-convergence of the asymptotic approximation problem are discussed.
基金Project supported by the National Natural Science Foundation of China (No.10671117)Shanghai Leading Academic Discipline Project (No.J050101)the Youth Science Foundation of Hunan Education Department of China (No.06B037)
文摘We propose a stochastic level value approximation method for a quadratic integer convex minimizing problem in this paper. This method applies an importance sampling technique, and make use of the cross-entropy method to update the sample density functions. We also prove the asymptotic convergence of this algorithm, and report some numerical results to illuminate its effectiveness.
