 Development of modal interval algorithm for solving continuous minimax problemsXin Luo and Min Sun Applied Mathematics and Computation, 2022, vol. 422, issue C Abstract: While there are a large variety of effective methods developed for solving more traditional minimization problems, much less success has been reported in solving the minimax problem minu∈Umaxv∈Vf(u,v) where U×V is a fixed interval domain in Rn. Most of the existing work deal with a discrete V or even a finite V. Continuous minimax problems can be applied to engineering, finance, and other fields. Sainz in 2008 proposed a modal interval algorithm based on their semantic extensions to solve continuous minimax problems. We developed an improved algorithm using modal intervals to solve unconstrained continuous minimax problems. A new interval method is introduced by taking advantage of both the original minimax problem and its dual problem. After theoretical analysis of major issues, the new algorithm is implemented in the framework of uniform partition of the search domain. Various improvement techniques including more bisecting choices, sampling methods, and deletion conditions are applied to make the new method more powerful. Preliminary numerical results provide promising evidence of its effectiveness. Keywords: Continuous minimax; Modal interval; Maximin; Uniform partition (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:422:y:2022:i:c:s009630032200056x DOI: 10.1016/j.amc.2022.126970 Access Statistics for this article Applied Mathematics and Computation is currently edited by Theodore Simos More articles in Applied Mathematics and Computation from Elsevier |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.