首页> 中文期刊> 《运筹学学报》 >不等式组与变分不等式的极大熵函数方法

不等式组与变分不等式的极大熵函数方法

         

摘要

利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题,给出了不等式组及变分不等式问题近似解的可微优化方法,得到了不等式组和变分不等式问题的解集合的示性函数.%An entropy function for inequalities and a Kullback entropy expression for the gap function of the variational inequality problem (VIP) are presented. The maximum entropy function approach for max-min problems is introduced to solve traditional inequalities.The solution of inequalities can be approached by getting the local minimum solution of a differentiable convex function optimization problem. The authors developed the concept of Shannon entropy function by employing prior distribution information and Kullback entropy concepts to obtain the maximum entropy function of the gap function for VIP.The VIP can also be solved by approaching differential optimization methods.

著录项

相似文献

  • 中文文献
  • 外文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号