Based on the the characteristics of maximal function, the algorithm for solving Min- max problem was researched in this paper. A new differential approximation function for the nondifferentiability of the objection function was also constructed. At s...
Based on the the characteristics of maximal function, the algorithm for solving Min- max problem was researched in this paper. A new differential approximation function for the nondifferentiability of the objection function was also constructed. At same time, the property of the new differential approximation function is discussed and the processes of proves show that using the new approximation function to solve the nonlinear unconstrained min-max problem is feasible and effective. The preliminary numerical example shows that the algorithm is effective, and that have a large of convergence characteristics.