An algorithm for minimax parameter optimization

✍ Scribed by J.E. Heller; J.B. Cruz Jr.

• Publisher: Elsevier Science
• Year: 1972
• Tongue: English
• Weight: 905 KB
• Volume: 8
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(72)90051-9

✦ Synopsis

Sunnnary--The minimization, with respect to a set of parameters, of the maximum, with respect to another set of parameters, of a scalar performance index is considered. An algorithm for generating a sequence with a limit point which satisfies a necessary condition for a minimax solution is presented. The algorithm is simple to implement, using only linear programming, quadratic programming, and onedimensional direct search. A geometric interpretation of the algurithm aids in the choice of iteration constants used for stopping criteria.

A minimax orbital transfer of an earth orbiting satellite is used to illustrate the algorithm. An active satellite is transferred from a circular orbit to an elliptical one so as to pass as closely as possible to a passive satellite in circular orbit. The initial position of the passive satellite is only known to lie in a given sector.