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Linearization method for continuous min-max problem

✍ Scribed by V. M. Panin

Publisher
Springer US
Year
1981
Tongue
English
Weight
326 KB
Volume
17
Category
Article
ISSN
1573-8337

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For a min-max problem in the form of minxEx maxtET {A(X)}, the nondi\_fferentiability of the max function F(x) --maxtET {ft(x)} presents special difficulty in finding optimal solutions. We show that an entropic regularization procedure can provide a smooth approximation Fp(x) that uniformly converge