๐”– Bobbio Scriptorium
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Polyextremal principles and separably-infinite programs

โœ Scribed by A. Charnes; P. R. Gribik; K. O. Kortanek


Publisher
Springer
Year
1980
Tongue
English
Weight
915 KB
Volume
24
Category
Article
ISSN
0340-9422

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Separably-infinite programs
โœ A. Charnes; P. R. Gribik; K. O. Kortanek ๐Ÿ“‚ Article ๐Ÿ“… 1980 ๐Ÿ› Springer ๐ŸŒ English โš– 441 KB
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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