An interval maximum entropy method for a discrete minimax problem (Q1126620)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An interval maximum entropy method for a discrete minimax problem |
scientific article |
Statements
An interval maximum entropy method for a discrete minimax problem (English)
0 references
18 February 1999
0 references
A method for minimizing a Lipschitz continuous maximum function over an \(n\)-dimensional interval is described. The method involves the construction of a sequence of majorizing functions using the maximum entropy function.
0 references
entropy function
0 references
interval maximum entropy method
0 references
discrete minimax problem
0 references
0 references
