| Article ID: | iaor19951512 |
| Country: | Switzerland |
| Volume: | 23 |
| Issue: | 3 |
| Start Page Number: | 225 |
| End Page Number: | 238 |
| Publication Date: | Jan 1995 |
| Journal: | Engineering Optimization |
| Authors: | Templeman A.B., Chen G.J. |
| Keywords: | stochastic processes, programming: multiple criteria |
This paper presents further theoretical analysis and developments of entropy-based methods for mathematical programming. A new generalized multiplier function is given which approximates uniformly the maximum function, and from which the aggregate function is derived in a different way. Some new methods for minimax and constrained nonlinear programming problems are proposed. The convergence properties for these methods are discussed.