Interval Algorithm for a Class of Continuous Minimax Problems

In this paper, based on D. X. Cao[Numerical Mathematics A Journal of Chinese Universities, 2002, 24(4): 359-365], an interval algorithm is developed for finding all global solutions of the unconstrained continuous minimax problems, in which the objective functions are C1 functions, by structuring the interval extension of the objection function and region deletion test rules, combining bisection rules. The convergence of the algorithm is proved. Numerical results of many typical test functions show that the algorithm is reliable and effective, and the proposed algorithm is better than D. X. Cao´s.