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本文从数值计算的角度对求解多目标ｍｉｎｉｍａｘ问题的一种有效的逼近方法：极大熵方法进行了研究．对逼近问题用多目标决策的交互式可行方向法求解，用Ｃ语言编制了算法的计算程序并在３８６微机上对许多问题做了试算．数值结果表明：本文算法具有计算速度快、精度高、适用范围广且易于理解和使用等优点．
In this paper, an efficient approximation method for solving the multi-objective minimax problem is studied numerically: the maximum entropy method. We use the interactive feasible direction method to solve the approximation problem with multi-objective decision-making. The algorithm of the algorithm is compiled in C language and many problems are solved on the 386 microcomputer. The numerical results show that the proposed algorithm has the advantages of fast calculation, high precision, wide range of applications and easy to understand and use.