Computational aspects of general minimax optimization

Computational aspects of general minimax optimization

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Article ID: iaor19952272
Country: Germany
Volume: 40
Start Page Number: 219
End Page Number: 227
Publication Date: Jun 1994
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

With an optimization problem of minimax type, the paper associates another problem which is, in turn, of maxmin type. It shows that both the problems are equivalent in a sense and they have the same optimal value. The results obtained here are intimately related to Chebyshev (or uniform) approximation theory.

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