An algorithm for minimax

An algorithm is proposed for computing an unconstrained minimax, based on differential equations with suitable stabilization terms. Methods for accelerating the convergence are discussed. For computing a constrained minimax, the augmented Lagrangian algorithm of Powell, Hestenes and Rockafellar is generalized to minimax, assuming the unconstrained minimax algorithm as a subroutine. An estimate of the convergence rate is obtained.