Minimax Optimization

A continuous minimax optimisation problem can be written as:
minimax_01.gif
Its solution is a saddle point,which is illustrated in the following figure.
minimax_02.gif

Minimax problems widely exist in engineering design and management decision. Minimisation and/or maximisation problems can also be changed into dual minimax problems by introducing the Lagrangian penalty  function.

A general conjugate vector algorithm and a group coordinate method had been developed to solve continuous minimax problems.

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