On Minimization of Max-Min Functions [chapter]

A.M. Bagirov, A.M. Rubinov
Applied Optimization  
In this paper different classes of unconstrained and constrained minimization problems with max-min objective and/or constraint functions are studied. First we consider simple problems with the max-min objective function, where the explicit description of all local minimizers is given. Then we discuss the application of the cutting angle and discrete gradient methods as well as a special penalization method for solving constrained problems. We report the results of preliminary numerical experiments.
doi:10.1007/0-387-24255-4_1 fatcat:gthzdjlgjzaptbbzpvzxavbdvu