Monoextremal Representations of a Class of Minimax Problems

It is shown that minimax problems with convex-concave payoff and convex inequality constraints can be reduced to solving an equivalent constrained minimization problem. The objective function of the minimization problem is not convex, nor is the set of feasible solutions convex. Nevertheless, it is shown that any point which satisfies the first order necessary conditions for optimality must be a global minimum.

• 저널Management Science · 15(5) · 228–238
• 토픽Advanced Optimization Algorithms Research · Numerical Analysis
• DOI10.1287/mnsc.15.5.228
• 저자M. D. Canon