Computational aspects of general minimax optimization
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Abstract
With an optimization problem of minimax type, we associate another problem which is, in turn, of maxmin type. We show 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.
Key words
optimality conditions Chebyshev approximation exchange algorithm minimax theoremPreview
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References
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