Abstract
Theoretical aspects of the programming problem of maximizing the minimum value of a set of linear functionals subject to linear constraints are explored. Solution strategies are discussed and an optimality condition is developed. An algorithm is also presented.
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This research was partially supported by the Management Research Center of the University of Wisconsin—Milwaukee.
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Posner, M.E., Wu, CT. Linear max-min programming. Mathematical Programming 20, 166–172 (1981). https://doi.org/10.1007/BF01589343
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DOI: https://doi.org/10.1007/BF01589343