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A cutting plane method for solving minimax problems in the complex plane

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Abstract

It is shown how the combined discretization and cutting plane method for general convex semi-infinite programming problems recently presented in [40] can be effectively implemented for the solution of minimax problems in the complex plane. In contrast to other approaches, the minimax problem does not have to be linearized. The performance of the algorithm is demonstrated by a number of highly accurate numerical examples.

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  1. Fachbereich Mathematik, Technische Universität Berlin, 1000, Berlin 12, Germany

    Rembert Reemtsen

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Communicated by M.H. Gutknecht

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Reemtsen, R. A cutting plane method for solving minimax problems in the complex plane. Numer Algor 2, 409–436 (1992). https://doi.org/10.1007/BF02139477

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