Solution of minimax problems using equivalent differentiable functions

Research output: Contribution to journalArticlepeer-review


A method is proposed for the solution of minimax optimization problems in which the individual functions involved are convex. The method consists of solving a problem with an objective function which is the sum of high powers or strong exponentials of the separate components of the original objective function. The resulting objective function, which is equivalent at the limit to the minimax one, is shown to be smooth as well as convex. Any efficient nonlinear programming method can be utilized for solving the equivalent problem. A number of examples are discussed.

Original languageEnglish
Pages (from-to)1165-1169
Number of pages5
JournalComputers and Mathematics with Applications
Issue number12
StatePublished - Dec 1985


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