A COMPUTATIONAL ALGORITHM FOR MINIMAX PROBLEMS WITH CONSTRAINTS

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概要

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• In this paper we propose an interior penalty method to solve a minimax problem with inequality and equality constraints. The constrained minimax problem is replaced by a sequence of unconstrained approximate minimax problems. It is shown that the sequence of solutions of unconstrained approximation problems exists and converges to the solution of original constrained minimax problem.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Sasai Hitoshi

  Yokohama National University

関連論文

• A COMPUTATIONAL ALGORITHM FOR MINIMAX PROBLEMS WITH CONSTRAINTS

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