A continous minimax optimisation problem can be written as:
Its solution is a saddle point,which is illustrated in the following figure.
Minimax problems widely exist in engineering design and management decision. Minimisation and/or maximisation problems can also be changed into dual minimax problems by introducing the Lagrangian penlity function.
A general conjugate vector algorithm and a group coordinate method had been developed to solve continoue minimax problems.
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