Finding the exact lower estimate of the maximin of a minimum function on a polyhedron of connected variables

摘要

The maximin of a function being the minimum function of a sum of two bilinear functions with one and the same first vector argument belonging to a polyhedron is considered on a polyhedron of connected variables forming two second vector arguments of the bilinear functions. It is shown that finding the exact lower estimate of this maximin is reducible to solving a quadratic programming problem.