On the Validity of a Nonlinear Programming Method for Solving Minimax Problems.

摘要

The minimization of a function which is the maximum of a finite number of smooth but nonlinear functions is considered. It is well-known that the minimax problem of this type connects naturally to a nonlinear program. Through this connection, the effective quasi-Newton method becomes applicable. It is shown that this approach is valid and the resulting method has global convergence properties. (Author)