From: <ms...@an...> - 2017-12-01 16:51:08
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I'm trying to solve a minimax problem - given an objective function of some variables X_i and Y_i, find values of the X_i to minimize the maximum of the objective given those X_i and any Y_i. I expect to be able to get reasonable results on this in a fairly straightforward way with ic and branch_and_bound, simply nesting the max inside the min. But is there anything specific I should be watching out for? Non-obvious techniques specific to this problem that make it work better? Previous work on minimax optimization in ECLiPSe, or anything like that? -- Matthew Skala ms...@an... People before principles. http://ansuz.sooke.bc.ca/ |