Abstract
A discrete minimax problem is considered, and some applications are mentioned. A survey of algorithms for the solution of this problem is given. Particularly 2-stage-algorithms (developed by us, among others) using the Newton method to solve the optimality conditions are considered. Some of the mentioned algorithms are compared numerically by means of several examples.
Zusammenfassung
Es wird ein diskretes Minimax-Problem betrachtet und einige Anwendungsmöglichkeiten erwähnt. Ein Überblick über Algorithmen zur Lösung dieses Problems wird gegeben. Besonders betrachtet werden (u. a. von uns entwickelte) 2-Stufen-Algorithmen, die das Newtonverfahren zur Lösung der Optimalitätsbedingungen benutzen. Einige der erwähnten Algorithmen werden an Hand mehrerer Beispiele numerisch verglichen.
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Hornung, R. Discrete minimax problem: Algorithms and numerical comparisons. Computing 28, 139–154 (1982). https://doi.org/10.1007/BF02241819
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DOI: https://doi.org/10.1007/BF02241819