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On the complexity of the exchange algorithm for minimax optimization problems

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Abstract

We present an exchange algorithm for the solution of minimax optimization problems involving convex functions. For a certain class of functions, the complexity of this algorithm is shown to be either linear in the number of functions, or at least squared in that number.

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Authors and Affiliations

  1. Department of Management Science, California State University, Fullerton, 92634, Fullerton, CA, USA

    Zvi Drezner

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  1. Zvi Drezner
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Drezner, Z. On the complexity of the exchange algorithm for minimax optimization problems. Mathematical Programming 38, 219–222 (1987). https://doi.org/10.1007/BF02604643

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  • DOI: https://doi.org/10.1007/BF02604643

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