MaxMin

From Glossary

Jump to: navigation, search

(or maximin). The objective is, itself, the value of another mathematical program:

LaTeX: f(x) = \inf \{ f(x, y): y \in Y(x),\, g(x, y) \ge 0,\, h(x, y) = 0\}.

Then, the objective is to maximize f(x) (on some feasible region).


Views
Personal tools