An algorithm for the global optimization of a class of continuous minimax problems
نویسندگان
چکیده
We propose an algorithm for the global optimization of continuous minimax problems involving polynomials. The method can be described as a discretization approach to the well known semi-infinite formulation of the problem. We 1 Financial support of EPSRC Grant GR/T02560/01 gratefully acknowledged. 2 Research Associate, Department of Computing, Imperial College, London, UK. 3 Professor, Department of Computing, Imperial College, London, UK.
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