A cutting plane method for solving minimax problems in the complex plane |
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Authors: | Rembert Reemtsen |
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Affiliation: | (1) Fachbereich Mathematik, Technische Universität Berlin, 1000 Berlin 12, Germany |
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Abstract: | It is shown how the combined discretization and cutting plane method for general convex semi-infinite programming problems recently presented in 40] can be effectively implemented for the solution of minimax problems in the complex plane. In contrast to other approaches, the minimax problem does not have to be linearized. The performance of the algorithm is demonstrated by a number of highly accurate numerical examples. |
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Keywords: | AMS(MOS) 65D15 65E05 41A45 41A50 90C25 90C50 |
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