converting a maximin problem to a minimax problem

frege

New member
Joined
Aug 17, 2005
Messages
3
Hi

I am trying to solve the following problem :

(1) max_{x in X} min_{y in Y} f(x,y)

I need to convert (1) to a minimax problem for some algorithm, i.e. of type

min max g(x,y), where g(x,y) contains f(x,y). Here is my solution :

A. If we start from the outer layer in (1), since min h = -max -h, we
get

-min_{x in X} - min_{y in Y} f(x,y)

B. We now convert the inner problem to a max problem, so we get

(2) -min_{x in X} max_{y in Y} -f(x,y)

Is (2) the minimax problem of the maximin problem (1) ? i.e. do they
have the same optimal solution and optimal objective function value ?

-frege
 
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