How to solve semi-infinitely constrained minimax optimization problem?

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siddhesh rane 2017-10-23

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https://ww2.mathworks.cn/matlabcentral/answers/362709-how-to-solve-semi-infinitely-constrained-minimax-optimization-problem

评论： siddhesh rane 2017-10-23

I am working on a problem which has semi-infinite constraint and objective function is minimax. How can I solve it in MATLAB? There are functions for solving semi-infinite constraint(fseminf) and minimax(fminimax) problem.

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siddhesh rane 2017-10-23

Hi @John, my last question was about how to find global optima for semi-infinite constraint problem. THis question is about new problem I ran into, as my objective function is minimax and constraints are semi-infinite,so I cant use both fseminf and fminimax function available in MATLAB.

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