maximin optimization in matlab
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Can someone give me an idea on how to solve the following maximin optimization
$\max_{p_i} min_ {i} (w_i log_2(1+\frac{h_i p_i}{\sum_{j \neq i h_jp_j}+}+\sigma^2)-\lambda p_ig_i)$
$0 < p_i < \frac{\lambda}{h_i}(\frac{w_ih_i}{\lambda g_i}-\sum_{j \neq i }h_j p_j-\sigma^2)$
I have tried to solve only minimum function in matlab using fmincon, but I dont know how to solve a maximin optimization function.
1 个评论
Ameer Hamza
2018-5-2
MATLAB answer's text boxes do not support LATEX rendering. It is very difficult to understand your equation. It is better to attach a screenshot of the equation.
回答（1 个）
Torsten
2018-5-2
0 个投票
https://de.mathworks.com/matlabcentral/answers/91597-is-it-possible-for-fminimax-to-be-used-to-do-maximin-problems-in-matlab-7-8-r2009a
Best wishes
Torsten.
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2018-5-2
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