max min optimization using inbuilt MATLAB function fminimax

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Ritaj Chandra Dey
Ritaj Chandra Dey 2019-3-28
编辑： Catalytic 2019-3-28
How to use fminimax in the max-min optimization? I am confused with the outside negative sign that has to be incorporated in min-max formulation such that max-min optimization problem can be solved using "fminimax". How to include the outside negative sign in my code? The inside negative sign can be taken care of by making the cost function negative. But what about the outside negative sign, how to include that in the code?

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回答（1 个）

Catalytic
Catalytic 2019-3-28
编辑：Catalytic 2019-3-28
The outside negative sign only matters if you care about calculating the optimal fval
[x,fval] = fminimax(------)
fval=-fval;
and not just the optimal x.
  2 个评论
Ritaj Chandra Dey
Ritaj Chandra Dey 2019-3-28
Thank you for the reply. You mean to say that if I only intend to find optimal x then outside negative sign can be removed.
Catalytic
Catalytic 2019-3-28
编辑：Catalytic 2019-3-28
I'm saying that if you only intend to find the optimal x, then the inside negative sign is all that matters.

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