On the complexity of the exchange algorithm for minimax optimization problems |
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| Authors: | Zvi Drezner |
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| Affiliation: | (1) Department of Management Science, California State University, Fullerton, 92634 Fullerton, CA, USA |
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| Abstract: | We present an exchange algorithm for the solution of minimax optimization problems involving convex functions. For a certain class of functions, the complexity of this algorithm is shown to be either linear in the number of functions, or at least squared in that number. |
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| Keywords: | Minimax optimization complexity |
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