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A linear max-min problem. (English) Zbl 0276.90053


MSC:

91A05 2-person games
90C30 Nonlinear programming
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References:

[1] M. Balinski, ”An algorithm for finding all vertices of a convex polyhedral set”,SIAM Journal 9 (1) (1961) 72–88. · Zbl 0108.33203
[2] C.A. Burdet, ”Deux modèles de minimisation d’une fonction économique concave”, R.I.R.O. No. V-1-1970 (1970) 79–84. · Zbl 0205.22502
[3] A.V. Cabot, ”Variations on a cutting plane method for solving concave minimization problems with linear constraints”, Indiana University (1972). · Zbl 0348.90131
[4] J.M. Danskin,The theory of max–min (Springer, Berlin, 1967). · Zbl 0154.20009
[5] H. Konno, ”Bilinear programming: Part I. Algorithm for solving bilinear programs”, Technical Report No. 71-9, Operations Research House, Stanford, Calif. (1971).
[6] H. Konno, ”Bilinear programming: Part II. Applications of bilinear programming”, Technical Report No. 71-10, Operations Research House, Stanford, Calif. (1971).
[7] R.T. Rockafellar,Convex analysis (Princeton University Press, Princeton, N.J., 1970). · Zbl 0193.18401
[8] H. Tuy, ”Concave programming under linear constraints”,Soviet Mathematics, Doklady 5 (6) (1964). · Zbl 0204.19401
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