Accession Number : AD0753139

Title :   A Decomposition Principle for Minimax Problems.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : McLinden,Lynn

Report Date : SEP 1972

Pagination or Media Count : 25

Abstract : Certain multi-level resource allocation problems can be modeled as concave-convex two-person zero-sum games which are additively separable except for the presence of coupling resource constraints. A decomposition principle is presented whereby solving such a problem is reduced to solving a dual problem followed by some modified subproblems, each of which has much lower dimensionality. Both the original and the dual problem are also related to an equivalent Lagrangian problem. These results are based on a recent extension of Fenchel's Duality Theorem to minimax problems. (Author)

Descriptors :   (*MINIMAX TECHNIQUE, OPTIMIZATION), MATHEMATICAL PROGRAMMING, CONVEX SETS, GAME THEORY, MATHEMATICAL MODELS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE