
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 multilevel resource allocation problems can be modeled as concaveconvex twoperson zerosum 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