NMinimize--problem with a min-max problem
- To: mathgroup at smc.vnet.net
- Subject: [mg55753] NMinimize--problem with a min-max problem
- From: "David" <isolanoster at gmail.com>
- Date: Tue, 5 Apr 2005 03:21:55 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hello,
I'm trying to solve numerically the following problem:
min{z}max{y,x} f{x,y,z}
I first do the maximization:
fun1[z_] := NMaximize[{(
Log[x] + 4/3 z Log[
y])/(2 (3/4 + z)), x > 0, y > 0, x + y == 1}, {x, y}][[1]]
I can plot fun1[z] (the solution is at z=.75,x=y=1/2) however NMinimize
does accept the definition of fun1[z] as:
NMinimize[fun1[z], z]
yields error.
Any suggestion?
Thank you in advance,
David