Accession Number:

AD0731693

Title:

A Linear Max-Min Problem,

Descriptive Note:

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS

Personal Author(s):

Report Date:

1971-06-22

Pagination or Media Count:

30.0

Abstract:

The report discusses a two person max-min problem in which the maximizing player moves first and the minimizing player has perfect information of the outcome of this move. The move of the maximizing player influences not only the objective function but also the constraints of the minimizing player. The joint constraints as well as the objective function are assumed to be linear. For this problem it is shown that the familiar inequality min max or max min is reversed due to the influence of the joint constraints. The problem is characterized as a nonconvex program and a method of solution based on the branch and bound philosophy is given. A small example is presented to illustrate the algorithm. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE