Hello Everyone,
Can anyone please tell me how to do minimax optimization using GAMS??? I need to use Lexicographic Minimax Optimization for my model.
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Hi neelesh,
I think the following link will be helpful:
http://www.gams.com/dd/docs/bigdocs/GAMSUsersGuide.pdf
Regards,
Dylan
在 2013å¹´12月6日星期五UTC+8下åˆ12æ—¶47分11秒,neelesh2809写é“:
Hello Everyone,
Can anyone please tell me how to do minimax optimization using GAMS??? I need to use Lexicographic Minimax Optimization for my model.
–
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You need to convert minmax to either min or max by using the concept of panelty on variables.
On Dec 6, 2013 1:23 PM, “Neelesh Patel” wrote:
Hello Everyone,
Can anyone please tell me how to do minimax optimization using GAMS??? I need to use Lexicographic Minimax Optimization for my model.
–
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Can you give me some details of it or any sample model calculating minimax of a function defined over a set.???
On Fri, Dec 6, 2013 at 2:28 PM, dharmender yadav wrote:
You need to convert minmax to either min or max by using the concept of panelty on variables.
On Dec 6, 2013 1:23 PM, “Neelesh Patel” wrote:
Hello Everyone,
Can anyone please tell me how to do minimax optimization using GAMS??? I need to use Lexicographic Minimax Optimization for my model.
–
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