[SciPy-user] minimax optimization

John Salvatier jsalvatier@gmail....
Mon Dec 1 20:11:38 CST 2008


Well, if you can just use optimize.fmax and optimize.fmin together.

if F is the function you want to minmax:

def Fminimum(x):
     y0 = comeUpWithSomeStartingPoint()
     return optimize.fmin(F, y0, args = (x,))

Xminmax = optimize.fmax(Fminimum, x0)

I am sure there are much better algorithms for this, though.

On Dec 1, 5:34 am, Neal Becker <ndbeck...@gmail.com> wrote:
> Any suggestions on techniques for minimax optimization?
>
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