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(11) | EP 2 071 473 A8 |
(12) | CORRECTED EUROPEAN PATENT APPLICATION |
Note: Bibliography reflects the latest situation |
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(54) | Method for solving minimax and linear programming problems |
(57) A novel method is disclosed for efficiently solving minimax problems, and in particular,
for efficiently solving minimax problems wherein the corresponding matrix is large.
In particular, the novel method solves minimax problems in O(n2 T) operation count, where denotes the problem size and T is reversely proportional
to the required duality gap as one skilled in the art will understand, Further disclosed
herein is a method for solving linear programming (LP) problems by converting such
problems into minimax problems, and then using the novel minimax solution method disclosed
herein.
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