Re: [Help-glpk] minimax problem

[Andrew Makhorin]

> How do you describe minimax optimizations for the GLPK?

There is a standard way. For example,

   minimize obj: max{i in I} x[i];

can be modeled as follows:

   var z;
   s.t. foo{i in I}: z >= x[i];
   minimize obj: z;