Last lecture + some advice

I have posted the lecture notes from yesterdays lecture. 

Referring to discussions in class, it seems like some of you struggle with the double optimization in the minmax and maxmin problems. It may be useful to think of the result of the inner-optimization (the max in the minmax problem) as a function (only) of the variable in the outer optimization. Hence the outer variable is fixed in the inner optimization (only the inner variable varies). Note also that the result of the inner optimization is the objective function of the outer optimization (Linear-Program)

Publisert 20. mars 2019 14:13 - Sist endret 20. mars 2019 14:14