Guerra, Francisco; López, Guillermo - In: Computational Statistics 49 (1999) 3, pp. 359-371
We consider unconstrained finite minimax problems where the objective function is described as a maximum of functions f k ∈C 3 (ℜ n,ℜ). We propose a parametric embedding for the minimax problem and, assuming that the corresponding parametric optimization problem belongs to the generic...