NLPSolverCuttingPlaneMinimax
Cutting-plane solver for minimax LP problems
Cutting-plane solver for minimax LP problems
Built-in LP-based solver for simple minimax problems.
NLPSolverCuttingPlaneMinimax Class:
- Uses MIP solver (CPLEX/Gurobi/Cbc) as LP engine
- Iteratively adds cutting planes
- No external NLP solver dependency
Minimax Problem Form:
- min t
- s.t. f_i(x) <= t for all i
Use Case:
- Finding interior points when Ipopt unavailable
- Solving auxiliary minimax subproblems
Algorithm
Iterative cutting plane for convex minimax
Source
Header file: `src/NLPSolver/NLPSolverCuttingPlaneMinimax.h`