SOLVING MINIMAX PROBLEMS BY INTERVAL-METHODS

Interval methods are used to compute the minimax problem of a twice continuously differentiable function f(y, z), y-epsilon-R(m), z-epsilon-R(n) of m + n variables over an m + n-dimensional interval. The method provides bounds on both the minimax value of the function and the localizations of the minimax points. Numerical examples, arising in both mathematics and physics, show that the method works well.