An Interval Algorithm for a Constrained Discrete Minimax Problem

In this paper, a constrained discrete minimax problem is solved, whose objective functions and constrained functions are lipschitz continuous functions. The interval extensions of the penalty functions are given. An interval algorithm for solving this constrained discrete minimax problem is presented. The algorithm provides bounds on both the minimax value and the localization of the minimax points of the problem. Theory and numerical results show that the algorithm is reliable.