SGA(Simplex-Genetic Algorithm): a Universal Algorithm for Solving Minimax Problem
Zheng Yong · Systems Engineering - Theory & Practice · 2002
Minimax problem is one of the branches of multilevel programming, but unfortunately it lacks efficient algorithms. This paper discusses the convergence of implementing the Alternative Method at the beginning, then offers SGA(simplex\|genetic algorithm) ,which is a improving algorithm of GA for solving Stackelberg\|Nash Equilibrium. Examples are provided to illustrate that SGA is an efficient and universal approach for solving minimax problem.