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infSolve
Solves sparse minimax problems,
with linear and nonlinear
constraints. The minimax residuals may or may not include absolute values.
Main features
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Reformulates the constrained minimax problem into a general
nonlinear program, where the minimax residuals are included among the nonlinear
constraints. The sparsity of the Jacobian of the residuals are
thereby exploited, as this Jacobian is part of the nonlinear constraint
Jacobian after the reformulation.
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Any sparse nonlinear TOMLAB solver may be used to solve the
nonlinear program formulation.
Recommended is to use SNOPT.
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