A new evolutionary approach to minimax problems

Minimax or worst-case optimization is concerned with the minimization of the maximum output in all scenarios of a given problem. The minimax problem can be transformed in a two players zero-sum game considering the fact that the Nash equilibria of this game would represent the solution of the original problem. Using the Nash ascendancy relation the equilibria of the game can be directly computed using a differential evolution algorithm. Results obtained by using this approach are compared with best known results from literature on six minimax benchmark problems.