# SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.optimization.multivariate.minmax

## Class LeastPth<T>

• java.lang.Object
• com.numericalmethod.suanshu.optimization.multivariate.minmax.LeastPth<T>
• All Implemented Interfaces:
MinMaxMinimizer<T>, Optimizer<MinMaxProblem<T>,IterativeSolution<Vector>>

public class LeastPth<T>
extends Object
implements MinMaxMinimizer<T>
The least p-th minmax algorithm minimizes the maximal error/loss (function): $\min_x \max_{\omega \in S} e(x, \omega)$ $$e(x, \omega)$$ is the error or loss function.

This implementation assumes the set S is discrete and finite. To use this to solve a continuous S set, a sampling of S is required.