Answer by prubin for How do we call this optimization problem?
You can rewrite your problem as \begin{align*}\min y\\\textrm{s.t. }y & \ge f_{k}(x)\quad k=1,\dots,K\\x & \in X.\end{align*}What algorithms are applicable (and whether they converge in...
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Let $f_k\colon\Bbb R^n\to\Bbb R$, $k=1,\dots,K$, be differentiable (possibly nonconvex) functions and $X\subset\Bbb R^n$ be a convex set.Consider the following optimization problem:$$\min_{x\in...
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