title: How to linearize a minmax constraint
body: <p>Currently I have this linear programming model:</p>
  
  <p><strong>Max X</strong></p>
  
  <p>such that:</p>
  
  <p><strong>Max_a(Min_b(F(a,b,X))) &lt;= some constant</strong></p>
  
  <p>*<strong>Max_a</strong> meaning to maximize the following equation by just changing a, and the same applies to <strong>Min_b</strong></p>
  
  <p>Now, the problem becomes how to linearize the constraint part. Most of the current Minmax linearization papers talks about Minmax as an objective. But how to linearize it if it was an constraint??</p>
  
  <p>Thanks</p>