[Ipopt] Using ipopt for minimax problems

[Raghav]

Hello all,

My recent research interest has been differential games and I have been
exploring ways to numerically solve differential games. Since a
differential game boils down to a minimax problem at every time step, I
have been looking at the option of working with existing nonlinear
optimization software packages to add this capability (if possible). I am
interested in exploring Ipopt for this reason, and as I am new to ipopt, I
would greatly appreciate if I can get some help on which would be a good
place to start in the huge piece of ipopt code.

Thank you.

Sincerely,
Raghav
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