I have an objective function given by
\underset{a_{c,i}}{\max}\hspace{1mm}\underset{i,i=1,\cdots,M}{\min}\hspace{1mm}\frac{s_i(a_{c,i})}{d_i}
c=1,2,\cdots,N, i=1,2,\cdots,M
s_i=\sum_{c=1}^Na_{c,i}f_{c,i} with 0\le a_{c,i}\le1
where, f_{c,i}\ge0 (are known)
What can we say about the convexity of this objective function
d_i's are >0 and s_i(a_{c,i})>0
Are \max \min optimization objective nonlinear/nonconvex?
If so, how can I linearize/convexify it?
maximize(min(s./d))
does the job I want. But, however, I am more into the cnvexity issue.