Can someone give me an idea on how to solve the following maximin optimization
$\max_{p_i} min_ {i} (w_i log_2(1+\frac{h_i p_i}{\sum_{j \neq i h_jp_j}+}+\sigma^2)-\lambda p_ig_i)$
$0 < p_i < \frac{\lambda}{h_i}(\frac{w_ih_i}{\lambda g_i}-\sum_{j \neq i }h_j p_j-\sigma^2)$
I have tried to solve only minimum function in matlab using fmincon, but I dont know how to solve a maximin optimization function.
To solve $\max_{x} \min_i f_i(x)$, write as $\max_{x,t} t$ subject to $f_i(x)\geq t$.