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Mathematical Programming

, Volume 15, Issue 1, pp 130–145 | Cite as

A subgradient algorithm for certain minimax and minisum problems

  • J. A. Chatelon
  • D. W. Hearn
  • T. J. Lowe
Article

Abstract

We present a subgradient algorithm for minimizing the maximum of a finite collection of functions. It is assumed that each function is the sum of a finite collection of basic convex functions and that the number of different subgradient sets associated with nondifferentiable points of each basic function is finite on any bounded set. Problems belonging to this class include the linear approximation problem and both the minimax and minisum problems of location theory. Convergence of the algorithm to an epsilon-optimal solution is proven and its effectiveness is demonstrated by solving a number of location problems and linear approximation problems.

Key words

Minimax Problems Minisum Problems Nondifferentiable Optimization Subgradients Location Problems Linear Approximation Problems 

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Copyright information

© The Mathematical Programming Society 1978

Authors and Affiliations

  • J. A. Chatelon
    • 1
  • D. W. Hearn
    • 2
  • T. J. Lowe
    • 2
  1. 1.ParisFrance
  2. 2.University of FloridaGainesvilleUSA

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