Journal article
A subgradient algorithm for certain minimax and minisum problems
Mathematical programming, Vol.15(1), pp.130-145
01/01/1978
DOI: 10.1007/BF01609012
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.
Details
- Title: Subtitle
- A subgradient algorithm for certain minimax and minisum problems
- Creators
- J. A. ChatelonD. W. Hearn - University of FloridaT. J. Lowe - University of Florida
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.15(1), pp.130-145
- DOI
- 10.1007/BF01609012
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Number of pages
- 16
- Language
- English
- Date published
- 01/01/1978
- Academic Unit
- Business Analytics
- Record Identifier
- 9984963101302771
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