A proximal solution for a class of extended minimax location problem
Cornejo Zúñiga, Oscar
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We propose a proximal approach for solving a wide class of minimax location problems which in particular contains the round trip location problem. We show that a suitable reformulation of the problem allows to construct a Fenchel duality scheme the primal-dual optimality conditions of which can be solved by a proximal algorithm. This approach permits to solve problems for which distances are measured by mixed norms or gauges and to handle a large variety of convex constraints. Several numerical results are presented.