Technical Note—Decomposition Techniques for the Chebyshev Problem

Abstract

This note investigates a decomposition procedure for the problem of maximizing the minimum of a finite number of functions over a common domain. Results, in the form of nonlinear programming subproblems with linear contraints, are obtained for two different classes of functions with domains defined by convex polyhedra. The relation between the subproblems for both classes of functions is shown.