The paper considers the problem of locating several facilities in an n-dimensional space. For each demand point it calculates the sum of weighted distances of the new facilities plus possibly a set-up cost. The maximal value of this sum for all demand points is to be minimized. This is a generalization of the single facility minimax problem (also called the 1-center problem). The problem reduces to the weighted minimax problem with a set-up cost if only one facility need to be located. The paper presents theorems and algorithms for the general problem but mainly deals with the single facility case.