Convergence of a SOR-Weiszfeld Type Algorithm for Incomplete Data Sets |
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| Authors: | Tuomo Valkonen |
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| Affiliation: | 1. Department of Mathematical Information Technology , University of Jyv?skyl? , Jyv?skyl? , Finland tuomov@iki.fi |
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| Abstract: | ![]()
We consider a generalization of the Weiszfeld algorithm with successive overrelaxation for data sets where some data point fields may be missing and prove its global convergence. A counterexample is also provided to the convergence of an alternative generalization. |
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| Keywords: | Convex optimization Incomplete data Successive over-relaxation Weiszfeld algorithm |
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