On the convergence of the generalized Weiszfeld algorithm |
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Authors: | Zvi Drezner |
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Institution: | (1) Steven G. Mihaylo College of Business and Economics, California State University-Fullerton, Fullerton, CA 92834, USA |
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Abstract: | In this paper we consider Weber-like location problems. The objective function is a sum of terms, each a function of the Euclidean
distance from a demand point. We prove that a Weiszfeld-like iterative procedure for the solution of such problems converges
to a local minimum (or a saddle point) when three conditions are met. Many location problems can be solved by the generalized
Weiszfeld algorithm. There are many problem instances for which convergence is observed empirically. The proof in this paper
shows that many of these algorithms indeed converge. |
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Keywords: | Location Weber problem Weiszfeld |
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