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Weiszfeld’s Method

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Numerical Optimization with Computational Errors

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 108))

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Abstract

In this chapter we analyze the behavior of Weiszfeld’s method for solving the Fermat–Weber location problem. We show that the algorithm generates a good approximate solution, if computational errors are bounded from above by a small positive constant. Moreover, for a known computational error, we find out what an approximate solution can be obtained and how many iterates one needs for this.

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References

  1. Beck A, Sabach S (2015) Weiszfeld’s method: old and new results. J Optim Theory Appl 164:1–40

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  2. Mordukhovich BS, Nam NM (2014) An easy path to convex analysis and applications. Morgan&Clayton Publishes, San Rafael, CA

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  3. Weiszfeld EV (1937) Sur le point pour lequel la somme des distances de n points donnes est minimum. Tohoku Math J 43:355–386

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Zaslavski, A.J. (2016). Weiszfeld’s Method. In: Numerical Optimization with Computational Errors. Springer Optimization and Its Applications, vol 108. Springer, Cham. https://doi.org/10.1007/978-3-319-30921-7_6

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