On the convergence of the generalized Weiszfeld algorithm
Zvi Drezner ()
Annals of Operations Research, 2009, vol. 167, issue 1, 327-336
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. Copyright Springer Science+Business Media, LLC 2009
Keywords: Location; Weber problem; Weiszfeld (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:167:y:2009:i:1:p:327-336:10.1007/s10479-008-0336-z
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DOI: 10.1007/s10479-008-0336-z
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