On Newton’s Method for the Fermat–Weber Location Problem
Simone Görner and
Christian Kanzow ()
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Simone Görner: University of Würzburg
Christian Kanzow: University of Würzburg
Journal of Optimization Theory and Applications, 2016, vol. 170, issue 1, No 8, 107-118
Abstract:
Abstract This paper considers the Fermat–Weber location problem. It is shown that, after a suitable initialization, the standard Newton method can be applied to the Fermat–Weber problem, and is globally and locally quadratically convergent. A numerical comparison with the popular Weiszfeld algorithm shows that Newton’s method is significantly more efficient than the Weiszfeld scheme.
Keywords: Fermat–Weber location problem; Weiszfeld method; Newton method; Global convergence; Local quadratic convergence; 49M15; 65K05; 90C25; 90C30 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10957-016-0946-6
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