A GEOMETRIC PERSPECTIVE OF THE WEISZFELD ALGORITHM FOR SOLVING THE FERMAT-WEBER PROBLEM

作者：Venceslau Helder Manoel^*; Karam Venceslau Marilis Bahr; Xavier Adilson Elias^*; Maculan Nelson^*

来源：RAIRO - Operations Research, 2016, 50(1): 157-173.

DOI：10.1051/ro/2015022

• Fermat-Weber problem
• location problem
• Weiszfeld algorithm
• local convergence

The Fermat-Weber problem is a classical location problem that has the Weiszfeld algorithm as its main iterative solution method. This article presents a geometric interpretation of its local convergence for the particular case of three points, with the solution constrained to be an interior point, which is fundamental to the present geometric interpretation. This constraint, on the other hand, implies that the weights associated to each point must obey triangle inequalities. The eigenvalues analysis is developed considering that all weights have the same value, which simplifies calculation and explanation, but the generalization of this analysis is straightforward, as commented in the text. Step-size scaling is also considered for accelerating the convergence rate. The accompanying eigenvalues analysis determines step-size multiplier ranges that ensure convergence. Moreover, the eigenvalues depend on a parameter that is computed based on the sample points configuration.

• 出版日期2016-3