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.
Similar content being viewed by others
References
Boltyanski, V., Martini, H., Soltan, V.: Geometric Methods and Optimization Problems. Kluwer, Dordrecht (1999)
Drezner, Z., Klamroth, K., Schöbel, A., Wesolowsky, G.O.: The Weber problem. In: Drezner, Z., Hamacher, H.W. (eds.) Facility Location. Applications and Theory, pp. 1–36. Springer, Berlin (2002)
Drezner, Z.: Facility Location. A Survey of Applications and Methods. Springer, Berlin (1995)
Love, R.F., Morris, J.G., Wesolowsky, G.O.: Facilities Location. Models & Methods. Elsevier, Amsterdam (1988)
Nickel, S., Puerto, J.: Location Theory: A Unified Approach. Springer, Berlin (2005)
Kupitz, Y.S., Martini, H., Spirova, M.: The Fermat–Torricelli problem, part I: a discrete gradient-based approach. J. Optim. Theory Appl. 158, 305–327 (2013)
Jahn, T., Kupitz, Y.S., Martini, H., Richter, C.: Minsum location extended to gauges and to convex sets. J. Optim. Theory Appl. 166, 711–746 (2015)
Martini, H., Swanepoel, K.J., Weiss, G.: The Fermat–Torricelli problem in normed planes and spaces. J. Optim. Theory Appl. 115, 283–314 (2002)
Mordukhovich, B., Nam, N.M.: Applications of variational analysis to a generalized Fermat–Torricelli problem. J. Optim. Theory Appl. 148, 431–454 (2011)
Nam, N.M., Hoang, N.: A generalized Sylvester problem and a generalized Fermat–Torricelli problem. J. Convex Anal. 20, 669–687 (2013)
Beck, A., Sabach, S.: Weiszfeld’s method: old and new results. J. Optim. Theory Appl. 164, 1–40 (2015)
Nesterov, Y.: A method for solving a convex programming problem with rate of convergence \( O (1/k^2) \). Sov. Math. Dokl. 269, 543–547 (1983). (in Russian)
Katz, I.N.: Local convergence in Fermat’s problem. Math. Program. 6, 89–104 (1974)
Jiang, J.-L., Cheng, K., Wang, C.-C., Wang, L.-P.: Accelerating the convergence in the single-source and multi-source Weber problems. Appl. Math. Comput. 218, 6814–6824 (2012)
Levin, Y., Ben-Israel, A.: The Newton bracketing method for convex minimization. Comput. Optim. Appl. 21, 213–229 (2002)
Overton, M.L.: A quadratically convergent method for minimizing a sum of Euclidean norms. Math. Program. 27, 34–63 (1983)
Calamai, P.H., Conn, A.R.: A projected Newton method for \( \ell _p \) norm location problems. Math. Program. 38, 75–109 (1987)
Li, Y.: A Newton acceleration of the Weiszfeld algorithm for minimizing the sum of Euclidean distances. Comput. Optim. Appl. 10, 219–242 (1998)
Vardi, Y., Zhang, C.H.: A modified Weiszfeld algorithm for the Fermat–Weber location problem. Math. Program. 90, 559–566 (2001)
Jarre, F., Toint, P.L.: Simple examples for the failure of Newton’s method with line search for strictly convex minimization. Math. Program. (2015). doi:10.1007/s10107-015-0913-2
Nocedal, J., Wright, S.J.: Numerical Optimization, 2nd edn. Springer, New York (2006)
Sun, W., Yuan, Y.-X.: Optimization Theory and Methods. Nonlinear Programming. Springer, Berlin (2006)
Warth, W., Werner, J.: Effiziente Schrittweitenfunktionen bei unrestringierten Optimierungsaufgaben. Computing 19, 59–72 (1977)
Mascarenhas, W.F.: Newton’s iterates can converge to non-stationary points. Math. Program. 112, 327–334 (2008)
Beck, A.: Introduction to Nonlinear Optimization: Theory, Algorithms, and Applications with MATLAB. MOS-SIAM Series on Optimization. SIAM, Philadelphia, PA (2014)
Grippo, L., Lampariello, F., Lucidi, S.: A nonmonotone line search technique for Newton’s method. SIAM J. Numer. Anal. 23, 707–716 (1986)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Horst Martini.
Rights and permissions
About this article
Cite this article
Görner, S., Kanzow, C. On Newton’s Method for the Fermat–Weber Location Problem. J Optim Theory Appl 170, 107–118 (2016). https://doi.org/10.1007/s10957-016-0946-6
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-016-0946-6
Keywords
- Fermat–Weber location problem
- Weiszfeld method
- Newton method
- Global convergence
- Local quadratic convergence