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On the Convergence of a Hyperboloid Approximation Procedure for the Perturbed Euclidean Multifacility Location Problem

Author

Listed:
  • J. B. Rosen

    (University of Minnesota, Minneapolis, Minnesota)

  • G. L. Xue

    (University of Vermont, Burlington, Vermont)

Abstract

For the Euclidean single facility location problem, E. Weiszfeld proposed a simple closed-form iterative algorithm in 1937. Later, numerous authors proved that it is a convergent descent algorithm. In 1973, J. Eyster, J. White and W. Wierwille extended Weiszfeld's idea and proposed a Hyperboloid Approximation Procedure (HAP) for solving the Euclidean multifacility location problem. They believed, based on considerable computational experience, that the HAP always converges. In 1977, Ostresh proved that the HAP is a descent algorithm under certain conditions. In 1981, Morris proved that a variant of the HAP always converges. However, no convergence proof for the original HAP has ever been given. In this paper, we prove that the HAP is a descent algorithm and that it always converges to the minimizer of the objective function from any initial point.

Suggested Citation

  • J. B. Rosen & G. L. Xue, 1993. "On the Convergence of a Hyperboloid Approximation Procedure for the Perturbed Euclidean Multifacility Location Problem," Operations Research, INFORMS, vol. 41(6), pages 1164-1171, December.
  • Handle: RePEc:inm:oropre:v:41:y:1993:i:6:p:1164-1171
    DOI: 10.1287/opre.41.6.1164
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    Cited by:

    1. Jianlin Jiang & Liyun Ling & Yan Gu & Su Zhang & Yibing Lv, 2023. "Customized Alternating Direction Methods of Multipliers for Generalized Multi-facility Weber Problem," Journal of Optimization Theory and Applications, Springer, vol. 196(1), pages 362-389, January.

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