A projected Weiszfeld algorithm for the box-constrained Weber location problem (Q425491)

The Weber problem is to find a point in \(\mathbb{R}^n\) that minimizes the weighted sum of Euclidean distances from the \(m\) given points, that is to find \[ \text{argmin} f(x)\qquad\text{subject to }x\in\mathbb{R}^n, \] where \(f\) is called the Weber function and it is defined by \[ f(x)= \sum^m_{j=1} w_j\| x- a_j\|. \] The authors generalize the Weber problem considering box constraints and propose a fixed-point iteration with projections on the constraints and demonstrate descending properties. Numerical experiments are given.