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arXiv 1806.04296math.OC
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实希尔伯特空间中的约束Fermat-Torricelli-Weber问题

Constrained Fermat-Torricelli-Weber Problem in real Hilbert Spaces

Son D. Nguyen

摘要:

费马-韦伯定位问题要求在$\mathbb{R}^n$中找到一个点,该点使到$m$给定点的加权欧几里得距离之和最小。E. 1937年的Weiszfeld Weiszfeld算法的整体收敛是由W.库恩在1973年。本文研究实希尔伯特空间中具有闭凸约束集的Fermat-Weber定位问题。在第二节中,我们证明了问题解的存在唯一性。此外,该解对于$m$锚点的扰动是稳定的。在第三部分中,我们扩展了Weiszfeld的算法,在约束集上增加了一个投影。证明了该方法产生的序列收敛于问题的最优解。

英文摘要:

The Fermat-Weber location problem requires finding a point in $\mathbb{R}^n$ that minimizes the sum of weighted Euclidean distances to $m$ given points. An iterative solution method for this problem was first introduced by E. Weiszfeld in 1937. Global convergence of Weiszfeld's algorithm was proven by W. Kuhn in 1973. This paper studies Fermat-Weber location problems with closed convex constraint sets in real Hilbert spaces. In section two, we show that existence and uniqueness of solutions of the problems. Moreover, the solution is stable with respect to the perturbation of the $m$ anchor points. In the section three, we extend Weiszfeld's algorithm by adding a projection on the constraint set. The convergence of the sequence generated by the method to the optimal solution of the problem is proved.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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