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This paper presents a procedure to solve the classical location median problem where the distances are measured with ℓ p -norms with p > 2. In order to do that we consider an approximated problem. The global convergence of the sequence generated by this iterative scheme is proved. Therefore, this paper closes the still open question of giving a modification of the Weiszfeld algorithm that converges to an optimal solution of the median problem with ℓ p norms and $${p \in (2, \infty)}$$ . The paper ends with a computational analysis of the different provided iterative schemes.
Mathematical Programming – Springer Journals
Published: Nov 11, 2011
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