The Fermat-Torricelli Problem and Weiszfeld's Algorithm in the Light of Convex Analysis

In the early 17th century, Pierre de Fermat proposed the following problem: given three points in the plane, find a point such that the sum of its Euclidean distances to the three given points is minimal. This problem was solved by Evangelista Torricelli and was named the em Fermat-Torricelli problem. A more general version of the Fermat-Torricelli problem asks for a point that minimizes the sum of the distances to a finite number of given points in Bbb Rn. This is one of the main problems in location science. In this paper we revisit the Fermat-Torricelli problem from both theoretical and numerical viewpoints using some ingredients of convex analysis and optimization.