A primal-dual algorithm for a constrained Fermat-Weber problem involving mixed norms

The aim of this paper is to present a primal-dual algorithm for finding a solution to the constrained Fermat-Weber problem involving mixed norms. Affine, polyhedral and other convex constraints are permissible. The procedure, with very simple updating rules generates sequences globally converging to an optimal solution and a dual solution. It can be viewed as a decomposition method giving the possibility to make parallel computations. Numerical results are reported.