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Facility Location Problem (II)

The second facility location problem we present has the following model:

min $\displaystyle \sum_{i=1}^m\sum_{j=1}^n w_{ij}\sqrt{\sum_{k=1}^2(x_{jk}-a_{ik})^2}+\sum_{j=1}^n\sum_{jj=1}^j v_{j,jj}\sqrt{\sum_{k=1}^2(x_{j,k}-x_{jj,k})^2},$ (3-6)

where the definitions for $ m$, $ a$, and $ w$ are the same as in the previous case, $ n$ is the number of new facilities, and $ v_{j,jj}$ are the weights of the new-new connections. In a AMPL model, emfl.mod in [16], $ v$ is defined as constant and $ w$ is decided by the initial guess. The way of defining $ v$ and $ w$ does not seem realistic; however, they are still reasonable if one has a good a initial guess. We now convert this problem to SOCP format. First, we introduce $ s_{ij}\geq 0,i=1:m,j=1:n$, and $ t_{j,jj}\geq 0, j=1:n,jj<j$. Similarly, we need some additional variables to replace $ x_{jk}-a_{jk}$, and $ x_{j,k}-x_{jj,k}$. By rewriting $ w$ and $ v$ appropriately, we obtain the SOCP formulation.

Example 3. To consider a simplified problem, we take an AMPL model, emfl.mod, from [16]. In this model, the coordinates of the existing facilities are generated randomly, the weight associated with the new-new connections is fixed at $ .2$, and the weight associated with the old-new connection is fixed by the distance between the old facilities and the initial guesses. We use the following four cases, (i) $ m=10,n=4,$ (ii) $ m=20,n=4,$ (iii) $ m=30, n=9,$ and (iv) $ m=40,n=9.$


next up previous
Next: Portfolio optimization Up: Application Problems Previous: Facility Location Problem (I)
Hans D. Mittelmann 2003-09-10