Next: Portfolio optimization
Up: Application Problems
Previous: Facility Location Problem (I)
The second facility
location problem we present has the following model:
min |
(3-6) |
where the definitions for , , and are the same as in the
previous case, is the number of new facilities, and
are the weights of the new-new connections. In a AMPL model,
emfl.mod in [16], is defined as constant and is
decided by the initial guess. The way of defining and 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
, and
. Similarly, we need some additional
variables to replace
, and
. By
rewriting and 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 , 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) (ii)
(iii)
and (iv)
Next: Portfolio optimization
Up: Application Problems
Previous: Facility Location Problem (I)
Hans D. Mittelmann
2003-09-10