A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation

Jein Shan Chen*, Shaohua Pan, Chun Hsu Ko

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

4 引文 斯高帕斯(Scopus)

摘要

We propose a primal-dual continuation approach for the capacitated multi-facility Weber problem (CMFWP) based on its nonlinear second-order cone program (SOCP) reformulation. The main idea of the approach is to reformulate the CMFWP as a nonlinear SOCP with a nonconvex objective function, and then introduce a logarithmic barrier term and a quadratic proximal term into the objective to construct a sequence of convexified subproblems. By this, this class of nondifferentiable and nonconvex optimization problems is converted into the solution of a sequence of nonlinear convex SOCPs. In this paper, we employ the semismooth Newton method proposed in Kanzow et al. (SIAM Journal of Optimization 20:297-320, 2009) to solve the KKT system of the resulting convex SOCPs. Preliminary numerical results are reported for eighteen test instances, which indicate that the continuation approach is promising to find a satisfying suboptimal solution, even a global optimal solution for some test problems.

原文英語
頁(從 - 到)713-728
頁數16
期刊Journal of Global Optimization
50
發行號4
DOIs
出版狀態已發佈 - 2011 八月

ASJC Scopus subject areas

  • 電腦科學應用
  • 控制和優化
  • 管理科學與經營研究
  • 應用數學

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