Lower Bounds for the Capacitated Facility Location Problem Based on Column Generation

The capacitated facility location problem (CFLP) is a well-known combinatorial optimization problem with applications in distribution and production planning. A variety of lower bounds based on Lagrangean relaxation and subgradient optimization has been proposed for this problem. However, information about a primal (fractional) solution can be important to solve large or difficult problem instances. Therefore, we study various approaches for solving the master problems exactly. The algorithms employ different strategies for stabilizing the column-generation process. Furthermore, a new lower bound for the CFLP based on partitioning the plant set and employing column generation is proposed. Computational results are reported for a set of large problem instances.

[1]  J. Goffin,et al.  Using central prices in the decomposition of linear programs , 1990 .

[2]  Laurence A. Wolsey,et al.  Lot-size models with backlogging: Strong reformulations and cutting planes , 1988, Math. Program..

[3]  Jacek Gondzio,et al.  ACCPM — A library for convex optimization based on an analytic center cutting plane method☆ , 1996 .

[4]  R. Sridharan The capacitated plant location problem , 1995 .

[5]  Martin W. P. Savelsbergh,et al.  Lifted Cover Inequalities for 0-1 Integer Programs: Complexity , 1999, INFORMS J. Comput..

[6]  S. Martello,et al.  Dynamic Programming and Strong Bounds for the 0-1 Knapsack Problem , 1999 .

[7]  Giorgio Gallo,et al.  A Bundle Type Dual-Ascent Approach to Linear Multicommodity Min-Cost Flow Problems , 1999, INFORMS J. Comput..

[8]  Karen Aardal,et al.  Capacitated facility location: Separation algorithms and computational experience , 1998, Math. Program..

[9]  Monique Guignard-Spielberg,et al.  Polyhedral Analysis and Decompositions for Capacitated Plant Location-type Problems , 1998, Discret. Appl. Math..

[10]  Laurence A. Wolsey,et al.  Capacitated Facility Location: Valid Inequalities and Facets , 1995, Math. Oper. Res..

[11]  J. Goffin,et al.  Decomposition and nondifferentiable optimization with the projective algorithm , 1992 .

[12]  Tony J. Van Roy,et al.  A Cross Decomposition Algorithm for Capacitated Facility Location , 1986, Oper. Res..

[13]  C. J. McCallum,et al.  Facility location models for planning a transatlantic communications network , 1981 .

[14]  Jørgen Tind,et al.  An interior point method in Dantzig-Wolfe decomposition , 1999, Comput. Oper. Res..

[15]  Andreas Klose,et al.  An LP-based heuristic for two-stage capacitated facility location problems , 1999, J. Oper. Res. Soc..

[16]  J. E. Kelley,et al.  The Cutting-Plane Method for Solving Convex Programs , 1960 .

[17]  Jean-Philippe Vial,et al.  Shallow, deep and very deep cuts in the analytic center cutting plane method , 1999, Math. Program..

[18]  John E. Beasley,et al.  OR-Library: Distributing Test Problems by Electronic Mail , 1990 .

[19]  Pierre Hansen,et al.  Stabilized column generation , 1998, Discret. Math..

[20]  Tony J. Van Roy,et al.  Cross decomposition for mixed integer programming , 1983, Math. Program..

[21]  Andranik Mirzaian,et al.  Lagrangian relaxation for the star-star concentrator location problem: Approximation algorithm and bounds , 1985, Networks.

[22]  Stephen J. Wright,et al.  Interior-point methods , 2000 .

[23]  C. Pearce,et al.  An Efficient Algorithm for the , 1999 .

[24]  Paul Wentges Weighted Dantzig-Wolfe decomposition for linear mixed-integer programming , 1997 .

[25]  A. Drexl,et al.  Combinatorial Optimisation Problems of the Assignment Type and a Partitioning Approach , 2002 .

[26]  G. Cornuéjols,et al.  A comparison of heuristics and relaxations for the capacitated plant location problem , 1991 .

[27]  A. Klose A Branch and Bound Algorithm for An Uncapacitated Facility Location Problem with a Side Constraint , 1998 .

[28]  George B. Dantzig,et al.  Decomposition Principle for Linear Programs , 1960 .

[29]  Maddalena Nonato,et al.  Applying Bundle Methods to the Optimization of Polyhedral Functions: An Applications-Oriented Development , 1995 .

[30]  Jacek Gondzio,et al.  Column Generation With a Primal-Dual Method , 1996 .

[31]  R. E. Marsten,et al.  The Boxstep Method for Large-Scale Optimization , 2011, Oper. Res..