On the Penalty Parameter in the Augmented Lagrangian Relaxation of the Uncapacitated Facility Location Problem

Publish Year: 1399
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:

ICIORS13_227

تاریخ نمایه سازی: 6 آذر 1399

Abstract:

It is shown that for integer programming problems, the augmented Lagrangian relaxation usually provides tighter bounds than Lagrangian relaxation. In this note we propose a lower bound on the penalty parameter of the augmented Lagrangian of the well-known uncapacitated facility location problem (UFLP). This lower bound depends on the input data of the problem, and with penalty parameter above the proposed lower bound, the value provided by the augmented Lagrangian relaxation is equal to the optimal value of the problem.

Keywords:

Augmented Lagrangian , Uncapacitated Facility Location Problem

Authors

Sayyed Ehsan Monabbati

Department of Mathematics, Alzahra University, Vanak Street, Tehran, Iran