A Stochastic Model and Algorithm for the Facility Location. Problem

摘要

The facility location problems have been applied extensively in practice. We describe a facility location problem with stochastic demand based chance-constrained programming model, and formulate an approach to conversion of the chance constraints to their respective deterministic equivalents. A Lagrangian relaxation approach using subgradient algorithm is adopted and designed for the equivalent model, The performance of the proposed method is tested by a numerical experiment, and show the effectiveness' of the proposed algorithm.