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An interior-point method for the single-facility location problem with mixed norms using a conic formulation

机译:使用圆锥公式解决混合范数的单设施选址问题的内点法

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摘要

We consider the single-facility location problem with mixed norms, i.e. the problem of minimizing the sum of the distances from a point to a set of fixed points in R, where each distance can be measured according to a different p-norm. We show how this problem can be expressed into a structured conic format by decomposing the nonlinear components of the objective into a series of constraints involving three-dimensional cones. Using the availability of a self-concordant barrier for these cones, we present a polynomial-time algorithm (a long-step path-following interior-point scheme) to solve the problem up to a given accuracy. Finally, we report computational results for this algorithm and compare with standard nonlinear optimization solvers applied to this problem.
机译:我们考虑具有混合范数的单设施位置问题,即最小化R中从一个点到一组固定点的距离之和的问题,其中每个距离可以根据不同的p范数进行测量。我们展示了如何通过将物镜的非线性成分分解为一系列涉及三维视锥的约束,将其表达为结构圆锥曲线格式。利用这些圆锥体的自协调障碍的可用性,我们提出了多项式时间算法(遵循内点的长步路径方案)以解决给定精度的问题。最后,我们报告了该算法的计算结果,并与适用于该问题的标准非线性优化求解器进行了比较。

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