Authors: Joshua Q Hale Enlu Zhou Jiming Peng
Publish Date: 2016/11/01
Volume: 69, Issue: 1, Pages: 137-156
Abstract
In this paper we propose a novel algorithm for solving the classical Pmedian problem The essential aim is to identify the optimal extended Lagrangian multipliers corresponding to the optimal solution of the underlying problem For this we first explore the structure of the data matrix in Pmedian problem to recast it as another equivalent global optimization problem over the space of the extended Lagrangian multipliers Then we present a stochastic search algorithm to find the extended Lagrangian multipliers corresponding to the optimal solution of the original Pmedian problem Numerical experiments illustrate that the proposed algorithm can effectively find a global optimal or very good suboptimal solution to the underlying Pmedian problem especially for the computationally challenging subclass of Pmedian problems with a large gap between the optimal solution of the original problem and that of its Lagrangian relaxationThe research of the first two authors are supported by the National Science Foundation Graduate Research Fellowship under Grant 0946809 the National Science Foundation under Grant CMMI1413790 Air Force office of Scientific Research under Grant FA95501410059 and AFRL Mathematical Modeling and Optimization Institute The research of the last author is supported by NSF Award CMMI1131690 Any opinions findings and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the National Science Foundation the Air Force office of Scientific Research and the AFRL Mathematical Modeling and Optimization Institute
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