Facility Location using Linear Programming Duality Yinyu Ye Department if Management Science and Engineering Stanford University.

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Facility Location using Linear Programming Duality Yinyu Ye Department if Management Science and Engineering Stanford University

Input A set of clients or cities D A set of clients or cities D A set of facilities F with facility cost f i A set of facilities F with facility cost f i Connection cost C ij, (obey triangle inequality) Connection cost C ij, (obey triangle inequality) Output A subset of facilities F’ An assignment of clients to facilities in F’ Objective Minimize the total cost (facility + connection) Facility Location Problem

       location of a potential facility client (opening cost) (connection cost)

Facility Location Problem        location of a potential facility client (opening cost) (connection cost)

R-Approximate Solution and Algorithm

Hardness Results v NP-hard. Cornuejols, Nemhauser & Wolsey [1990]. v polynomial approximation algorithm implies NP =P. Guha & Khuller [1998], Sviridenko [1998].

ILP Formulation Each client should be assigned to one facility. Clients can only be assigned to open facilities.

LP Relaxation and its Dual Interpretation: clients share the cost to open a facility, and pay the connection cost.

Bi-Factor Dual Fitting A bi-factor (R f,R c )-approximate algorithm is a max(R f,R c )-approximate algorithm

Simple Greedy Algorithm Introduce a notion of time, such that each event can be associated with the time at which it happened. The algorithm start at time 0. Initially, all facilities are closed; all clients are unconnected; all set to 0. Let C=D While, increase simultaneously for all, until one of the following events occurs: (1). For some client, and a open facility, then connect client j to facility i and remove j from C ; (2). For some closed facility i,, then open facility i, and connect client with to facility i, and remove j from C. Jain et al [2003]

Time = 0 F1=3 F2=

Time = 1 F1=3 F2=

Time = 2 F1=3 F2=

Time = 3 F1=3 F2=

Time = 4 F1=3 F2=

Time = 5 F1=3 F2=

Time = 5 F1=3 F2= Open the facility on left, and connect clients “green” and “red” to it.

Time = 6 F1=3 F2= Continue increase the budget of client “blue”

Time = 6 The budget of “blue” now covers its connection cost to an opened facility; connect blue to it. F1=3 F2=

The Bi-Factor Revealing LP Given, is bounded above by Subject to: Jain et al [2003], Mahdian et al [2006] In particular, if

Approximation Results