The Stochastic Quasi-Gradient Method Applied to a Facility Location Problem

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/1780 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/1780 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/1780 archive 351 disk0/00/00/17/47 2016-01-15 01:50:19 2021-08-27 17:10:29 2016-01-15 01:50:19 monograph show 2 Ermoliev Y.M. 1445 Leonardi G. AL0927 Vira J. The Stochastic Quasi-Gradient Method Applied to a Facility Location Problem pub iis_met iis_pop prog_hss prog_sds This paper explores the computational aspects of using the stochastic quasi-gradient method (SQG) to solve some facility location problems. The problems addressed belong to a general class of resource allocation problems with random demand. An algorithm is first developed for the simplest formulation, where a convex objective function is minimized, and results are shown for the location of high schools in Turin, Italy. Fixed charges are then introduced in the objective function, giving rise to a non-convex problem possessing many local minima, and some numerical results for the same case study are reported. 1981-02 published WP-81-014 WP-81-014 338 2112 public working_paper IIASA, Laxenburg, Austria 39 FALSE info:eu-repo/semantics/book