Search arXivSearch

arXiv · 1909.04910

An exact solution framework for the multiple gradual cover location problem

Abstract

Facility and covering location models are key elements in many decision aid tools in logistics, supply chain design, telecommunications, public infrastructure planning, and many other industrial and public sectors. In many applications, it is likely that customers are not dichotomously covered by facilities, but gradually covered according to, e.g., the distance to the open facilities. Moreover, customers are not served by a single facility, but by a collection of them, which jointly serve them. In this paper we study the recently introduced multiple gradual cover location problem (MGCLP). The MGCLP addresses both of the issues described above. We provide four different mixed-integer programming formulations for the MGCLP, all of them exploiting the submodularity of the objective function and developed a branch-and-cut framework based one these formulations. The framework is further enhanced by starting and primal heuristics and initialization procedures. The computational results show that our approach allows to effectively address different sets of instances. We provide optimal solution values for 13 instances from literature, where the optimal solution was not known, and additionally provide improved solution values for seven instances. Many of these instances can be solved within a minute. We also analyze the dependence of the solution-structure on instance-characteristics.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Eduardo Álvarez-Miranda, Markus Sinnl. 2019-09-11. An exact solution framework for the multiple gradual cover location problem. https://arxiv.org/abs/1909.04910

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

AdGT: Decentralized Gradient Tracking with Adaptive Per-Agent Stepsizes

In decentralized optimization, gradient-tracking methods typically rely on a single global stepsize. This choice can be conservative when agents have local objectives with different smoothness constants, since the stepsize must remain stable for the agent with the largest smoothness constant. This paper proposes AdGT, a decentralized gradient-tracking method in which each agent adapts its own stepsize using local gradient variation and a single global safety factor. The method reduces fixed-stepsize tuning effort and allows agents to exploit local smoothness information during the iterations. For smooth and strongly convex local objectives over undirected networks, we prove that the analyzed AdGT update converges linearly to the exact consensus optimizer. We also study two adaptive stepsize updates that use changes in the gradient-tracking direction. We characterize when the corresponding candidate determines the stepsize and prove conditional lower and upper stepsize bounds and linear convergence under an additional relative tracking-disagreement condition. Experiments on logistic regression, ridge regression, synthetic quadratic problems, and a linear-regression benchmark against state-of-the-art decentralized solvers show that AdGT often reaches a given accuracy in fewer iterations or gradient evaluations than tuned fixed-stepsize GT and the tested baselines, especially under heterogeneous local smoothness. In the topology experiments, each tested AdGT update uses one common safety factor across all graphs, whereas the fixed GT stepsize is tuned separately for each graph and seed.

math.OC

Brockett cost function for symplectic eigenvalues

The sum of symplectic eigenvalues and corresponding eigenvectors of symmetric positive-definite matrices in the sense of Williamson's theorem can be computed via minimization of a trace cost function under the symplecticity constraint. Optimal solutions to this problem only offer a symplectic basis for the symplectic eigenspace corresponding to the sought symplectic eigenvalues. In this note, we introduce a Brockett cost function and investigate its properties and the connection with the symplectic eigenvalues and eigenvectors of the considered matrix. Specifically, we prove that any stationary point consists of symplectic eigenvectors, characterize the saddle points and global minimizers based on which the trace minimization theorem for the symplectic eigenvalues is re-established, and the nonexistence of local nonglobal minimizers is justified.

math.OC

Riemannian Bilevel Optimization with Gradient Aggregation

We study bilevel optimization on Riemannian manifolds when the lower-level solution set is a positive-dimensional submanifold, so that implicit differentiation fails. We propose Riemannian Bilevel Descent Aggregation (RBDA), which extends bilevel descent aggregation to manifolds. Its inner loop aggregates the lower-level descent direction with the upper-level gradient under a decaying multiplier, and its hypergradient is the reverse-mode derivative of the unrolled loop. Under geodesic convexity and quadratic growth of the lower level, the inner iterates converge to a point of the optimistic solution set at a polynomial rate. Approximate minimizers of the objective with a finite number of inner iterations converge to minimizers of the optimistic value. In the experiments RBDA selects the optimistic solution where the implicit and unrolled estimators remain at the initial point or stop at a larger query loss. While each of its outer steps costs more than that of the unrolled estimator, it attains the highest test accuracy in data hyper-cleaning.

math.OC