A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation

@article{Chen2011ACA,
  title={A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation},
  author={Jein-Shan Chen and Shaohua Pan and Chun-Hsu Ko},
  journal={Journal of Global Optimization},
  year={2011},
  volume={50},
  pages={713-728}
}
We propose a primal-dual continuation approach for the capacitated multi-facility Weber problem (CMFWP) based on its nonlinear second-order cone program (SOCP) reformulation. The main idea of the approach is to reformulate the CMFWP as a nonlinear SOCP with a nonconvex objective function, and then introduce a logarithmic barrier term and a quadratic proximal term into the objective to construct a sequence of convexified subproblems. By this, this class of nondifferentiable and nonconvex… CONTINUE READING

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