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随机容错设施选址问题的原始-对偶近似算法
引用本文:徐大川,万玮,吴晨晨,徐文青.随机容错设施选址问题的原始-对偶近似算法[J].运筹学杂志,2014(2):17-28.
作者姓名:徐大川  万玮  吴晨晨  徐文青
作者单位:[1]北京工业大学数理学院,北京100124 [2]天津理工大学理学院,天津300384 [3]加州州立大学长滩分校数学与统计系,美国
基金项目:国家自然科学基金(No.11371001),北京市教育委员会科技计划面上项目(No.KM2012-10005033),国家留学基金(No.2011811166),致谢 作者感谢三位审稿人对本文初稿提出的宝贵意见.
摘    要:研究两阶段随机容错设施选址问题,其中需要服务的顾客在第二阶段出现(在第一阶段不知道).两个阶段中每个设施的开设费用可以不同,设施的开设依赖于阶段和需要服务的顾客集合(称为场景).并且在出现的场景里的每个顾客都有相同的连接需求,即每个顾客需要由r个不同的设施服务.给定所有可能的场景及相应的概率,目标是在两个阶段分别选取开设的设施集合,将出现场景的顾客连接到r个不同的开设设施上,使得包括设施费用和连接费用的总平均费用最小.根据问题的特定结构,给出了原始。对偶(组合)3-近似算法.

关 键 词:设施选址问题  随机性  容错性  近似算法  原始-对偶算法

A primal-dual approximation algorithm for stochastic fault-tolerant facility location problem
Authors:XU Dachuan  WAN Wei  WU Chenchen  XU Wenqing
Institution:1 Department of Applied Mathematics, Beijing University of Technology, Beijing 100124, China ;College of Science, Tianjin University of Technology, Wianjin 300384, China ;3 Department of Mathematics and Statistics, California State University, Long Beach, CA 90840, USA)
Abstract:In this paper, we consider the two-stage stochastic fault-tolerant facility location problem with uniform connectivity requirement where the clients to be served are only revealed at stage two (thus unknown at stage one). The facilities may be opened at either stage, with possibly different opening costs, depending on the stage and the set of clients to be served (called a scenario). Each client to be served in such a scenario has to be connected to r ≥1 distinct facilities. Given all possible scenarios and the corresponding probabilities, the objective is to determine two subsets of facilities to be opened at the two stages and to connect the clients in the realized scenario to r distinct opened facilities such that the total expected opening and connection cost is minimized. Based on the special structure of the problem, we offer a primal-dual (combinatorial) 3-approximation algorithm.
Keywords:facility location problem  stochastic demands  fault-tolerance  approxi- mation algorithm  primal-dual algorithm
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