ADMM-type methods for generalized multi-facility Weber problem

Abstract

The well-known multi-facility Weber problem (MFWP) is one of fundamental models in facility location. With the aim of enhancing the practical applicability of MFWP, this paper considers a generalized multi-facility Weber problem (GMFWP), where the gauge is used to measure distances and the locational constraints are imposed to new facilities. This paper focuses on developing efficient numerical methods based on alternating direction method of multipliers (ADMM) to solve GMFWP. Specifically, GMFWP is equivalently reformulated into a minmax problem with special structure and then some ADMM-type methods are proposed for its primal problem. Global convergence of proposed methods for GMFWP is established under mild assumptions. Preliminary numerical results are reported to verify the effectiveness of proposed methods.