A Simple but Usually Fast Branch-and-Bound Algorithm for the Capacitated Facility Location Problem

Authors:
Simon Görtz;Andreas Klose
Affiliations:
Schumpeter School of Business and Economics, University of Wuppertal, 42119 Wuppertal, Germany;Department of Mathematical Sciences, Aarhus University, 8000 Aarhus C, Denmark
Venue:
INFORMS Journal on Computing
Year:
2012

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Abstract

This paper presents a simple branch-and-bound method based on Lagrangean relaxation and subgradient optimization for solving large instances of the capacitated facility location problem (CFLP) to optimality. To guess a primal solution to the Lagrangean dual, we average solutions to the Lagrangean subproblem. Branching decisions are then based on this estimated (fractional) primal solution. Extensive numerical results reveal that the method is much faster and more robust than other state-of-the-art methods for solving the CFLP exactly.