On the implementation of stochastic quasigradient methods to some facility location problems

In this paper we consider the facility location problem in a stochastic environment. After a brief description of stochastic quasigradient methods (SQM) for solving stochastic programming problems, algorithms of polynomial complexity are suggested for projecting the current approximation, generated by the SQM, onto feasible sets of two important facility location problems. The convergence of suggested algorithms is proved, and some examples are given.