Article ID: | iaor20126821 |
Volume: | 24 |
Issue: | 4 |
Start Page Number: | 597 |
End Page Number: | 610 |
Publication Date: | Sep 2012 |
Journal: | INFORMS Journal on Computing |
Authors: | Klose Andreas, Grtz Simon |
Keywords: | combinatorial optimization, programming: branch and bound |
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.