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A Lagrangian relaxation approach to large-scale flow interception problems

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  • Gzara, Fatma
  • Erkut, Erhan

Abstract

The paper presents a tight Lagrangian bound and an efficient dual heuristic for the flow interception problem. The proposed Lagrangian relaxation decomposes the problem into two subproblems that are easy to solve. Information from one of the subproblems is used within a dual heuristic to construct feasible solutions and is used to generate valid cuts that strengthen the relaxation. Both the heuristic and the relaxation are integrated into a cutting plane method where the Lagrangian bound is calculated using a subgradient algorithm. In the course of the algorithm, a valid cut is added and integrated efficiently in the second subproblem and is updated whenever the heuristic solution improves. The algorithm is tested on randomly generated test problems with up to 500 vertices, 12,483 paths, and 43 facilities. The algorithm finds a proven optimal solution in more than 75% of the cases, while the feasible solution is on average within 0.06% from the upper bound.

Suggested Citation

  • Gzara, Fatma & Erkut, Erhan, 2009. "A Lagrangian relaxation approach to large-scale flow interception problems," European Journal of Operational Research, Elsevier, vol. 198(2), pages 405-411, October.
  • Handle: RePEc:eee:ejores:v:198:y:2009:i:2:p:405-411
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    References listed on IDEAS

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    1. Marshall L. Fisher, 1981. "The Lagrangian Relaxation Method for Solving Integer Programming Problems," Management Science, INFORMS, vol. 27(1), pages 1-18, January.
    2. Bazaraa, Mokhtar S. & Sherali, Hanif D., 1981. "On the choice of step size in subgradient optimization," European Journal of Operational Research, Elsevier, vol. 7(4), pages 380-388, August.
    3. John Hodgson, M., 1981. "The location of public facilities intermediate to the journey to work," European Journal of Operational Research, Elsevier, vol. 6(2), pages 199-204, February.
    4. Oded Berman & Richard C. Larson & Nikoletta Fouska, 1992. "Optimal Location of Discretionary Service Facilities," Transportation Science, INFORMS, vol. 26(3), pages 201-211, August.
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    Cited by:

    1. Ghaddar, Bissan & Naoum-Sawaya, Joe & Kishimoto, Akihiro & Taheri, Nicole & Eck, Bradley, 2015. "A Lagrangian decomposition approach for the pump scheduling problem in water networks," European Journal of Operational Research, Elsevier, vol. 241(2), pages 490-501.
    2. Marković, Nikola & Ryzhov, Ilya O. & Schonfeld, Paul, 2017. "Evasive flow capture: A multi-period stochastic facility location problem with independent demand," European Journal of Operational Research, Elsevier, vol. 257(2), pages 687-703.
    3. Miyagawa, Masashi, 2010. "Distributions of rectilinear deviation distance to visit a facility," European Journal of Operational Research, Elsevier, vol. 205(1), pages 106-112, August.
    4. Mohammad Nezhad, Ali & Manzour, Hasan & Salhi, Said, 2013. "Lagrangian relaxation heuristics for the uncapacitated single-source multi-product facility location problem," International Journal of Production Economics, Elsevier, vol. 145(2), pages 713-723.

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