An interior-point method for the single-facility location problem with mixed norms using a conic formulation
(2007)
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- Abstract
- We consider the single-facility location problem with mixed norms, i.e. the problem of minimizing the sum of the distances from a point to a set of fixed points in R, where each distance can be measured according to a different p-norm. We show how this problem can be expressed into a structured conic format by decomposing the nonlinear components of the objective into a series of constraints involving three-dimensional cones. Using the availability of a self-concordant barrier for these cones, we present a polynomial-time algorithm (a long-step path-following interior-point scheme) to solve the problem up to a given accuracy. Finally, we report computational results for this algorithm and compare with standard nonlinear optimization solvers applied to this problem.
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Citations
Chares, R., & Glineur, F. (2007). An interior-point method for the single-facility location problem with mixed norms using a conic formulation (CORE Discussion Papers 2007/71). https://hdl.handle.net/2078.5/80934