Abstract
In this paper, we introduce a model of distributionally robust facility location problem (DRFLP) under moment constraints up to the second order. We show, via duality theory of moment problems, that the linear relaxation of the DRFLP is equivalent to that of the standard uncapacitated facility location problem (UFLP). Consequently, any LP-based approximation algorithm for the UFLP implies an approximation algorithm for the DRFLP with the same approximation ratio.
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Acknowledgements
The research of the first author is supported by NSF of China (No. 11371001). The second author’s research is supported by the Natural Sciences and Engineering Research Council of Canada (NSERC) grant 283106. The third author’s research is supported by Scientific Research Common Program of Beijing Municipal Commission of Education (No. KM201210005033) and China Scholarship Council.
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Wu, C., Du, D., Xu, D. (2015). An Approximation Algorithm for the Two-Stage Distributionally Robust Facility Location Problem. In: Gao, D., Ruan, N., Xing, W. (eds) Advances in Global Optimization. Springer Proceedings in Mathematics & Statistics, vol 95. Springer, Cham. https://doi.org/10.1007/978-3-319-08377-3_11
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DOI: https://doi.org/10.1007/978-3-319-08377-3_11
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