Abstract
Professor Charnes was the first to recognize the potentialities of adjacent extreme point methods to solve nonlinear problems. Subsequent research has substantiated his thoughts enunciated two decades ago on the power and limitations of such methods. The current paper deals with a Bilinear Program, i.e., a problem of the form to minimize ctx + dty + xtHy subject to x ε X and y ε Y, where X and Y are bounded polyhedral sets. In particular, it deals with a rectilinear distance location-allocation problem involving the determination of the locations of several new facilities, and the allocation of several products from these facilities to other, new or existing, facilities. An adjacent extreme point method is used along with cutting planes to overcome local optimality. The resulting algorithm converges to the global minimum. Computational results are provided.
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Shetty, C.M., Sherali, H.D. (1980). Rectilinear Distance Location-Allocation Problem: A Simplex Based Algorithm. In: Fiacco, A.V., Kortanek, K.O. (eds) Extremal Methods and Systems Analysis. Lecture Notes in Economics and Mathematical Systems, vol 174. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46414-0_23
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DOI: https://doi.org/10.1007/978-3-642-46414-0_23
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