A projection method for the uncapacitated facility location problem (Q918404)

The following optimization problem is derived as a relaxation of the uncapacitated facility location problem: \[ \min_{u\in {\mathbb{R}}^ m}F(u)=\sum^{m}_{i=1}u_ i+\sum^{n}_{j=1}s^+_ j(u)\text{ where } s_ j(u)=\sum^{m}_{i=1}(c_{ij}-u_ i)^+-f_ j. \] An algorithm is presented which exploits the special structure of this problem in an efficient way. Furthermore it is discussed how to use this in connection with cutting plane methods.