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Condition (b) means that the objective function value of an optimal dual solution
reduces to P j2J u j . In other words, an optimal dual solution exists with t i D 0 for
all i 2 I. Hence, the complementarity slackness conditions for constraints ( 3.42 )are
0
@ f i X
j2J
1
u j c ij C
A y i D 0
i 2 I:
(3.46)
These conditions, which apply to any primal-dual optimal pair to the LP relax-
ation of UFLP, hold trivially for all i 2 I with y i D 0.Wheny i >0,( 3.46 ) holds
provided that P j2J u j c ij C D f i . For the integer UFLP the complementarity
slackness conditions ( 3.46 ) give the guidelines for primal-dual heuristics. Two
alternative strategies may be applied: (1) the primal solution is obtained first and
then a vector u is built to satisfy P j2J u j c ij C D f i for all i 2 I with
y i D 1; or (2) the dual solution u is first obtained and then the primal solution sets
y i D 1 for all i 2 I with P j2J u j c ij C D f i . The first strategy can be applied
starting from any set of open facilities S (which can be obtained, for instance, with
a greedy heuristic). The associated dual solution u .S/ can be obtained by setting
u j .S/ D min i2S c ij for all j 2 J (note that this solution need not satisfy condition
(b)). The DUFLP objective function value for u j .S/ is
0
@ X
j2J
1
C
D. u .S// D X
j2J
u j .S/ X
i2I
u j .S/ c ij C f i
A
D
0
@ X
j2J
1
C
min
i 0 2S c i 0 j c ij C f i
X
i 0 2S c i 0 j X
i2I
A
min
D
j2J
0
@ X
j2J
1
C
min
i 0 2S c i 0 j c ij C f i
X
i 0 2S c i 0 j X
i…S
A
min
:
j2J
Since the value of the primal solution associated with S is Z.S/ D P i2S f i C
P j2J min i2S c ij , the deviation between the primal/dual values of S and u .S/ is
0
@ X
j2J
1
C
min
i 0 2S
c i 0 j c ij C f i
Z.S/ D. u .S// D X
i2S
f i C X
i…S
A
:
The above expression for the deviation suggests choosing S in order to satisfy
P j2J min i 0 2S c i 0 j c ij C f i 0 for all i S, since in this case the above
deviation reduces to P i2S f i .
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