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<
:
=
;
.;x;y/ 2 RB jIjjJj B jIj W X
i2S
f i y i C c.S/ C X
i…S
P SF D
i .S/y i ; 8 S I
;
B jJj are the domains of the binary
vectors associated with the location and allocation variables x and y, respectively.
Theorem 3.1 Let T I and .;x T ;y T / 2
B jIjjJj and
where is a continuous variable and
B jIj , with x and
y the incidence vectors of the UFLP solution associated with subset T . Then,
.;x T ;y T / 2 P SF if and only if Z.T/ .
Proof If .;x T ;y T / 2 P SF then
X
i2T
B jIjjJj
R
f i y i C c.T/ C X
i…T
i .T/y i D X
i2T
f i C c.T/ D Z.T/:
Suppose now that Z.T/.Wehave
f.T/ D X
i2T
f i y i D X
i2T \S
f i y i C X
i2T nS
f i y i
D X
i2S
f i y i C X
i2T nS
f i y i ;
for all S I:
Since c is non-increasing supermodular, by ( 3.47 ), we also have
c.T/ c.S/ C X
i2T nS
h c.S [f i g / c.S/ i D c.S/ C X
i…S
h c.S [f i g / c.S/ i y i ;
for all S I:
Thus, for all S I
h c.S [f i g / c.S/ i y i :
Z.T/ D f.T/ C c.T/ X
i
f i y i C X
i
f i y i C c.S/ C X
i
2
S
2
T
n
S
S
Hence, Z.T/ X
i2S
f i y i C c.S/ C X
i…S
i .S/y i ; for all S I.
Therefore, .;y T ;x T / 2 P SF and the result follows.
As a consequence of Theorem 3.1 , the UFLP can be stated as the following MIP
(see Nemhauser and Wolsey 1981 ):
minimize
(3.48)
X
i2I
f i y i C c.S/ C X
e…S
i .S/y i 8 S I
subject to
(3.49)
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