Accepted Manuscript

A multi-objective facility location problem in the presence of variable

gradual coverage performance and cooperative cover

Mumtaz Karatas

PII: S0377-2217(17)30312-0
DOI: 10.1016/j.ejor.2017.04.001
Reference: EOR 14365

To appear in: European Journal of Operational Research

Received date: 9 September 2016

Revised date: 5 January 2017
Accepted date: 1 April 2017

Please cite this article as: Mumtaz Karatas , A multi-objective facility location problem in the presence
of variable gradual coverage performance and cooperative cover, European Journal of Operational
Research (2017), doi: 10.1016/j.ejor.2017.04.001

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 ACCEPTED MANUSCRIPT

Highlights
 A Multi Objective Facility Location Problem with multiple features is introduced.
 Gradual coverage, cooperative coverage and variable coverage are considered.
 Deviations associated with cost, coverage performance and capacity are minimized.
 An integer non-linear and an equivalent integer linear program are developed.
 A combined non-linear and linear program solution procedure is proposed.

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A MULTI-OBJECTIVE FACILITY LOCATION PROBLEM IN THE PRESENCE OF

VARIABLE GRADUAL COVERAGE PERFORMANCE AND COOPERATIVE COVER

Mumtaz Karatas
Department of Industrial Engineering
Turkish Naval Academy
Tuzla, Istanbul, 34940, TURKEY
mkaratas@dho.edu.tr

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ABSTRACT

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This paper presents a multi-objective facility location problem which includes facilities with gradual
covering decay, cooperative demand coverage and variable coverage performance. The objectives include

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minimizing deviations from demand coverage level requirements, allocated budget, and facility
capacities. The gradual coverage performance, variable facility costs and facility capacities are considered
as non-linear functions. The location problem is first modeled as a multi-objective integer non-linear
program (INLP). Next, after mapping the problem to a network-like structure, an equivalent multi-

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objective integer linear program (ILP) is developed. With the objective of attaining high-quality solutions
within reasonable computing times, we propose a combined INLP-ILP solution procedure. Extensive
computational experiments are taken on randomly generated data for small, medium and large-sized
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problems. The detailed results are provided, and the combined INLP-ILP procedure is shown to be
efficient.
Keywords: Location; integer programming; gradual covering; cooperative coverage; variable coverage
performance.
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1. INTRODUCTION
Facility location problems deal with determining the ―best‖ locations for facilities or equipment with
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the objective of serving a set of demands. The meaning of ―best‖ depends on the nature and setting of the
problem studied, namely in terms of assumptions, constraints, and optimality criteria considered (Laporte
et al., 2015). Brandeau and Chiu (1989)‘s review presents a survey of more than 50 representative
problems among several types that have been identified in location theory field. Interested reader can also
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refer to Ghosh and Rushton (1987), Owen and Daskin (1998), Drezner and Hamacher (2002), Nickel and
Puerto (2005), Church and Murray (2009), Daskin (2011), Farahani et al. (2012) and Laporte et al. (2015)
for detailed discussions on various problem types and solution methodologies studied in location theory.
As one of the most popular problem types in location theory, the covering problem generally involves
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customers (demand points) who receive a certain type of service by at least one facility depending on the
distance between the customer and facilities. Studies on covering problems usually utilize traditional
models such as p-median problems (p-MP), p-center problems (p-CP), set-covering problems (SCP) and
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maximal covering location problems (MCLP). Among those, the MCLP, introduced by Church and
ReVelle (1974), aims to maximize the number of customers who receive a pre-defined level of coverage
by locating a fixed number of facilities (Owen and Daskin, 1998; Razi and Karatas, 2016).
A basic problematic assumption in many MCLP formulations is that a demand point is assumed to be
covered completely if it lies within the coverage radius of a facility, and not covered at all outside of the
radius. Keeping in mind that covering models generally focus on the worst case behavior of the system
(Daskin, 2011), this unrealistic modeling assumption, i.e. deterministic coverage model, may lead to
potential errors and unjustified solutions if the problem nature requires accounting for partial coverage,
i.e. coverage falling off gradually within distance. In literature, there are studies that incorporate such
models. For example, Church and Roberts (1983)‘s paper introduces the gradual cover concept by
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modeling the value of coverage with step functions. In the following years, research conducted by
Berman and Krass (2002), Berman et al. (2003), Karasakal and Karasakal (2004), Drezner et al. (2004),
Ren et al. (2007), Eiselt and Marianov (2009) and (Brimberg et al., 2015) discuss the gradual cover
models in various settings and scenarios. Similar studies such as Zhang and Hou (2004), Gao et al.
(2008), Wu et al. (2008) and Vu (2009) also consider gradual cover concept in wireless sensor networks
(WSNs) design domain.
Although gradual cover models are studied by a number of researchers, the covering performance
metric of facilities is assumed to be an exogenous parameter that is outside of the control of the decision-
maker. Nevertheless, there are a number of applications in which the coverage radius of a facility with

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deterministic coverage model is one of the design parameters, i.e. the decision-maker has the full control
on the level of the coverage performance metric by simply increasing or decreasing the size of the facility.

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In general, the option of increasing the facility size comes at a cost. Traditionally, costs associated with
siting and operating a facility are mostly treated as fixed set-up and operating costs. Therefore, when
siting facilities with variable size (or coverage performance), it is necessary to consider variable costs that

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depend on facility size. Current and O'Kelly (1992), Carrizosa and Plastria (1998), Plastria and Carrizosa
(1999), Suzuki and Drezner (2003), Wu and Yang (2004), Cardei et al. (2005), Cardei et al. (2006), Yang
et al. (2006), Dhawan et al. (2006), Wang and Medidi (2007) and Berman et al. (2009b) are some of the
notable studies which implement the variable radius assumption to covering problems.

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In most facility location problems, the demand points are covered by at most one facility, i.e. the
closest or the one that can give the maximum coverage. In other words, demand sharing is not allowed
among multiple facilities. This is not a realistic assumption if there are more than one facility that can
cooperatively contribute to the coverage of a demand point. Berman et al. (2009a), Averbakh et al. (2014)
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and Karatas and Onggo (2016) are the foremost studies in the literature which introduce and further
develop the cooperative coverage concept.
Moreover, there is a growing recognition that in many real world location problems, the decision-
maker is likely to pursue multiple objectives or consider more than one factor to achieve a successful
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implementation of available resources (Current et al., 1990). Such a desire transforms the problem to a
multi-objective location problem where the objectives might include conflicting terms such as cost,
service quality, response time, traveled distance, workload distribution, etc. (Farahani et al., 2010).
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Hence, as mentioned by Current et al. (1990)‘s review, most location problems are inherently multi-
objective in nature, and those objectives demonstrate inherent tradeoffs.
Many real-world location problems may require taking account of some or all abovementioned issues.
As an example, consider the problem of locating optic sensors, sonars, radars or similar intrusion
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detection systems to observe the physical space. In such scenarios, the search space consists of a discrete
set of locations, e.g. critical infrastructure facilities, high-value sites, chemical plants, and the objective is
to create a certain level of surveillance on or around those points. The coverage performance of such
sensors gradually decay with the distance to the demand point, and the decision-maker can control the
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performance of sensors by choosing their size, average/maximum detection range, output power, etc. The
coverage status or probability achieved on a demand point can easily be determined by computing the
overall coverage performance of sensors installed. Similarly, most retailers expect the coverage
performance of a store gradually decay with the distance from the facility to the customer‘s location
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(Berman and Krass, 2002). Or, in emergency system applications the responsibility areas are generally
specified through legislature, and the gradually decaying coverage performance is often recognized
(Berman et al., 2003). Other examples studied in literature include; locating light posts with variable
ranges to illuminate a particular area (Berman et al., 2009b), locating Wi-Fi access points in airports or
recreational areas (Brimberg et al., 2015), locating signal transmission facilities such as cell-phone towers
to cover a certain area (Berman et al., 2009b), and locating sensors to warn of fire hazards (Drezner and
Wesolowsky, 1997). In the following sections, we use the term ―facility‖ regardless of the type of
structure such as a warehouse, plant, surveillance sensor, etc.

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Nevertheless, few existing papers studied these issues in combination. Motivated by the lack of
research in this area, we deal with four issues that have been explored separately to some degree, but not
together: (1) gradual covering decay, (2) cooperative coverage, (3) variable coverage performance, and
(4) multi-objective location planning. Specifically, in this paper, we consider a multi-objective facility
location problem where the probability of covering a demand is a monotonically decreasing function of
the distance between facility and demand, and the coverage performance of a facility is controlled by the
decision-maker. We further assume that a demand point can be covered by multiple facilities
cooperatively. In our problem, an allocation plan is accepted as ‗successful‘ if it has the following
properties: (1) achievement of sufficient coverage on demand points, (2) low total cost, and (3) balanced

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workload distribution among facilities. Therefore, a multi-objective planning is necessary to answer all
needs simultaneously to help develop a successful plan.

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Accordingly, we first develop a multi-objective integer non-linear program (INLP) model for the
abovementioned location problem. Next, we map the problem to a network-like structure and show that
the INLP can be represented as a multi-objective integer linear program (ILP) which improves the

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solution quality at the cost of additional computing time. Finally, we propose a combined INLP-ILP
solution approach which provides high-quality solutions with shorter computing times.
We believe that our approach can be applied to multi-objective location problems where a demand
can be satisfied by multiple facilities each having a user-defined variable service performance that decays

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with distance. Our modeling framework which incorporates these assumptions is more reasonable and
realistic than the classical MCLP approach. Moreover, the proposed solution approach is novel in the
sense that it integrates the two analytic models to benefit from their strong sides, i.e. computing speed of
the INLP and solution quality performance of the ILP.
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The remainder of the paper is structured as follows. In Section 2 we present our assumptions, selected
features and preliminaries of our work. Then we develop our INLP, ILP formulations and propose the
combined INLP-ILP solution procedure in Section 3. We show the performance of our mathematical
models and compare them with that of the combined INLP-ILP approach on some generic problem
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instances in Section 4. The paper ends with discussion and conclusion section.

2. ASSUMPTIONS AND PRELIMINARIES

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We consider a set of demands, i  I , and a finite set of candidate facility locations, j  J , each of
which is associated with a point in the two-dimensional Euclidean plane. Both, candidate facility
locations and demand point locations are fixed and known—that is, we assume a discrete location setting.
Each demand node i is associated with a weight wi that generally reflects the amount of demand generated
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over a period of time or the relative importance of that demand node (Berman and Wang, 2007). While
the formulation could be developed with any distance metric, we use Euclidean distances.
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2.1. Modeling Gradual Cover

In a deterministic coverage model, the coverage zone of a facility is modeled with a fixed radius.
Hence, each facility has a specific coverage radius and a demand point is said to be covered completely if
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it is within the coverage zone of an installed facility. Although deterministic coverage models provide a
basic understanding of the coverage region and are desirable for theoretical derivation, it is not always
applicable to location problems (Yang et al., 2015).
In this paper, the deterministic cover assumption of ―cover all within the radius or nothing beyond‖ is
relaxed by replacing it with a gradual cover concept similar to approaches in Berman et al. (2003) and
Karasakal and Karasakal (2004). For this purpose, two coverage radii, d (minimum critical distance) and
d (maximum critical distance), d  d , are defined for each demand. It is assumed that a demand is (1)
fully covered (i.e., all available demand is captured) if a facility is located within the minimum critical
distance d (or, closest facility is within d ), (2) none of the demand is covered if no facility is located
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within the maximum critical distance d (or, closest facility is further than d away), or (3) partially
covered if closest facility lies between d and d .
The level of coverage which represents the proportion of the available demand captured is given by a
gradual coverage function f (di , j ) [0,1] where di,j is the distance between demand i and location j.
Although these functions can have many shapes, we assume that it is a non-increasing function of
distance. Several empirical formulas exist in the literature. Some of them are: polynomial models (Liu
and Towsley, 2004), exponential model (Yang et al., 2015; Chen et al., 2010; Hefeeda and Ahmadi, 2006;
Zhong et al, 2008; Li et al., 2002; Chen et al., 2013), Fermi-type model (Fewell and Ozols, 2011; Craparo

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and Karatas 2015), Elfes model (Kumar and Lobiyal, 2013) and cubic model (Xing, 2009b).
In this paper, a Fermi-type coverage model is adopted to serve as an example in the development of

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our formulation. Using the Fermi function, the level of coverage provided by a facility located at j to the
demand i is expressed as:

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1, di , j  d

 1
f (di , j )   di , j  d  /    d  1 / b
, d  di , j  d (1)
1  10 

0,

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where b is a ‗sensitivity‘ parameter that describes the ‗tailing‘ character of the function (Fewell and Ozols
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2011). Here  ,   d , represents the equivalent deterministic radius or the range at which the coverage
probability is equal to 0.5. Figure-1(a) illustrates the Fermi function for different values of b when d  1 ,
d  8 and   4 . Note that when di,j ≥ ρ, coverage probability is less than 0.5. When b = 0, the Fermi
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model approximates a deterministic coverage model of radius ρ (Craparo and Karatas, 2015).

2.2. Modeling Variable Coverage Performance and Size

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The coverage performance of a facility plays a key role in determining optimal facility locations in
MCLP and SCP. Most problems adopt a constant coverage performance and assume it outside of the
control of the decision-maker. To relax this assumption, some earlier studies, such as Wu and Yang
(2004), Wang and Medidi (2007) and Berman et al. (2009b), adopted deterministic coverage models with
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a variable coverage radius for each facility and developed solution techniques that account for variable
radii.
Different from those studies, this paper encompasses variable coverage performance together with a
gradual cover model. Built upon the Fermi-type gradual cover model explained in Section 2.1, we apply
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our variable coverage performance by allowing decision-makers to choose an equivalent deterministic

radius ρ (in equation (1)) among a set of discrete ranges indexed by r  R for each facility. Substituting ρ
with ρr, the equivalent deterministic radius of range r, equation (2) allows the Fermi-type function to
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implement the relaxation practically. Figure-1(b) illustrates the Fermi-type function for different values of
ρ when d  1 , d  8 and b  0.5 . Note that, as ρ increases the coverage probability at any distance
between d and d also increases.
1, di , j  d

 1
f (di , j ,  r )   di , j  d  /   r  d  1 / b
, d  di , j  d (2)
1  10 

0,
 otherwise.

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Although this study adopts the Fermi-type function to model the coverage performance of facilities,
the developments presented here can easily be modified for other types of functions. For example, using
d
the exponential function e i , j , the decision-maker can model the gradual fall-off in coverage with the
distance di,j, and control the variability in the coverage performance with the parameter λ which reflects
the speed of coverage performance attenuation with regard to di,j.
In this paper, we further assume that the physical size of a facility is a function of facility‘s equivalent
deterministic radius. Some real-world examples are; larger stores have larger trading areas, larger schools
attract students from further distances, larger fire stations serve larger areas, or hospitals with better
equipment and higher capacity serve more patients, leading to a larger covering area (Berman et al.,

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2009b). In those cases, it may be reasonable to suppose that depending on its size, capability or visibility,
each facility (store, school, fire station, hospital) has an impact on the demand (customer, patient, student,

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behavior).
Let srf and s clj denote the size of a facility with equivalent deterministic radius ρr and physical size of

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candidate location j, respectively. A facility‘s size is assumed to be directly proportional to ρr and is
modeled by equation (3). Hence, to maintain feasibility, srf  s clj should hold for all locations sited with a
facility.

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srf  r , r  R,   0. (3)
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1 1 1
b=0 =3.0
b=0.25 =3.5
0.8 b=0.50 0.8 =4.0 0.8
Probability of Coverage

Probability of Coverage

Probability of Coverage

b=1.00 =4.5
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0.6 0.6 0.6

0.4 0.4 0.4

Facility-1
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0.2 0.2 0.2 Facility-2

Cumulative

0 0 0
0 2 4 6 8 10 0 2 4 6 8 10 0 2 4 6 8 10
range range range
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(a) (b) (c)

Figure 1: (a) Coverage function for sensitivity values of b = 0, 0.25, 0.50, and 1 for fixed d  1 , d  8
and   4 . (b) Coverage function for equivalent deterministic radii of ρ = 3, 3.5, 4 and 4.5 for fixed
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d  1 , d  8 and b  0.5 . (c) Example cumulative coverage probability function between two adjacent
facilities 10 unit distance apart for b  0.5 ,   4 , d  1 , d  8 .
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2.3. Modeling Cooperative Coverage

In contrast to the traditional assumption that only the closest facility or the one that can provide the
maximum amount of coverage can be assigned to a demand, in this study, we allow cooperative coverage
of facilities, i.e. multiple facilities can contribute to the coverage of a demand simultaneously.
Note that this relaxation is regarded necessary especially for problems where coverage is considered
as ensuring sufficient level of signal strength. Determining the locations of warning sirens, cell phone
towers, surveillance sensors (sonars, radars, and such) are some physical application domains (Berman et
al., 2009a; Berman et al., 2009b).

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Throughout this work, we further assume that the coverage of a demand by a particular facility is
independent of its coverage by other facilities. Under this assumption, the probability that a demand is not
covered can simply be computed as the product of the individual not covering probabilities of all installed
facilities. Let K  J  R be the subset of pairs ( j, r ) where a facility of range r is installed at location j.
Then, the cumulative coverage probability of demand i, Pi, is given by equation (4):

Pi  1   1  f (d
( j , r )K
i, j , r )  , i  I (4)

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Figure 1(c) shows an example cumulative coverage probability function for two installed facilities.
We observe that the collaborations of multiple facilities can remarkably enhance the overall coverage

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performance.

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2.4. Multiple Objectives
We consider location problems which involve multiple conflicting objectives. In particular, we aim to
find solutions that provide good coverage of demands at low cost and with balanced workload distribution
among installed facilities. We assume that for each objective there is some prior information about the

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standard or service level target that decision-makers desire to achieve. Hence, using the goal
programming concept, we first translate all objectives into a single objective function in which the
preferences for each goal are assigned a priori. Let g  G denote the set of components (goals) in the
objective function. For each component g, we represent the decision-maker defined weights by ωg in the
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objective function. Thus, the objective function is designed such that it minimizes the weighted sum of
undesirable deviations from target values (goals).
We now define our goals in more detail.
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2.4.1. α-Coverage

This objective is defined as the probability of covering a demand within a predetermined coverage
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threshold value α. In this paper, we presume that the coverage requirement may differ for different
demand points. Thus, we define a specific coverage level αi for each demand i  I . Based on independent
coverage probabilities modeled by equation (4) we define α-coverage concept:
Definition 1 (α-coverage): A solution provides α-coverage to the set of demand points I if the
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cumulative coverage probability of any demand point i, Pi, is no less than a threshold value αi, i.e.,
Pi  i , i  I where 0  i  1.
The α values are decided by the decision-maker with respect to the strategic or tactical requirements
of practical applications. A larger α value requirement appeals closer and/or more powerful (bigger)
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facilities. In the objective function, we minimize the sum of negative deviations from each target αi value.
This approach aims to achieve the highest possible α-coverage satisfaction ratio while preventing the
optimization model terminate due to infeasibility for severely supply-constrained systems.
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2.4.2. Budget

Minimization of costs associated with siting a new facility is another widely used objective in facility
location related studies. Hence, this objective defines the intention of building facilities and maintaining
service standards with a limited and known total budget B. In location problems ―total cost‖ is generally
defined as the sum of fixed (installation, investment, start-up) and variable (operations, production,
management, logistics, maintenance) costs associated with facilities. (Farahani et al., 2010).

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We assume that cost functions may be different in different candidate locations. Thus, the total cost of
installing a facility to location j with equivalent detection radius ρr , Cj,r, can be written as:

C j ,r  c jf  cj ,r , j  J , r  R (5)

where c jf is the fixed cost of installing a facility to location j, and cj , r is the variable cost function of
installing a facility to location j with equivalent deterministic radius ρr.
Numerous different types of the coverage cost functions have been proposed by other researchers (see

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Drezner, 1998; Plastria, 2002; Hajiaghayi et al., 2003; Wu et al., 2006; Fernández et al., 2007). As an
example, the variable cost  m ,   0 suggested by Fernández et al. (2007) takes the shape of an

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increasing marginal return curve for m ≥ 1 (note that when m = 1 the function reduces to a fixed marginal
return curve), and a decreasing marginal return curve for m < 1. Using a similar approach, we adopt a

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generalized increasing marginal return variable cost function in equation (6). Such cost functions are also
commonly used in WSN settings where coverage is represented as a physical intensity of the surveillance
sensor outputs.

cvj ,r   j rm , r  R, j  J ,  j  0 and m  1

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In the budget component of our objective function, we aim to minimize the positive deviation of the
total cost from the allocated budget B.
(6)
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2.4.3. Capacity

An important portion of location problems assumes that the capacity of a facility is unrestricted and a
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facility may serve an infinite amount of demand. This assumption may be realistic if expected demand
volume is well below the facility capacity. Nevertheless, there are a number of applications, where
facilities have an upper bound, or a threshold value for the amount of demand they can fulfill (Melkote
and Daskin, 2001). Ambulance services, public schools, shopping centers, etc. are some of the example
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application fields where facilities should operate close to their capacity.

In real world applications, it is expected that a facility‘s capacity increases with its quality and\or
coverage performance, e.g. larger hospitals can serve a higher number of patients, higher quality radars
can surveil longer distances. To implement this fact, we assume that the capacity of a facility is a non-
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increasing function of its equivalent deterministic radius ρr. Similar to the variable cost function explained
in section 2.4.2., we model CAPr, the capacity of a facility of equivalent deterministic radius ρr, with an
increasing marginal return curve to model as:
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CAPr  rn , r  R,   0 and n  1 (7)

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This notion brings out the concern of workload distribution to facilities in accordance with their
capacities. To develop a successful allocation plan, decision-makers should consider the size and capacity
relation, and aim to minimize the mismatch capacity and workload of each facility. For this reason, the
capacity component of our objective function aims to minimize both negative and positive deviations
from the pre-determined facility capacities. Minimizing two-sided deviations serves as a workload
balancing tool such that for each installed facility the excess and shortage on workload is minimized.

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3. MODEL FORMULATION
Based on the aforementioned assumptions we formulate the facility location model with the following
mathematical models.

3.1. Multi-Objective Integer Non-Linear Programming (INLP) Formulation

The multi-objective INLP optimization model is formulated with sets and indices, parameters,
variables, objective function and constraints explained below.

3.1.1. Sets and Indices:

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iI

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: set of demand points.
jJ : set of candidate facility locations.
rR : set of ranges.

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3.1.2. Parameters:

r = equivalent deterministic radius of range r.

pi , j ,r
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= probability of covering demand i by a facility installed at location j with an equivalent
deterministic radius of range r. ( pi , j ,r is computed with the function defined in equation (2)).
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di , j = distance between locations i and j.
c jf = fixed cost of installing a facility to location j.
cj , r = variable cost of installing a facility to location j with an equivalent deterministic radius of
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range r.
C j ,r = total cost of installing a facility to location j with an equivalent deterministic radius of range r.
srf = physical size of a facility with an equivalent deterministic radius of range r.
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s cl
j
= physical size of candidate location i.
CAPr = capacity of a facility with an equivalent deterministic radius of range r.
i = coverage level threshold for demand i.
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wi = weight of demand i.
B = total budget.
b = Fermi sensitivity parameter.
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d = minimum critical distance

d = maximum critical distance
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3.1.3. Decision Variables:

1, a facility is sited at location j with equivalent deterministic radius r

x j ,r = 
0, otherwise
Pi = Cumulative probability of covering demand i with all installed facilities.
devi + ,devi - = Positive and negative deviations associated with coverage level threshold for
demand i.

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devbud  , devbud  = Positive and negative deviations associated with the budget.
cap  cap 
dev j , dev j
= Positive and negative deviations associated with the capacity of a facility installed at
location j.

3.1.4. Objective Function:

The multi-objective function given by (8) aims to minimize zINLP , defined as the sum of following
three terms: The first term represents the total weighted deviations from the coverage probability
shortages from each αi target value. The second term measures the deviation resulting from exceeding

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budget. The final term represents the total two-sided deviation of allocated supply from available
capacity.

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min zINLP  1  wi devi   2 devbud   3   dev cap 
 dev cap 
 (8)

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j j
x,P,
iI jJ
devα+ ,devbud+ ,devcap+
dev ,devbud- ,devcap-
α-

3.1.5. Constraints:

 US 
Pi  1   1  pi , j ,r x j ,r   , i  I
 jJ rR 
(9)
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x
rR
j ,r  1, j  J (10)
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s
rR
r
f
x j ,r  s clj , j  J (11)

Pi  devi -  devi +  i , i  I
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(12)

 C
jJ rR
j ,r x j ,r  devbud   devbud   B (13)
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 p
iI rR
i , j ,r x j ,r  devcap
j

 devcap
j

  CAPr x j ,r , j  J
rR
(14)
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x j ,r 0,1 , j  J , r  R (15)

devi  , devi   0, i  I
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(16)

devbud  , devbud   0 (17)

 
devcap
j , devcap
j  0, j  J (18)
Constraint set (9) defines the cumulative coverage probability for each demand i. Constraint set (10)
ensures that an installed facility is designed with a single equivalent deterministic radius. Constraint set
(11) ensures that the physical size of an installed facility does not exceed that of its location. In Constraint

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set (11), srf is defined by equation (3). Constraint set (12) defines the deviations from coverage level
thresholds. Constraint (13) measures the deviation from budget. Note that C j ,r  c jf  cj ,r , j  J , r  R
and cj , r is computed by equation (6). The capacity excess and shortage for each facility j is represented
by Constraint set (14). Together with the third term of the objective function, this constraint set ensures
that the mismatch between the workload (total demand covered) and capacity of a facility minimized.
Note that CAPr is defined by equation (7). Constraint sets (15)-(18) declare variable types.

3.2. Multi-Objective Integer Linear Programming (ILP) Formulation

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Due to the non-convexity of the INLP model developed in section 3.1, a global optimization

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methodology is essential to attain globally optimal solutions. In this section, we show that our INLP can
be reformulated as an ILP model. Our linearization approach adopts the concept of generalized networks
(Ahuja et al., 1993) as used by Morton et al. (2007), Salmerón (2012) and Craparo and Karatas (2015).

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This approach involves mapping the problem to a network-like structure which constructs a flow that
captures the coverage probability along the path. Moreover, it requires introducing new decision variables
as transitory non-coverage probability variables, as well as additional constraints.
To understand the structure of our linearization approach imagine a network of nodes and arcs as in

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Figure 2. This illustration represents a flow for a single demand i. For each demand, a flow represents the
probability that the demand is not covered up to that arc. Each node in the network denotes an arbitrary
candidate location j  J .
Each network link is modeled as |R|+1 arcs in parallel. In specific, between every adjacent node pair
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(j, j+1), there is a positive labeled arc for each r  R , and a single negative labeled arc. These arcs
symbolize a measure of flow associated with the overall non-coverage probability of demand i. If a
facility is installed, i.e. x j ,r  1 , flow occurs on the positive labeled arc r leaving node j. Otherwise, flow
occurs on the ―no facility‖ arc (with the negative sign label). The ILP formulation will ensure that in an
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optimal solution, flow can be positive in exactly one of the arcs leaving from node j to node j+1. The total
amount of flow either remains unchanged or decreases as the flow proceeds towards the final node |J|+1.
This is achieved by the transitory non-coverage probabilities  i,( j , j 1),r and  i,( j , j 1) which represent the
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amount of flow across the arcs. Moreover, if x j ,r  1 , then the leaving positive flow leaving j is scaled
 
down by a factor of qi , j ,r . The term qi , j ,r is the probability that a facility of radius r located at j does not
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cover the demand point i, i.e. qi, j ,r  1  pi , j ,r . Conversely, for a location j, if x

rR
j ,r  0 , the flow remains

the same, hence qi, j  1. Note that node |J|+1 is imaginary and it represents the overall non-coverage
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probability of demand i, Qi.

qi,1,1. i,(1,2),1 qi, j ,1. i,( j , j 1),1 qi, J ,1. i,( J , J 1),1
………
………
………
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qi,1,r . i,(1,2),r qi, j ,r . i,( j , j 1),r qi, J ,r . i,( J , J 1),r

………
………
………

qi,1, R . i,(1,2), R qi, j , R . i,( j , j 1), R qi, J , R . i,( J , J 1), R

1 2 ……… ……… j j+1 ……… ……… |J| |J|+1 Qi
qi,1. i,(1,2) qi, j . i,( j , j 1) qi, J . i,( J , J 1)

Figure 2: Representation of the scaled transitory non-coverage probability flow between candidate
locations for a single demand point i. Positive and negative arcs are denoted by solid and dashed lines,
respectively. Each disk represents a node.
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Now we develop an ILP model for the same problem that exhibits this idea mathematically with the
additional parameters and decision variables below:

3.2.1. Additional Parameters:

qi, j ,r = scale factor for the transitory survival probability of demand i if a facility with an equivalent
deterministic radius of range r is placed at the jth candidate location.
qi, j ,r  1  pi , j ,r , i  I , j  J , r  R

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qi, j = scale factor for the transitory survival probability of demand i if a facility is not placed at

the jth candidate location. qi , j  1, i  I , j  J

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3.2.2. Additional Decision Variables:

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th th
 i,( j , j 1),r = positive transitory survival probability of demand i between the j and j+1 candidate
locations for an equivalent deterministic radius of range r.
th th
 i,( j , j 1) = negative transitory survival probability of demand i between the j and j+1 candidate

Qi
locations.
= overall survival probability of demand i
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3.2.3. Objective Function:

min zILP  1  wi devi   2 devbud   3   dev cap

j

 dev cap
j

 (19)
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x, π + , π- , Q,
iI jJ
devα+ ,devbud+ ,devcap+
devα- ,devbud- ,devcap-
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The objective function is equivalent to (8).

3.2.4. Constraints:

 i,(1,2)   i,(1,2),r  1, i  I
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(20)
rR

qi, j . i,( j , j 1)   qi, j ,r . i,( j , j 1),r   i,( j 1, j 2)   i,( j 1, j 2),r , i  I , j 1, 2,..., J  1 (21)
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rR rR

qi, J . i,( J , J 1)   qi, J ,r . i,( J , J 1),r  Qi , i  I (22)

rR
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x j ,r   i,( j , j 1),r , i  I , j 1,2,..., J  1, r  R (23)

x
rR
j ,r  1, j  J (24)

s rR
r
f
x j ,r  s clj , j  J (25)

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1  Qi   devi   devi   i , i  I (26)

 C
jJ rR
j ,r x j ,r  devbud   devbud   B (27)

 p
iI rR
i , j ,r x j ,r  devcap
j

 devcap
j

  CAPr x j ,r , j  J
rR
(28)

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x j ,r 0,1 , j  J , r  R (29)

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devi  , devi   0, i  I (30)

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devbud  , devbud   0 (31)

 
devcap , devcap  0, j  J
j j

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 i,( j , j 1),r  0, i  I , j  J , r  R
(32)

(33)
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 i,( j , j 1)  0, i  I , j  J (34)

Constraint set (20) initializes the flow by setting the sum of transitory non-coverage probabilities to 1.
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Constraint set (21) balances the scaled flow entering with the unscaled flow leaving node j. Constraint
set (22) computes the overall non-coverage probability of demand i by summing the total flow leaving
node |J| and entering to imaginary node |J|+1. Together with constraint set (29), technical constraint set
(23) ensures that x j , r takes the value 1 if  i,( j , j 1),r is positive. Constraint sets (24)-(28) are identical to
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(10)-(14), respectively. Constraint sets (29)-(34) declare variable types.

3.3. Combined INLP-ILP Solution Procedure

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The ILP formulation developed in section 3.2 generates a globally optimal solution to our multi-
objective facility location problem. However, it may be computationally costly for large instances. Other
approaches for solving multi-objective facility location problems include the use of metaheuristics, such
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as the Genetic Algorithm, Simulated Annealing, Tabu Search, Ant Colony Optimization, etc.
Metaheuristics are robust search and optimization techniques that can be defined as ―intelligent‖
stochastic search algorithms which can be applied to a variety of optimization problems. They have been
successfully implemented for solving many location problems. Some examples include Meller and Bozer
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(1996), Correa et al. (2004), Raisanen and Whitaker (2005), Yang et al. (2007), Hong (2007), Zhang and
Armstrong (2008), Ting and Chen (2013), Ho (2015), Wu et al. (2016).
Metaheuristics are effective tools especially for intractable large problems since they tend to proceed
relatively quickly towards good solutions. However, there is no guarantee on the quality of the best
solution found by a metaheuristic. In this study, with the purpose of achieving the globally optimal
solution within reasonable computing times, we preferred to adopt a novel combined INLP-ILP solution
approach. Different from the abovementioned metaheuristics, this approach guarantees to proceed to the
globally optimal solution and enhances the computing time performance of our ILP model by providing it
with a good starting point in the solution space.

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Let x* denote the INLP solution to the optimization problem. The aim is then to use the information
contained in x* to initialize the ILP model at a particularly good point, i.e. a local optima, when solving
the same optimization problem. In other words, our approach basically first solves the location problem
using our INLP formulation. Next using the solution obtained from INLP as a starting point, it solves the
same problem with the ILP formulation. A good starting point in an ILP model can quickly reduce the
gap. Hopefully, this procedure will enable us to achieve high quality or globally optimal solutions by
using less computational effort than had we not used x* as a starting point to the ILP.

4. EXPERIMENTS

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In the experiments, we tested the proposed INLP and ILP models as well as the combined INLP-ILP
solution approach and analyzed their performances on different problem sizes. Our computational

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experiments mainly seek to compare the performance all three approaches in terms of their solution
qualities (optimal objective function value) and CPU processing times. The models are implemented in

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General Algebraic Modeling System (GAMS©) environment. We used DICOPT and CPLEX 12.2.0.2 to
solve our INLP and ILP models, respectively. All experiments were run by 14 identical PC‘s (Intel Core
i5-3330S CPU@2.70 Ghz processor with 8.00 GB memory and Microsoft Windows 8.1 64-Bit operating
system) of a student laboratory at the Industrial Engineering Department of Turkish Naval Academy.

4.1. Test problems

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In order to have a general assessment of the performance of both single models and the combined
model, we generated location problems of different sizes. The problem cases are set into three groups:
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small, medium and large size problems. For each group we choose three alternatives for the number of
demand points |I|, two alternatives for the number of existing candidate facility locations |J| and the
number of possible ranges as |R|. Proceeding from small to large, we increase all set sizes as summarized
in Table 1. Next, we design a full factorial experiment within each group with 12 combinations, a total of
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36 combinations. For each combination, we generate 50 problem instances. In each instance, we

randomly generate demand and candidate location points on a two-dimensional 100  100 grid from a
uniform distribution. We also randomly choose parameters  j ,  ,  , m, n, c jf , s clj ,i , wi uniformly within
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intervals detailed in Table 1. For each group, parameters r , B, b, wg , d , d are fixed to specific values as
summarized in Table 1.
Parameter values and intervals are carefully chosen with respect to the corresponding group set size
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scales. The defined problem setups ensure that all three objective function components have the same
magnitudes and are at the same scale. This enables getting consistent solutions with the decision-maker
defined weights, ωg. Euclidian distances are computed for each demand i and candidate location j. To
simplify the calculations, parameters di , j and  r are calculated by generic distance units, parameters srf
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and s clj are calculated by generic size units; parameters c vj, r , c jf and B are calculated by generic cost
units.
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Table 1: Problem setups for each group.

Group 1: Small Cases Group 2: Medium Cases Group 3: Large Cases
I  {40,60,80} I  {200,400,600} I  {1000,2000,3000}
Set sizes

J  {5,10} J  {40,80} J  {100,200}

R  {2, 4} R  {5,10} R  {10,20}

8,10
 , R 2 4,8...,20 , R  5 3,6,...,30 , R  10

Values of fixed parameters

r   r   r  
8,12,16,20 , R  4
 11,12,...,20 , R  10 11,12,...,30 , R  20


 d , d   5,40,  d , d   5,40,  d , d   5,40,

 5,20 , R  2  2,40 , R  5  2,40 , R  2

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R 4 R  10 R 4

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B  35 B  80 B  200
b  0.5 b  0.5 b  0.5
1  2  3  1 3 1  2  3  1 3 1  2  3  1 3

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 j  0,1, m  1,1.5  j  0,1, m  1,1.5  j  0,1, m  1,1.5
  0.1,0.5, n  0.5,1.35   1,2, n  0.75,1.75   1,2, n  1,2
randomly distributed
Intervals of uniform

  0,1   0,1   0,1

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parameters

c   2,10
f
j c   2,10
f
j c jf   2,10
s clj  1,10 s clj  1,10 s clj  1,10
i  0.4,1 i  0.4,1 i  0.4,1
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wi  0.1,1 wi  0.1,1 wi  0.1,1

Figure 3 displays an exemplary solution for the (a) INLP and the (b) ILP models where |I|=100, |J|=20,
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|R|=4, and (d , d )  (3,40) . Both solutions are different in terms of selected facility locations and radii. In
specific, the INLP ends up with six installed facilities with five of them having maximum radii (20 units)
and one of them shorter radius (10 units). On the other hand, the ILP solution determines an optimal plan
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which involves 11 facilities with one of them having maximum radii (20 units), four of them having mid-
range radii (15 units), and six of them having shorter radii (10 units).
INLP solution ILP solution
100 1 100 1
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0.9 0.9

80 0.8 80 0.8

0.7 0.7
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Coverage Probability

Coverage Probability

60 0.6 60 0.6

0.5 0.5

40 0.4 40 0.4
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0.3 0.3

20 0.2 20 0.2

0.1 0.1

0 0 0 0
0 20 40 60 80 100 0 20 40 60 80 100

Figure 3: Exemplary solution for (a) INLP and the (b) ILP models. In the figure, demands, candidate
locations, and selected locations are denoted by +, ●, ∆ signs, respectively. Dashed lines represent the
selected radii for each installed facility.

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4.2. Numerical Results

The extensive comparison of the results on all problem groups obtained by INLP, ILP and combined
INLP-ILP are reported in Tables 2-4. In each table the first column is the case number, the second, third
and fourth columns are the set sizes |I|, |J| and |R|, the fifth, sixth and seventh columns are the average
CPU times to reach the optimal solution for INLP, ILP and combined INLP-ILP techniques, and the
eighth column is the gap between the INLP and ILP solutions, i.e.  zINLP  zILP  zILP averaged over 50
randomly generated problem instances for each problem setup. The ninth column of Table 4 shows the
gap between the INLP and combined INLP-ILP solutions, i.e.  zINLP  zCOM  zCOM where zCOM

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represents the objective function value for the combined INLP-ILP solution procedure, averaged over 50
randomly generated problem instances for each problem setup. The gap is used to assess the quality of the

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solution, whereas CPU times represent a performance measure for each technique. In all runs, we set the
relative optimality tolerance (optimality gap) to zero and time limit for the solver to 8 hrs. Hence, an ILP
run stops if a feasible solution is proven to be within 0.0% of the optimal objective value or the maximal

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iteration time is reached.
For groups 1 and 2, all test cases could be solved within the 8 hrs time limit. The longest average
CPU time for the ILP runs is approximately 7 seconds on group 1 cases and 2 hrs on group 2 cases.

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However, for large problem cases (group 3), all ILP solutions terminated due to the time limit without
reaching a solution with zero optimality gap. On the other hand, all INLP and combined INLP-ILP
solution procedures of group 3 could be solved within the time limit. In specific, the longest average CPU
time is approximately 43 minutes for INLP, and 4 hrs for the combined INLP-ILP.
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Table 2: Computation results for small problem cases (group 1) within 8 hrs.
Average CPU time (sec) The gap between
Case # |I| |J| |R| Combined average obj. value of
INLP ILP
INLP-ILP INLP and ILP
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1-1 40 5 2 0.121 3.009 0.901 1.94%

1-2 60 5 2 0.220 2.550 2.526 1.58%
1-3 80 5 2 0.212 3.723 3.474 3.50%
1-4 40 10 2 0.155 2.966 1.556 1.68%
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1-5 60 10 2 0.244 3.437 3.015 2.08%

1-6 80 10 2 0.204 3.148 3.821 2.77%
1-7 40 5 4 0.214 3.400 2.862 2.50%
1-8 60 5 4 0.252 3.850 3.248 2.10%
1-9 80 5 4 0.310 4.426 3.662 3.28%
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1-10 40 10 4 0.390 3.367 2.058 3.43%

1-11 60 10 4 0.336 5.097 4.332 3.53%
1-12 80 10 4 0.379 6.658 3.691 6.87%
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Table 3: Computation results for medium problem cases (group 2) within 8 hrs.
Average CPU time (sec) The gap between
Case |I| |J| |R| Combined average obj. value of
INLP ILP
INLP-ILP INLP and ILP
2-1 200 40 5 1.831 108 85 16.97%
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2-2 400 40 5 2.356 211 164 14.04%

2-3 600 40 5 5.362 1549 864 18.84%
2-4 200 80 5 3.255 535 354 18.71%
2-5 400 80 5 4.236 1526 853 25.08%
2-6 600 80 5 7.235 4251 2285 20.25%
2-7 200 40 10 3.909 1498 913 22.60%
2-8 400 40 10 4.321 3504 1996 22.62%
2-9 600 40 10 8.214 5495 3099 28.87%
2-10 200 80 10 4.277 1698 976 28.80%
2-11 400 80 10 5.236 5618 2964 29.20%
2-12 600 80 10 8.256 7512 4057 33.87%
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Table 4: Computation results for large problem cases (group 3) within 8 hrs.
Average CPU time (sec) The gap between average obj. value of:
Case |I| |J| |R| Combined INLP and
INLP ILP INLP and ILP
INLP-ILP combined INLP-ILP
3-1 1000 100 10 591 >8 hrs 5925 -56.30% 22.23%
3-2 2000 100 10 862 >8 hrs 7956 -73.73% 37.78%
3-3 3000 100 10 1424 >8 hrs 9526 -46.13% 44.28%
3-4 1000 200 10 859 >8 hrs 5461 -47.41% 44.02%
3-5 2000 200 10 742 >8 hrs 7575 -55.56% 36.06%
3-6 3000 200 10 1667 >8 hrs 10011 -52.47% 37.94%
3-7 1000 100 20 826 >8 hrs 5431 -12.83% 42.10%

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3-8 2000 100 20 1125 >8 hrs 8589 -19.25% 40.54%
3-9 3000 100 20 2159 >8 hrs 12105 -50.99% 48.54%

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3-10 1000 200 20 822 >8 hrs 9998 -29.02% 48.95%
3-11 2000 200 20 1471 >8 hrs 12967 -80.52% 50.34%
3-12 3000 200 20 2595 >8 hrs 14833 -82.46% 52.40%

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In group 1 experiments; the INLP provides good solutions on all test instances in terms of both
computing times and solution quality. The gap between INLP and ILP objective function values is
smaller than 7% in all cases. The ILP provides globally optimal solutions with an insignificant extra
computing time of 2 to 7 seconds. On the other hand, combined INLP-ILP achieves zero optimality gap
solutions within computing times almost identical to those of ILP‘s.
In group 2 experiments; the INLP ends up with solutions with an average gap interval of [14%, 34%]
in very short computing times, i.e. between 1 and 9 seconds. The ILP reports optimal solutions with CPU
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times between varying between 2 and 125 minutes depending on the problem size. The combined INLP-
ILP reports optimal solutions with shorter computing times than the ILP‘s computing times. In particular,
it ends up with 40% shorter CPU times on the average of all cases with a maximum 47% improvement in
cases #2-6 and #2-11.
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5
10
INLP
ILP
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4 Combined INLP-ILP
10

3
10
CPU time (sec)

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2
10

1
10
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0
10
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Case 1-10
Case 1-11
Case 1-12

Case 2-10
Case 2-11
Case 2-12

Case 3-10
Case 3-11
Case 3-12
Case 1-1
Case 1-2
Case 1-3
Case 1-4
Case 1-5
Case 1-6
Case 1-7
Case 1-8
Case 1-9

Case 2-1
Case 2-2
Case 2-3
Case 2-4
Case 2-5
Case 2-6
Case 2-7
Case 2-8
Case 2-9

Case 3-1
Case 3-2
Case 3-3
Case 3-4
Case 3-5
Case 3-6
Case 3-7
Case 3-8
Case 3-9

Case Number

Figure 4: Average computation times of the INLP, ILP, and combined INLP-ILP solutions for all test
cases. All optimization runs from case # 1-1 to #2-12 were terminated when the objective value was
proven to be within 0.0% of the optimal objective value. ILP runs from case #3-1 to #3-12 were
terminated due to the 8 hrs time limit of CPLEX solver. Hence those values are not within the vertical
axis range.

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Finally, in group 3 experiments; the ILP cannot achieve optimal solutions within the pre-specified
time limit and performs worse than the INLP in terms of both computing time and solution quality. The
INLP ends up with better solutions than the ILP with an average gap interval of [-12%, -83%] with
computing times varying between 10 and 44 minutes. The most important of all, combined INLP-ILP
reports globally optimal solutions (with zero optimality gap) with an average computing time of 2.5 hrs,
varying between 1.5 and 4 hrs. On the other hand, the gap between the objective function values of the
INLP and the combined INLP-ILP reaches an average value of 42% varying between [22%, 53%].
The average computation time of each solution technique is shown graphically in Figure 4. Note that
the vertical axis uses a logarithmic scale. The gap between average and individual experiment objective

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function values of the INLP and the combined INLP-ILP are depicted graphically in Figure 5. As it can
be seen, the solution quality of the INLP differs from the global optimum, although there are individual

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instances in group 1 cases for which there is no or small difference. Moreover, for larger problem sizes,
there are a number of individual instances in which the gap is much larger than the average.

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90%

80%

70%

60%

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Performance Gap

50%

40%
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30%

20%

10%
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0%
Case 1-10
Case 1-11
Case 1-12

Case 2-10
Case 2-11
Case 2-12

Case 3-10
Case 3-11
Case 3-12
Case 1-1
Case 1-2
Case 1-3
Case 1-4
Case 1-5
Case 1-6
Case 1-7
Case 1-8
Case 1-9

Case 2-1
Case 2-2
Case 2-3
Case 2-4
Case 2-5
Case 2-6
Case 2-7
Case 2-8
Case 2-9

Case 3-1
Case 3-2
Case 3-3
Case 3-4
Case 3-5
Case 3-6
Case 3-7
Case 3-8
Case 3-9
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Case Number
Figure 5: Gap between average objective function values of the INLP and the combined INLP-ILP
for all test cases. Circles represent gaps for individual trials. Solid lines with squares represent average
quantities over the 50 trials. Dashed and dotted lines represent maximum and minimum gaps observed
among 50 trials for each test case, respectively.
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In general, the proposed combined INLP-ILP solution approach outperforms INLP in terms of
solution quality on all instances. Moreover, for each test case, it can attain the globally optimal solutions
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within the solver time limit, whereas the ILP cannot find globally optimal solutions in group 3 instances.
The larger the size of test instance, the worse the INLP performs compared to the combined INLP-ILP in
terms of the objective function value. Even for the medium size problems (group 2), the computing time
of the ILP solver is approximately two times slower than that of the combined INLP-ILP‘s and 50 to 1000
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times slower than that of the INLP‘s. Moreover, the objective function value reported by the ILP in group
3 experiments is worse than those by the INLP and the combined INLP-ILP.
Therefore, the INLP model is practical when sub-optimal solutions are sufficient with tight time
constraints, especially for medium and large size problems. However, although the computing times of
the INLP is shorter on all instances, its performance in terms of the objective function value worsens as
the problem size increases. So, one can observe that using the combined INLP-ILP approach instead of
the INLP or ILP guarantees high-quality solutions within plausible computing times, even for large scale
problems.

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5. DISCUSSION AND CONCLUSION

In this study, we have considered a facility location problem which allows gradual covering decay,
cooperative demand coverage, user-defined variable coverage performance, and multi-objectives. The
objectives involve coverage, budget and capacity terms. The first contribution and distinguishing feature
of our work is its collective consideration of all abovementioned features. To our best knowledge, our
paper is the only study that considers a facility location problem with all four extensions.
The second contribution is the development of a multi-objective optimization model for the
introduced problem. The problem is first modeled as a multi-objective integer non-linear program. Our
model seeks to minimize the sum of total weighted deviations from the α-coverage threshold values,

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deviation resulting from exceeding the budget, and two-sided deviations from facility capacities. The
third contribution of our work is the linearization of the model using a network approach which represents

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candidate locations as nodes and non-coverage probabilities as arcs between consecutive nodes. Thus, the
linear formulation guarantees to find optimal solutions within 0.0% of the optimal objective value if

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sufficient solver time is available. However, although our ILP model provides high-quality solutions, it
requires longer computing times, especially for large size problems. For this purpose, as the last and the
most important contribution of this paper, we proposed a combined INLP-ILP solution procedure. This
approach basically integrates the two analytic models (INLP and ILP) for optimization. It first solves the

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introduced multi-objective location problem using the INLP formulation. Next, it re-solves the same
problem with the ILP formulation which adopts the INLP solution as the starting solution.
The extensive computational experiments show that INLP performs better in terms of computing
times whereas it is outperformed by the combined INLP-ILP in terms of the objective function values.
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Thus, the combined INLP-ILP solution procedure can be employed to attain high-quality (globally
optimal) solutions for all different problem sizes within reasonable computing times. In other words, it
serves as a compromise methodology between the INLP and ILP models. We believe that the combined
INLP-ILP is an applicable and effective technique for solving the introduced problem in this study.
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ACKNOWLEDGMENTS

The author would like to thank the anonymous referees for their valuable comments and constructive
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inputs. The author also thanks Dr. Murat Gunal for his valuable input.

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