Many of these answers are correct, but they assume you have an absolute URL, which may not be the case. If you want to use a relative URL and generate the rest, then you can do something like this...
$url = 'http://' . $_SERVER['HTTP_HOST']; // Get the server
$url .= rtrim(dirname($_SERVER['PHP_SELF']), '/\\'); // Get the current directory
$url .= '/your-relative/path-goes/here/'; // <-- Your relative path
header('Location: ' . $url, true, 302); // Use either 301 or 302