Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10773/24196
Título: | An adjustable sample average approximation algorithm for the stochastic production-inventory-routing problem |
Autor: | Agra, Agostinho Requejo, Cristina Rodrigues, Filipe |
Palavras-chave: | Inventory routing Stochastic programming Sample average approximation algorithm Hybrid heuristic Demand uncertainty Iterated local search Adaptive heuristic |
Data: | Jul-2018 |
Editora: | Wiley |
Resumo: | We consider a stochastic single item production-inventory-routing problem with a single producer, multiple clients, and multiple vehicles. At the clients, demand is allowed to be backlogged incurring a penalty cost. Demands are considered uncertain. A recourse model is presented, and valid inequalities are introduced to enhance the model. A new general approach that explores the sample average approximation (SAA) method is introduced. In the sample average approximation method, several sample sets are generated and solved independently in order to obtain a set of candidate solutions. Then, the candidate solutions are tested on a larger sample, and the best solution is selected among the candidates. In contrast to this approach, called static, we propose an adjustable approach that explores the candidate solutions in order to identify common structures. Using that information, part of the first-stage decision variables is fixed, and the resulting restricted problem is solved for a larger size sample. Several heuristic algorithms based on the mathematical model are considered within each approach. Computational tests based on randomly generated instances are conducted to test several variants of the two approaches. The results show that the new adjustable SAA heuristic performs better than the static one for most of the instances. |
Peer review: | yes |
URI: | http://hdl.handle.net/10773/24196 |
DOI: | 10.1002/net.21796 |
ISSN: | 0028-3045 |
Versão do Editor: | https://onlinelibrary.wiley.com/doi/10.1002/net.21796 |
Aparece nas coleções: | CIDMA - Artigos DMat - Artigos OGTCG - Artigos |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
---|---|---|---|---|
AgraRequejoRodrigues_paperNetworks_authorsPostPrint.pdf | 588.03 kB | Adobe PDF | Ver/Abrir |
Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.