带加速Benders分解算法的两阶段鲁棒枢纽选址问题

A two-stage robust hub location problem with accelerated Benders decomposition algorithm

International Journal of Production Research · 2021
被引 34
ABS 3

中文导读

研究不确定需求下的无容量枢纽选址问题,提出两阶段鲁棒优化模型,并用加速Benders分解算法求解,实验表明Pareto最优割能减少迭代次数和计算时间。

Abstract

In this paper, a two-stage robust optimisation is presented for an uncapacitated hub location problem in which demand is uncertain and the level of conservatism is controlled by an uncertainty budget. In the first stage, locations for establishing hub facilities were determined, and allocation decisions were made in the second stage. An accelerated Benders decomposition algorithm was used to solve the problem. Computational experiments showed better results in terms of number of iterations and computation time for Benders decomposition with Pareto-optimal cuts in comparison with the classical Benders decomposition algorithm. According to numerical analysis, it was concluded that increasing the uncertainty budget also increased total costs for more established hubs. To determine the uncertainty budget in an appropriate manner, a new expected aggregate function was introduced. The numerical studies demonstrated the usefulness of the proposed method in defining the appropriate uncertainty budget in the presence of uncertainty.

运筹学设施选址鲁棒优化算法设计