Progressive hedging-based metaheuristics for stochastic network design

Networks

Volumn 58, Issue 2, 2011, Pages 114-124

  Crainic, Teodor Gabriel ^a   Fu, Xiaorui ^b   Gendreau, Michel ^a   Rei, Walter ^c   Wallace, Stein W ^d  

^a UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

^b INTERUNIVERSITY RESEARCH CENTRE ON ENTERPRISE NETWORKS   (Canada)

^c UNIVERSITÉ DE MONTRÉAL   (Canada)

^d LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

lagrangean relaxation; metaheuristics; progressive hedging; stochastic network design

Indexed keywords

COMPUTATIONALLY EFFICIENT; DEMAND CORRELATION; DESIGN DECISIONS; DISTRIBUTION COSTS; FIRST-STAGE DESIGN; FIXED CHARGES; GLOBAL DESIGN; HIGH-QUALITY SOLUTIONS; LAGRANGEAN RELAXATION; META HEURISTICS; METAHEURISTIC; MULTICOMMODITY NETWORKS; PARALLEL SOLUTIONS; PROGRESSIVE HEDGING; PROGRESSIVE HEDGING ALGORITHM; STOCHASTIC NETWORK DESIGN; STOCHASTIC PROBLEMS; SUB-PROBLEMS; TWO-STAGE STOCHASTIC PROGRAMMING; UNCERTAIN DEMAND;

HEURISTIC ALGORITHMS; STOCHASTIC SYSTEMS;

DESIGN;

EID: 80052096111     PISSN: 00283045     EISSN: 10970037     Source Type: Journal    
DOI: 10.1002/net.20456     Document Type: Conference Paper

References (17)

1. J. R. Birge, and, F. Louveaux, Introduction to Stochastic Programming, Springer, New York Berlin Heidelberg, 1997.
2. T. G. Crainic, Network design in freight transportation, Eur J Oper Res 122 (2000), 272-288.
3. T. G. Crainic, and, K. Kim, "Intermodal Transportation," Transportation, volume 14 of Handbooks in Operations Research and Management Science, chapter 8, In, C. Barnhart, and, G. Laporte, (editors), North-Holland, Amsterdam, 2007, pp. 467-537.
4. T. G. Crainic, B. Gendron, and, G. Hernu, A slope scaling/lagrangean perturbation Heuristic with long-term memory for multicommodity capacitated fixed-charge network design, J Heuristics 10 (2004), 525-545.
5. I. Ghamlouche, T. G. Crainic, and, M. Gendreau, Cycle-based neighbourhoods for fixed-charge capacitated multicommodity network design, Oper Res 51 (2003), 655-667.
6. K. K. Haugen, A. Løkketangen, and, D. Woodruff, Progressive hedging as a meta-heuristic applied to stochastic lot-sizing, Eur J Oper Res 132 (2001), 116-122. (Pubitemid 32288116)
7. A. Hoff, A.-G. Lium, A. Løkketangen, and, T. G. Crainic, A metaheuristic for stochastic service network design, J Heuristics 16 (2010), 653-679.
8. K. Høyland, M. Kaut, and, S. W. Wallace, A heuristic for moment-matching scenario generation, Comput Optim Appl 24 (2003), 169-185.
9. L. M. Hvattum, and, A. Løkketangen, Using scenario trees and progressive hedging for stochastic inventory routing problems, J Heuristics 15 (2009), 527-557.
10. P. Kall, and, S. Wallace, Stochastic Programming, Wiley, Chichester, NY, 1994.
11. A.-G. Lium, T. G. Crainic, and, S. W. Wallace, A study of demand stochasticity in service network design, Transport Sci 43 (2009), 144-157.
12. A. Løkketangen, and, D. Woodruff, Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming, J Heuristics 2 (1996), 111-128. (Pubitemid 126714028)
13. D. G. Luenberger, and, Y. Ye, Linear and Nonlinear Programming, 3rd edition, Springer, New York, 2008.
14. T. L. Magnanti, and, R. Wong, Network design and transportation planning: Models and algorithms, Transport Sci 18 (1986), 1-55.
15. M. Minoux, Network synthesis and optimum network design problems: Models, solution methods and applications, Networks 19 (1986), 313-360.
16. R. T. Rockafellar, and, R. J.-B. Wets, Scenarios and policy aggregation in optimization under uncertainty, Math Oper Res 16 (1991), 119-147.
17. S. W. Wallace, Decision making under uncertainty: Is sensitivity analysis of any use?, Oper Res 48 (2000), 20-25.