Application of Robust Optimization to the Sawmill Planning Problem

Annals of Operations Research

Volumn 219, Issue 1, 2014, Pages 457-475

  Alvarez, Pamela P ^a,b   Vera, Jorge R ^a  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSIDAD ANDRÉS BELLO   (Chile)

Author keywords

Linear programming; Modelling; Robust solutions; Sawmill production planning; Uncertainty

Indexed keywords

EID: 84904560096     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-011-1002-4     Document Type: Article

References (39)

1. Bai, D., Carpenter, T., & Mulvey, J. (1997). Making a case for robust optimization models. Management Science, 43, 895-907.
2. Ben Tal, A., & Nemirovski, A. (1998). Robust convex optimization. Mathematics of Operations Research, 23(4), 769-805.
3. Ben Tal, A., & Nemirovski, A. (1999). Robust solutions of uncertain linear programs. Operations Research Letters, 25, 1-13.
4. Ben Tal, A., & Nemirovski, A. (2000). Robust solutions of linear programming problems contaminated with uncertain data. Mathematical Programming, 88(3), 411-424.
5. Ben Tal, A., & Nemirovski, A. (2002). Robust optimization- methodology and applications. Mathematical Programming, 92(3), 453-480.
6. Ben Tal, A., Margalit, T., & Nemirovski, A. (2000). Robust modeling of multi-stage portfolio problems. In H. Frenk, K. Roos, T. Terlaky, & S. Zhang (Eds.), High performance optimization (pp. 303-328). Dordrecht: Kluwer Academic.
7. Ben Tal, A., Goryashko, A., Guslitzer, E., & Nemirovski, A. (2004). Adjustable robust solutions of uncertain linear programs. Mathematical Programming, 99(2), 351-376.
8. Ben Tal, A., Golany, B., Nemirovski, A., & Vial, J. P. (2005). Retailer-supplier flexible commitments contracts: a robust optimization approach. Manufacturing & Service Operations Management, 7(3), 248-271.
9. Bertsimas, D., & Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming, 98(1-3), 49-71.
10. Bertsimas, D., & Sim, M. (2004). The price of robustness. Operations Research, 52(1), 35-53.
11. Birge, J. R., & Louveaux, F. (1997). Introduction to stochastic programming. New York: Springer.
12. Bohle, C., Maturana, S., & Vera, J. (2010). A robust optimization approach to wine grape harvesting scheduling. European Journal of Operational Research, 200(1), 245-252.
13. Carino, H. F., & Willis, D. B. (2001a). Enhancing the profitability of a vertically integrated wood products production system: Part 1. A multistage modelling approach. Forest Products Journal, 51(4), 37-44.
14. Carino, H. F., & Willis, D. B. (2001b). Enhancing the profitability of a vertically integrated wood products production system: Part 2. A case Study. Forest Products Journal, 51(4), 45-53.
15. Chen, X., & Zhang, Y. (2009). Uncertain linear programs: extended affinely adjustable robust counterparts. Operations Research, 57(6), 1469-1482.
16. Dantzig, G. (1955). Linear programming under uncertainty. Management Science, 1, 197-206.
17. El-Ghaoui, L., Oustry, F., & Lebrel, H. (1998). Robust Solutions to uncertain semidefinite programs. SIAM Journal on Optimization, 9, 33-52.
18. Epstein, R., Morales, R., Serón, J., & Weintraub, A. (1999). Use of OR systems in the Chilean forest industries. Interfaces, 29(1), 7-29.
19. Epstein, R., Karlsson, J., Rönnqvist, M., & Weintraub, A. (2007). Harvest operational models in forestry. In A. Weintraub, C. Romero, T. Bjornald, & R. Epstein (Eds.), Handbook of operations research in natural resources (pp. 365-377). Berlin: Springer.
20. Hillier, F., & Liberman, G. (2001). Introduction to operations research. New York: McGraw-Hill.
21. Jensen, H., & Maturana, S. (2002). A possibilistic decision support system for imprecise mathematical programming problems. International Journal of Production Economics, 77(2), 145-158.
22. Kazemi Zanjani, M., Ait-Kadi, D., & Nourelfath, M. (2010a). Robust production planning in a manufacturing environment with random yield: a case in sawmill production planning. European Journal of Operational Research, 201(3), 882-891.
23. Kazemi Zanjani, M., Nourelfath, M., & Ait-Kadi, D. (2010b). A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand. International Journal of Production Research, 48(16), 4701-4723.
24. Kouvelis, P. (1997). Robust discrete optimization and its applications (p. 356). Dordrecht: Kluwer Academic.
25. Leung, S., Wu, Y., & Lai, K. (2002). A robust optimization model for a cross-border logistics problem with fleet composition in an uncertain environment. Mathematical and Computer Modelling, 36, 1221-1234.
26. Martell, D., Gunn, E., & Weintraub, A. (1998). Forest management challenges for operational researchers. European Journal of Operational Research, 104, 1-17.
27. Maturana, S., & Contesse, L. (1998). A mixed integer programming model of the logistics of sulfuric acid in Chile. International Transactions in Operational Research, 5(5), 405-412.
28. Mulvey, J. M., Vanderbei, R. J., & Zenios, S. A. (1995). Robust optimization of large scale systems. Operations Research, 43(2), 264-281.
29. Palma, C., & Nelson, J. (2009). A robust optimization approach protected harvest scheduling decisions against uncertainty. Canadian Journal of Forest Research, 39, 342-355.
30. Singer, M., & Donoso, P. (2007). Internal supply chain management in the Chilean sawmill industry. International Journal of Operations & Production Management, 27, 524-541.
31. Soyster, A. (1973). Convex programming with set-inclusive constraints and applications to inexact linear programming. Operations Research, 21, 1154-1157.
32. Takriti, S., & Ahmed, S. (2004). On robust optimization of two-stage systems. Mathematical Programming, 99(1), 109-126.
33. Vladimirou, H., & Zenios, S. (1997). Stochastic programming and robust optimization. In T. Gal & H. J. Greenberg (Eds.), Advances in sensitivity analysis and parametric programming. Dordrecht: Kluwer Academic. Chap. 12.
34. Weintraub, A., & Abramovich, A. (1995). Analysis of uncertainty of future timber yields in forest management. Forest Science, 41(2), 217-234.
35. Weintraub, A., & Bare, B. (1996). New issues in forest land management from an operations research perspective. Interfaces, 26(5), 9-25.
36. Weintraub, A., & Epstein, R. (2002). The supply chain in the forest industry: models and linkages. In J. Geunes, P. M. Pardalos, & H. E. Romeijn (Eds.), Applied optimization, supply chain management models, applications, and research directions (pp. 343-362). Dordrecht: Kluwer Academic.
37. Weintraub, A., & Romero, C. (2006). Operations research models and the management of agricultural and forestry resources: a review and comparison. Interfaces, 36(5), 446-457.
38. Weintraub, A., & Vera, J. (1991). A cutting plane approach for chance constrained linear programs. Operations Research, 39, 776-785.
39. Yang, D., & Zenios, S. (1997). A scalable parallel interior point algorithm for stochastic linear programming and robust optimization. Computational Optimization and Applications, 7, 143-158.