Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain

被引:66
作者
Oliveira, F. [1 ]
Grossmann, I. E. [2 ]
Hamacher, S. [1 ]
机构
[1] Pontificia Univ Catolica Rio de Janeiro, Dept Ind Engn, BR-22451900 Rio De Janeiro, RJ, Brazil
[2] Carnegie Mellon Univ, Dept Chem Engn, Pittsburgh, PA 15213 USA
关键词
Stochastic programming; Supply chain investment planning; Stochastic Benders decomposition; Acceleration techniques; RISK-MANAGEMENT; NETWORK DESIGN; TRANSPORTATION; FRAMEWORK;
D O I
10.1016/j.cor.2014.03.021
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper addresses the solution of a two-stage stochastic programming model for an investment planning problem applied to the petroleum products supply chain. In this context, we present the development of acceleration techniques for the stochastic Benders decomposition that aim to strengthen the cuts generated, as well as to improve the quality of the solutions obtained during the execution of the algorithm. Computational experiments are presented for assessing the efficiency of the proposed framework. We compare the performance of the proposed algorithm with two other acceleration techniques. Results suggest that the proposed approach is able to efficiently solve the problem under consideration, achieving better performance in terms of computational times when compared to other two techniques. (C) 2014 Elsevier Ltd. All rights reserved.
引用
收藏
页码:47 / 58
页数:12
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