论文标题

随机移动设施机队的尺寸,路由和调度问题的分配强大的优化方法

Distributionally Robust Optimization Approaches for a Stochastic Mobile Facility Fleet Sizing, Routing, and Scheduling Problem

论文作者

Shehadeh, Karmel S.

论文摘要

我们提出了两个具有时间依赖性和随机需求的移动设施(MF)机队大小,路由和调度问题(MFRSP)以及解决这些模型的方法的方法。具体来说,给定一组MF,计划范围和服务区域,我们的模型旨在在计划范围内找到要使用的MF数(即车队的大小),以及车队中每个MF的路线和时间表。目的是将建立MF车队的固定成本最小化,并在所有需求分布中对操作成本的风险措施(期望或平均有条件价值的风险)最小化。在第一个模型中,我们使用基于需求的均值,支持和均值绝对偏差的歧义集。在第二个模型中,我们使用一个模棱两可的集合,该集合将所有分布都纳入了距参考分布的1个距离距离。为了解决所提出的DRO模型,我们提出了一种基于分解的算法。此外,我们得出有效的下限不平等,从而有效地加强了分解算法中的主要问题,从而改善了收敛性。我们还得出了两个破坏对称性约束的家族,以提高所提出模型的解决性。最后,我们提出了广泛的计算实验,以比较提出的模型的运行和计算性能和随机编程模型,并证明可以在哪里获得重大的性能改进并获得对MFRSP的见解。

We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models. Specifically, given a set of MFs, a planning horizon, and a service region, our models aim to find the number of MFs to use (i.e., fleet size) within the planning horizon and a route and schedule for each MF in the fleet. The objective is to minimize the fixed cost of establishing the MF fleet plus a risk measure (expectation or mean conditional value-at-risk) of the operational cost over all demand distributions defined by an ambiguity set. In the first model, we use an ambiguity set based on the demand's mean, support, and mean absolute deviation. In the second model, we use an ambiguity set that incorporates all distributions within a 1-Wasserstein distance from a reference distribution. To solve the proposed DRO models, we propose a decomposition-based algorithm. In addition, we derive valid lower bound inequalities that efficiently strengthen the master problem in the decomposition algorithm, thus improving convergence. We also derive two families of symmetry-breaking constraints that improve the solvability of the proposed models. Finally, we present extensive computational experiments comparing the operational and computational performance of the proposed models and a stochastic programming model, demonstrating where significant performance improvements could be gained and derive insights into the MFRSP.

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