不确定条件下散货码头的泊位分配问题

IF 3.7 4区 管理学 Q2 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Filipe Rodrigues
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引用次数: 0

摘要

不确定性在散货码头是至关重要的,因为它是许多操作所固有的。特别是船舶到达时间的不确定性对泊位分配问题的影响较大。本文首次提出了散货码头BAP的分布鲁棒优化(DRO)模型,该模型假设到达时间的概率分布是未知的,但属于一个模糊集。为了求解该模型,我们使用精确分解算法(DA),该算法通过最优对偶切割迭代地将概率分布信息包含在主问题中。然后用两种改进策略增强数据分析,以减少相关的计算时间;然而,使用这些策略,数据分析可能不再是精确的,并且在解决大规模实例时仍然效率低下。为了克服这些问题,我们提出了一种改进的精确数据分析,其中原始数据分析中使用的双切割被强大的原始切割所取代,从而大大减少了求解DRO模型所需的时间,从而可以处理大规模实例。与随机规划和鲁棒优化相比,报告的计算实验也显示了使用DRO解决不确定性的明显优势。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The berth allocation problem in bulk terminals under uncertainty
Uncertainty is critical in bulk terminals because it is inherent to many operations. In particular, the berth allocation problem (BAP) is greatly affected by the uncertain arrival times of the vessels. In this paper, we propose the first distributionally robust optimization (DRO) model for the BAP in bulk terminals, where the probability distribution of the arrival times is assumed to be unknown but belongs to an ambiguity set. To solve the model, we use an exact decomposition algorithm (DA) in which the probability distribution information is iteratively included in the master problem through optimal dual cuts. The DA is then enhanced with two improvement strategies to reduce the associated computational time; however, with these strategies, the DA may no longer be exact and is still inefficient for solving large-scale instances. To overcome these issues, we propose a modified exact DA where the dual cuts used in the original DA are replaced by powerful primal cuts that drastically reduce the time required to solve the DRO model, making it possible to handle large-scale instances. The reported computational experiments also show clear benefits of using DRO to tackle uncertainty compared to stochastic programming and robust optimization.
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来源期刊
Operations Research Perspectives
Operations Research Perspectives Mathematics-Statistics and Probability
CiteScore
6.40
自引率
0.00%
发文量
36
审稿时长
27 days
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