Multi-dual decomposition solution for risk-averse facility location problem

Guodong Yu1, Jie Zhang2
1School of Management, Shandong University, China
2Grado Department of Industrial & Systems Engineering, Virginia Tech, Blacksburg, VA, USA

Tài liệu tham khảo

An, 2015, Reliable emergency service facility location under facility disruption, en-route congestion and in-facility queuing, Transp. Res. Part E: Logist. Transp. Rev., 82, 199, 10.1016/j.tre.2015.07.006 Azad, 2014, A new model to mitigating random disruption risks of facility and transportation in supply chain network design, Int. J. Adv. Manuf. Technol., 70, 1757, 10.1007/s00170-013-5404-0 Berman, 2007, Facility reliability issues in network p-median problems: strategic centralization and co-location effects, Oper. Res., 55, 332, 10.1287/opre.1060.0348 Berman, 2017, Location choice and risk attitude of a decision maker, Omega, 66, 170, 10.1016/j.omega.2016.03.002 Bromiley, 1992 Castro, 2015, Tightening piecewise mccormick relaxations for bilinear problems, Comput. Chem. Eng., 72, 300, 10.1016/j.compchemeng.2014.03.025 Chen, 2011, Joint inventory-location problem under the risk of probabilistic facility disruptions, Transp. Res. Part B: Methodological, 45, 991, 10.1016/j.trb.2011.04.004 Cui, 2010, Reliable facility location design under the risk of disruptions, Oper. Res., 58, 998, 10.1287/opre.1090.0801 Drezner, 1987, Heuristic solution methods for two location problems with unreliable facilities, J. Oper. Res. Soc., 509, 10.1057/jors.1987.88 Grossmann, 2002, Review of nonlinear mixed-integer and disjunctive programming techniques, Optim. Eng., 3, 227, 10.1023/A:1021039126272 Haskell, 2016, Ambiguity in risk preferences in robust stochastic optimization, Eur. J. Oper. Res., 254, 214, 10.1016/j.ejor.2016.03.016 Li, 2013, Reliable facility location design under disruptions, Comput. Oper. Res., 40, 901, 10.1016/j.cor.2012.11.012 Li, 2010, A continuum approximation approach to reliable facility location design under correlated probabilistic disruptions, Transp. Res. Part B: Methodological, 44, 535, 10.1016/j.trb.2009.09.004 Li, 2013, A supporting station model for reliable infrastructure location design under interdependent disruptions, Transp. Res. Part E: Logist. Transp. Rev., 60, 80, 10.1016/j.tre.2013.06.005 Lim, 2010, A facility reliability problem: formulation, properties, and algorithm, Naval Res. Logistics (NRL), 57, 58, 10.1002/nav.20385 Lim, 2013, Facility location decisions with random disruptions and imperfect estimation, Manuf. Serv. Oper. Manage., 15, 239, 10.1287/msom.1120.0413 Lu, 2015, Reliable facility location design under uncertain correlated disruptions, Manuf. Serv. Oper. Manage., 17, 445, 10.1287/msom.2015.0541 Mak, 2012, Risk diversification and risk pooling in supply chain design, IIE Trans., 44, 603, 10.1080/0740817X.2011.635178 Nedich, 2008, A geometric framework for nonconvex optimization duality using augmented lagrangian functions, J. Global Optim., 40, 545, 10.1007/s10898-006-9122-0 Ouyang, 2015, Facility location design under continuous traffic equilibrium, Transp. Res. Part B: Methodological, 81, 18, 10.1016/j.trb.2015.05.018 Rockafellar, 2000, Optimization of conditional value-at-risk, J. Risk, 2, 21, 10.21314/JOR.2000.038 Rockafellar, 2002, Conditional value-at-risk for general loss distributions, J. Banking Finance, 26, 1443, 10.1016/S0378-4266(02)00271-6 Schmitt, 2015, Centralization versus decentralization: risk pooling, risk diversification, and supply chain disruptions, Omega, 52, 201, 10.1016/j.omega.2014.06.002 Shapiro, 2013, On kusuoka representation of law invariant risk measures, Math. Oper. Res., 38, 142, 10.1287/moor.1120.0563 Snyder, 2006, Stochastic p-robust location problems, IIE Trans., 38, 971, 10.1080/07408170500469113 Snyder, 2007, The stochastic location model with risk pooling, Eur. J. Oper. Res., 179, 1221, 10.1016/j.ejor.2005.03.076 Snyder, 2005, Reliability models for facility location: the expected failure cost case, Transp. Sci., 39, 400, 10.1287/trsc.1040.0107 Tawarmalani, 2005, A polyhedral branch-and-cut approach to global optimization, Math. Program., 103, 225, 10.1007/s10107-005-0581-8 Uryasev, S., 2000. Conditional value-at-risk: optimization algorithms and applications. In: (CIFEr) Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering. IEEE, 2000, pp. 49–57. Wagner, 2009, Risk management in uncapacitated facility location models with random demands, Comput. Oper. Res., 36, 1002, 10.1016/j.cor.2007.12.008 Wang, 2013, A continuum approximation approach to competitive facility location design under facility disruption risks, Transp. Res. Part B: Methodological, 50, 90, 10.1016/j.trb.2012.12.004 Xie, 2015, Decomposition of general facility disruption correlations via augmentation of virtual supporting stations, Transp. Res. Part B: Methodological, 80, 64, 10.1016/j.trb.2015.06.006 Xie, 2016, Reliable location-routing design under probabilistic facility disruptions, Transp. Sci., 50, 1128, 10.1287/trsc.2015.0630 Yeniay, 2005, Penalty function methods for constrained optimization with genetic algorithms, Math. Comput. Appl., 10, 45 Yu, 2017, Resilient facility location against the risk of disruptions, Transp. Res. Part B: Methodological, 104, 82, 10.1016/j.trb.2017.06.014 Zhang, M., Yan, W., 2008. A class of facility location problem in public crisis management system based on network risk bottleneck. In: ISECS International Colloquium on Computing, Communication, Control, and Management. CCCM’08. Vol. 3. IEEE, 2008, pp. 123–127.