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

F. Oliveira, Ignacio E. Grossmann, S. Hamacher*

*Tämän työn vastaava kirjoittaja

Tutkimustuotos: LehtiartikkeliArticleScientificvertaisarvioitu

48 Sitaatiot (Scopus)

Abstrakti

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.

AlkuperäiskieliEnglanti
Sivut47-58
Sivumäärä12
JulkaisuComputers and Operations Research
Vuosikerta49
DOI - pysyväislinkit
TilaJulkaistu - 2014
OKM-julkaisutyyppiA1 Julkaistu artikkeli, soviteltu

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