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- 저자 : Esmaile Khorram (검색결과 1 건)
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A Cross Decomposition Approach for the Optimization of the Petroleum Product Supply Chain
Hadi Mohammadi,Esmaile Khorram 대한산업공학회 2019 Industrial Engineeering & Management Systems Vol.18 No.1
This paper addresses the solution of a two-stage stochastic mixed integer programming model for an investment of planning problems applied to the petroleum products supply chain. In this context, we present the development of decomposition techniques for the stochastic Benders decomposition and Lagrangian relaxation methods. The combinational technique of cross decomposition is a suitable one for exact solution of the mixed integer programming problems which uses simultaneously the advantages of Lagrangian relaxation and Benders decomposition methods that each reinforces one another. The basic idea for this technique is the generation of suitable upper and lower bounds for the optimal value of the original problem at each iteration. In this paper, as far as cross decomposition algorithm is concerned, we present a new hybrid Lagrangian relaxation algorithm for updating the Lagrangian multiplier set, based on the combination of cutting-plane, sub-gradient and trust-region strategies. The convergence of this technique regarding the convergence of Benders decomposition method in finite iteration numbers has been guaranteed. Results suggest that the proposed approach is able to efficiently solve the problem under consideration, achieving better performance in terms of computational times as compared to other techniques.
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