Locating a bioenergy facility using a hybrid optimization method

In this paper, the optimum location of a bioenergy generation facility for district energy applications is sought. A bioenergy facility usually belongs to a wider system, therefore a holistic approach is adopted to define the location that optimizes the system-wide operational and investment costs. A hybrid optimization method is employed to overcome the limitations posed by the complexity of the optimization problem. The efficiency of the hybrid method is compared to a stochastic (genetic algorithms) and an exact optimization method (Sequential Quadratic Programming). The results confirm that the hybrid optimization method proposed is the most efficient for the specific problem. (C) 2009 Elsevier B.V. All rights reserved

Problemas de localização-distribuição de serviços semiobnóxios: aproximações e apoio à decisão

Doutoramento em Gestão IndustrialA presente tese resulta de um trabalho de investigação cujo objectivo se centrou no problema de localização-distribuição (PLD) que pretende abordar, de forma integrada, duas actividades logísticas intimamente relacionadas: a localização de equipamentos e a distribuição de produtos. O PLD, nomeadamente a sua modelação matemática, tem sido estudado na literatura, dando origem a diversas aproximações que resultam de diferentes cenários reais. Importa portanto agrupar as diferentes variantes por forma a facilitar e potenciar a sua investigação. Após fazer uma revisão e propor uma taxonomia dos modelos de localização-distribuição, este trabalho foca-se na resolução de alguns modelos considerados como mais representativos. É feita assim a análise de dois dos PLDs mais básicos (os problema capacitados com procura nos nós e nos arcos), sendo apresentadas, para ambos, propostas de resolução. Posteriormente, é abordada a localização-distribuição de serviços semiobnóxios. Este tipo de serviços, ainda que seja necessário e indispensável para o público em geral, dada a sua natureza, exerce um efeito desagradável sobre as comunidades contíguas. Assim, aos critérios tipicamente utilizados na tomada de decisão sobre a localização destes serviços (habitualmente a minimização de custo) é necessário adicionar preocupações que reflectem a manutenção da qualidade de vida das regiões que sofrem o impacto do resultado da referida decisão. A abordagem da localização-distribuição de serviços semiobnóxios requer portanto uma análise multi-objectivo. Esta análise pode ser feita com recurso a dois métodos distintos: não interactivos e interactivos. Ambos são abordados nesta tese, com novas propostas, sendo o método interactivo proposto aplicável a outros problemas de programação inteira mista multi-objectivo. Por último, é desenvolvida uma ferramenta de apoio à decisão para os problemas abordados nesta tese, sendo apresentada a metodologia adoptada e as suas principais funcionalidades. A ferramenta desenvolvida tem grandes preocupações com a interface de utilizador, visto ser direccionada para decisores que tipicamente não têm conhecimentos sobre os modelos matemáticos subjacentes a este tipo de problemas.This thesis main objective is to address the location-routing problem (LRP) which intends to tackle, using an integrated approach, two highly related logistics activities: the location of facilities and the distribution of materials. The LRP, namely its mathematical formulation, has been studied in the literature, and several approaches have emerged, corresponding to different real-world scenarios. Therefore, it is important to identify and group the different LRP variants, in order to segment current research and foster future studies. After presenting a review and a taxonomy of location-routing models, the following research focuses on solving some of its variants. Thus, a study of two of the most basic LRPs (capacitated problems with demand either on the nodes or on the arcs) is performed, and new approaches are presented. Afterwards, the location-routing of semi-obnoxious facilities is addressed. These are facilities that, although providing useful and indispensible services, given their nature, bring about an undesirable effect to adjacent communities. Consequently, to the usual objectives when considering their location (cost minimization), new ones must be added that are able to reflect concerns regarding the quality of life of the communities impacted by the outcome of these decisions. The location-routing of semi-obnoxious facilities therefore requires to be analysed using multi-objective approaches, which can be of two types: noninteractive or interactive. Both are discussed and new methods proposed in this thesis; the proposed interactive method is suitable to other multi-objective mixed integer programming problems. Finally, a newly developed decision-support tool to address the LRP is presented (being the adopted methodology discussed, and its main functionalities shown). This tool has great concerns regarding the user interface, as it is directed at decision makers who typically don’t have specific knowledge of the underlying models of this type of problems

On multimodality of obnoxious faclity location models

Obnoxious single facility location models are models that have the aim to find the best location for an undesired facility. Undesired is usually expressed in relation to the so-called demand points that represent locations hindered by the facility. Because obnoxious facility location models as a rule are multimodal, the standard techniques of convex analysis used for locating desirable facilities in the plane may be trapped in local optima instead of the desired global optimum. It is assumed that having more optima coincides with being harder to solve. In this thesis the multimodality of obnoxious single facility location models is investigated in order to know which models are challenging problems in facility location problems and which are suitable for site selection. Selected for this are the obnoxious facility models that appear to be most important in literature. These are the maximin model, that maximizes the minimum distance from demand point to the obnoxious facility, the maxisum model, that maximizes the sum of distance from the demand points to the facility and the minisum model, that minimizes the sum of damage of the facility to the demand points. All models are measured with the Euclidean distances and some models also with the rectilinear distance metric. Furthermore a suitable algorithm is selected for testing multimodality. Of the tested algorithms in this thesis, Multistart is most appropriate. A small numerical experiment shows that Maximin models have on average the most optima, of which the model locating an obnoxious linesegment has the most. Maximin models have few optima and are thus not very hard to solve. From the Minisum models, the models that have the most optima are models that take wind into account. In general can be said that the generic models have less optima than the weighted versions. Models that are measured with the rectilinear norm do have more solutions than the same models measured with the Euclidean norm. This can be explained for the maximin models in the numerical example because the shape of the norm coincides with a bound of the feasible area, so not all solutions are different optima. The difference found in number of optima of the Maxisum and Minisum can not be explained by this phenomenon

OPTIMIZATION OF RAILWAY TRANSPORTATION HAZMATS AND REGULAR COMMODITIES

Transportation of dangerous goods has been receiving more attention in the realm of academic and scientific research during the last few decades as countries have been increasingly becoming industrialized throughout the world, thereby making Hazmats an integral part of our life style. However, the number of scholarly articles in this field is not as many as those of other areas in SCM. Considering the low-probability-and-high-consequence (LPHC) essence of transportation of Hazmats, on the one hand, and immense volume of shipments accounting for more than hundred tons in North America and Europe, on the other, we can safely state that the number of scholarly articles and dissertations have not been proportional to the significance of the subject of interest. On this ground, we conducted our research to contribute towards further developing the domain of Hazmats transportation, and sustainable supply chain management (SSCM), in general terms. Transportation of Hazmats, from logistical standpoint, may include all modes of transport via air, marine, road and rail, as well as intermodal transportation systems. Although road shipment is predominant in most of the literature, railway transportation of Hazmats has proven to be a potentially significant means of transporting dangerous goods with respect to both economies of scale and risk of transportation; these factors, have not just given rise to more thoroughly investigation of intermodal transportation of Hazmats using road and rail networks, but has encouraged the competition between rail and road companies which may indeed have some inherent advantages compared to the other medium due to their infrastructural and technological backgrounds. Truck shipment has ostensibly proven to be providing more flexibility; trains, per contra, provide more reliability in terms of transport risk for conveying Hazmats in bulks. In this thesis, in consonance with the aforementioned motivation, we provide an introduction into the hazardous commodities shipment through rail network in the first chapter of the thesis. Providing relevant statistics on the volume of Hazmat goods, number of accidents, rate of incidents, and rate of fatalities and injuries due to the incidents involving Hazmats, will shed light onto the significance of the topic under study. As well, we review the most pertinent articles while putting more emphasis on the state-of-the-art papers, in chapter two. Following the discussion in chapter 3 and looking at the problem from carrier company’s perspective, a mixed integer quadratically constraint problem (MIQCP) is developed which seeks for the minimization of transportation cost under a set of constraints including those associating with Hazmats. Due to the complexity of the problem, the risk function has been piecewise linearized using a set of auxiliary variables, thereby resulting in an MIP problem. Further, considering the interests of both carrier companies and regulatory agencies, which are minimization of cost and risk, respectively, a multiobjective MINLP model is developed, which has been reduced to an MILP through piecewise linearization of the risk term in the objective function. For both single-objective and multiobjective formulations, model variants with bifurcated and nonbifurcated flows have been presented. Then, in chapter 4, we carry out experiments considering two main cases where the first case presents smaller instances of the problem and the second case focuses on a larger instance of the problem. Eventually, in chapter five, we conclude the dissertation with a summary of the overall discussion as well as presenting some comments on avenues of future work

Contributions to robust and bilevel optimization models for decision-making

Los problemas de optimización combinatorios han sido ampliamente estudiados en la literatura especializada desde mediados del siglo pasado. No obstante, en las últimas décadas ha habido un cambio de paradigma en el tratamiento de problemas cada vez más realistas, en los que se incluyen fuentes de aleatoriedad e incertidumbre en los datos, múltiples criterios de optimización y múltiples niveles de decisión. Esta tesis se desarrolla en este contexto. El objetivo principal de la misma es el de construir modelos de optimización que incorporen aspectos inciertos en los parámetros que de nen el problema así como el desarrollo de modelos que incluyan múltiples niveles de decisión. Para dar respuesta a problemas con incertidumbre usaremos los modelos Minmax Regret de Optimización Robusta, mientras que las situaciones con múltiples decisiones secuenciales serán analizadas usando Optimización Binivel. En los Capítulos 2, 3 y 4 se estudian diferentes problemas de decisión bajo incertidumbre a los que se dará una solución robusta que proteja al decisor minimizando el máximo regret en el que puede incurrir. El criterio minmax regret analiza el comportamiento del modelo bajo distintos escenarios posibles, comparando su e ciencia con la e ciencia óptima bajo cada escenario factible. El resultado es una solución con una eviciencia lo más próxima posible a la óptima en el conjunto de las posibles realizaciones de los parámetros desconocidos. En el Capítulo 2 se estudia un problema de diseño de redes en el que los costes, los pares proveedor-cliente y las demandas pueden ser inciertos, y además se utilizan poliedros para modelar la incertidumbre, permitiendo de este modo relaciones de dependencia entre los parámetros. En el Capítulo 3 se proponen, en el contexto de la secuenciación de tareas o la computación grid, versiones del problema del camino más corto y del problema del viajante de comercio en el que el coste de recorrer un arco depende de la posición que este ocupa en el camino, y además algunos de los parámetros que de nen esta función de costes son inciertos. La combinación de la dependencia en los costes y la incertidumbre en los parámetros da lugar a dependencias entre los parámetros desconocidos, que obliga a modelar los posibles escenarios usando conjuntos más generales que los hipercubos, habitualmente utilizados en este contexto. En este capítulo, usaremos poliedros generales para este cometido. Para analizar este primer bloque de aplicaciones, en el Capítulo 4, se analiza un modelo de optimización en el que el conjunto de posibles escenarios puede ser alterado mediante la realización de inversiones en el sistema. En los problemas estudiados en este primer bloque, cada decisión factible es evaluada en base a la reacción más desfavorable que pueda darse en el sistema. En los Capítulos 5 y 6 seguiremos usando esta idea pero ahora se supondrá que esa reacción a la decisión factible inicial está en manos de un adversario o follower. Estos dos capítulos se centran en el estudio de diferentes modelos binivel. La Optimización Binivel aborda problemas en los que existen dos niveles de decisión, con diferentes decisores en cada uno ellos y la decisión se toma de manera jerárquica. En concreto, en el Capítulo 5 se estudian distintos modelos de jación de precios en el contexto de selección de carteras de valores, en los que el intermediario nanciero, que se convierte en decisor, debe jar los costes de invertir en determinados activos y el inversor debe seleccionar su cartera de acuerdo a distintos criterios. Finalmente, en el Capítulo 6 se estudia un problema de localización en el que hay distintos decisores, con intereses contrapuestos, que deben determinar secuencialmente la ubicación de distintas localizaciones. Este modelo de localización binivel se puede aplicar en contextos como la localización de servicios no deseados o peligrosos (plantas de reciclaje, centrales térmicas, etcétera) o en problemas de ataque-defensa. Todos estos modelos se abordan mediante el uso de técnicas de Programación Matemática. De cada uno de ellos se analizan algunas de sus propiedades y se desarrollan formulaciones y algoritmos, que son examinados también desde el punto de vista computacional. Además, se justica la validez de los modelos desde un enfoque de las aplicaciones prácticas. Los modelos presentados en esta tesis comparten la peculiaridad de requerir resolver distintos problemas de optimización encajados.Combinatorial optimization problems have been extensively studied in the specialized literature since the mid-twentieth century. However, in recent decades, there has been a paradigm shift to the treatment of ever more realistic problems, which include sources of randomness and uncertainty in the data, multiple optimization criteria and multiple levels of decision. This thesis concerns the development of such concepts. Our objective is to study optimization models that incorporate uncertainty elements in the parameters de ning the model, as well as the development of optimization models integrating multiple decision levels. In order to consider problems under uncertainty, we use Minmax Regret models from Robust Optimization; whereas the multiplicity and hierarchy in the decision levels is addressed using Bilevel Optimization. In Chapters 2, 3 and 4, we study di erent decision problems under uncertainty to which we give a robust solution that protects the decision-maker minimizing the maximum regret that may occur. This robust criterion analyzes the performance of the system under multiple possible scenarios, comparing its e ciency with the optimum one under each feasible scenario. We obtain, as a result, a solution whose e ciency is as close as possible to the optimal one in the set of feasible realizations of the uncertain parameters. In Chapter 2, we study a network design problem in which the costs, the pairs supplier-customer, and the demands can take uncertain values. Furthermore, the uncertainty in the parameters is modeled via polyhedral sets, thereby allowing relationships among the uncertain parameters. In Chapter 3, we propose time-dependent versions of the shortest path and traveling salesman problems in which the costs of traversing an arc depends on the relative position that the arc occupies in the path. Moreover, we assume that some of the parameters de ning these costs can be uncertain. These models can be applied in the context of task sequencing or grid computing. The incorporation of time-dependencies together with uncertainties in the parameters gives rise to dependencies among the uncertain parameters, which require modeling the possible scenarios using more general sets than hypercubes, normally used in this context. In this chapter, we use general polyhedral sets with this purpose. To nalize this rst block of applications, in Chapter 4, we analyze an optimization model in which the set of possible scenarios can be modi ed by making some investments in the system. In the problems studied in this rst block, each feasible decision is evaluated based on the most unfavorable possible reaction of the system. In Chapters 5 and 6, we will still follow this idea, but assuming that the reaction to the initial feasible decision will be held by a follower or an adversary, instead of assuming the most unfavorable one. These two chapters are focused on the study of some bilevel models. Bilevel Optimization addresses optimization problems with multiple decision levels, di erent decision-makers in each level and a hierarchical decision order. In particular, in Chapter 5, we study some price setting problems in the context of portfolio selection. In these problems, the nancial intermediary becomes a decisionmaker and sets the transaction costs for investing in some securities, and the investor chooses her portfolio according to di erent criteria. Finally, in Chapter 6, we study a location problem with several decision-makers and opposite interests, that must set, sequentially, some location points. This bilevel location model can be applied in practical applications such as the location of semi-obnoxious facilities (power or electricity plants, waste dumps, etc.) or interdiction problems. All these models are stated from a Mathematical Programming perspective, analyzing their properties and developing formulations and algorithms, that are tested from a computational point of view. Furthermore, we pay special attention to justifying the validity of the models from the practical applications point of view. The models presented in this thesis share the characteristic of involving the resolution of nested optimization problems.Premio Extraordinario de Doctorado U

OR models in urban service facility location : a critical review of applications and future developments

[EN] Facility location models are well established in various application areas with more than a century of history in academia. Since the 1970s the trend has been shifting from manufacturing to service industries. Due to their nature, service industries are frequently located in or near urban areas that results in additional assumptions, objectives and constraints other than those in more traditional manufacturing location models. This survey focuses on the location of service facilities in urban areas. We studied 110 research papers across different journals and disciplines. We have analyzed these papers on two levels. On the first, we take an Operations Research perspective to investigate the papers in terms of types of decisions, location space, main assumptions, input parameters, objective functions and constraints. On the second level, we compare and contrast the papers in each of these applications categories: (a) Waste management systems (WMS), (b) Large-scale disaster (LSD), (c) Small-scale emergency (SSE), (d) General service and infrastructure (GSI), (e) Non-emergency healthcare systems (NEH) and (f) Transportation systems and their infrastructure (TSI). Each of these categories is critically analyzed in terms of application, assumptions, decision variables, input parameters, constraints, objective functions and solution techniques. Gaps, research opportunities and trends are identified within each category. Finally, some general lessons learned based on the practicality of the models is synthesized to suggest avenues of future research.Ruben Ruiz is partially supported by the Spanish Ministry of Economy and Competitiveness, under the project "SCHEYARD - Optimization of Scheduling Problems in Container Yards (No. DPI2015-65895-R) financed by FEDER funds.Farahani, RZ.; Fallah, S.; Ruiz García, R.; Hosseini, S.; Asgari, N. (2019). OR Models in Urban Service Facility Location: A Critical Review of Applications and Future Developments. European Journal of Operational Research. 276(1):1-27. https://doi.org/10.1016/j.ejor.2018.07.036S127276

A review of network location theory and models

Cataloged from PDF version of article.In this study, we review the existing literature on network location problems. The study has a broad scope that includes problems featuring desirable and undesirable facilities, point facilities and extensive facilities, monopolistic and competitive markets, and single or multiple objectives. Deterministic and stochastic models as well as robust models are covered. Demand data aggregation is also discussed. More than 500 papers in this area are reviewed and critical issues, research directions, and problem extensions are emphasized.Erdoğan, Damla SelinM.S

Optimal location of single and multiple obnoxious facilities: Algorithms for the maximin criterion under different norms.

This thesis investigates the computational problem of locating obnoxious (undesirable) facilities in a way that minimizes their effect on a given set of clients (e.g. population centres). Supposing that the undesirable effects of such a facility on a given client are a decreasing function of the distance between them the objective is to locate these facilities as far away as possible from the given set of clients, subject to constraints that prevent location at infinity. Emphasis is given to the MAXIMIN criterion which is to maximize the minimum client-to-facility distance. Distances are measured either in the Euclidean or the rectilinear metric. The properties of the optimal solution to the single facility problem are viewed from different, seemingly unrelated, perspectives ranging from plane geometry to duality theory. In particular, duality results from a mixed integer programming model are used to derive new properties of the optimal solution to the rectilinear problem. A new algorithm is developed for the rectilinear problem where the feasible region is a convex polygon. Unlike previous approaches, this method does not require linear programming at all. In addition to this, an interactive graphical approach is proposed as a site-generation tool used to identify potential locations in realistic problems. Its main advantages are that it requires minimal user intervention and makes no assumptions regarding the feasible region. It has been applied in large scale problems with up to 1000 clients, whereas the largest reported application so far involved 10 clients. Alternative models are presented for the multi-facility problem as well. Each of them is based on different assumptions and is applicable to specific situations. Moreover, an algorithm is established for the two-facility problem based on the properties of the optimal solution. To the best of our knowledge this is the first attempt to address this problem in the plane. Finally, a number of unresolved issues, especially in the multi-facility problem, are outlined and suggested as further research topics

Minimax and Maximin Fitting of Geometric Objects to Sets of Points

This thesis addresses several problems in the facility location sub-area of computational geometry. Let S be a set of n points in the plane. We derive algorithms for approximating S by a step function curve of size k \u3c n, i.e., by an x-monotone orthogonal polyline ℜ with k \u3c n horizontal segments. We use the vertical distance to measure the quality of the approximation, i.e., the maximum distance from a point in S to the horizontal segment directly above or below it. We consider two types of problems: min-ε, where the goal is to minimize the error for a given number of horizontal segments k and min-#, where the goal is to minimize the number of segments for a given allowed error ε. After O(n) preprocessing time, we solve instances of the latter in O(min{k log n, n}) time per instance. We can then solve the former problem in O(min{n2, nk log n}) time. Both algorithms require O(n) space. The second contribution is a heuristic for the min-ε problem that computes a solution within a factor of 3 of the optimal error for k segments, or with at most the same error as the k-optimal but using 2k - 1 segments. Furthermore, experiments on real data show even better results than what is guaranteed by the theoretical bounds. Both approximations run in O(n log n) time and O(n) space. Then, we present an exact algorithm for the weighted version of this problem that runs in O(n2) time and generalize the heuristic to handle weights at the expense of an additional log n factor. At this point, a randomized algorithm that runs in O(n log2 n) expected time for the unweighted version is presented. It easily generalizes to the weighted case, though at the expense of an additional log n factor. Finally, we treat the maximin problem and present an O(n3 log n) solution to the problem of finding the furthest separating line through a set of weighted points. We conclude with solutions to the obnoxious wedge problem: an O(n2 log n) algorithm for the general case of a wedge with its apex on the boundary of the convex hull of S and an O(n2) algorithm for the case of the apex of a wedge coming from the input set S