14,364 research outputs found
A Two-Stage Approach for Routing Multiple Unmanned Aerial Vehicles with Stochastic Fuel Consumption
The past decade has seen a substantial increase in the use of small unmanned
aerial vehicles (UAVs) in both civil and military applications. This article
addresses an important aspect of refueling in the context of routing multiple
small UAVs to complete a surveillance or data collection mission. Specifically,
this article formulates a multiple-UAV routing problem with the refueling
constraint of minimizing the overall fuel consumption for all of the vehicles
as a two-stage stochastic optimization problem with uncertainty associated with
the fuel consumption of each vehicle. The two-stage model allows for the
application of sample average approximation (SAA). Although the SAA solution
asymptotically converges to the optimal solution for the two-stage model, the
SAA run time can be prohibitive for medium- and large-scale test instances.
Hence, we develop a tabu-search-based heuristic that exploits the model
structure while considering the uncertainty in fuel consumption. Extensive
computational experiments corroborate the benefits of the two-stage model
compared to a deterministic model and the effectiveness of the heuristic for
obtaining high-quality solutions.Comment: 18 page
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Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)
SP models combine the paradigm of dynamic linear programming with
modelling of random parameters, providing optimal decisions which hedge
against future uncertainties. Advances in hardware as well as software
techniques and solution methods have made SP a viable optimisation tool.
We identify a growing need for modelling systems which support the creation
and investigation of SP problems. Our SPInE system integrates a number of
components which include a flexible modelling tool (based on stochastic
extensions of the algebraic modelling languages AMPL and MPL), stochastic
solvers, as well as special purpose scenario generators and database tools.
We introduce an asset/liability management model and illustrate how SPInE
can be used to create and process this model as a multistage SP application
Data-driven linear decision rule approach for distributionally robust optimization of on-line signal control
We propose a two-stage, on-line signal control strategy for dynamic networks using a linear decision rule (LDR) approach and a distributionally robust optimization (DRO) technique. The first (off-line) stage formulates a LDR that maps real-time traffic data to optimal signal control policies. A DRO problem is solved to optimize the on-line performance of the LDR in the presence of uncertainties associated with the observed traffic states and ambiguity in their underlying distribution functions. We employ a data-driven calibration of the uncertainty set, which takes into account historical traffic data. The second (on-line) stage implements a very efficient linear decision rule whose performance is guaranteed by the off-line computation. We test the proposed signal control procedure in a simulation environment that is informed by actual traffic data obtained in Glasgow, and demonstrate its full potential in on-line operation and deployability on realistic networks, as well as its effectiveness in improving traffic
Aggregate constrained inventory systems with independent multi-product demand: control practices and theoretical limitations
In practice, inventory managers are often confronted with a need to consider one or more aggregate constraints. These aggregate constraints result from available workspace, workforce, maximum investment or target service level. We consider independent multi-item inventory problems with aggregate constraints and one of the following characteristics: deterministic leadtime demand, newsvendor, basestock policy, rQ policy and sS policy. We analyze some recent relevant references and investigate the considered versions of the problem, the proposed model formulations and the algorithmic approaches. Finally we highlight the limitations from a practical viewpoint for these models and point out some possible direction for future improvements
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