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Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty
Albareda Sambola, Maria; Alonso Ayuso, Antonio; Escudero Bueno, Laureano; Fernández Aréizaga, Elena; Pizarro Romero, Celeste
Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa; Universitat Politècnica de Catalunya. PROMALS - Grup de Recerca en Programació Matemática, Logística i Simulació
A multi-period discrete facility location problem is introduced for a risk neutral strategy with uncertainty in the costs and some of the requirements along the planning horizon. A compact 0–1 formulation for the Deterministic Equivalent Model of the problem under two alternative strategies for the location decisions is presented. Furthermore, a new algorithmic matheuristic, Fix-and-Relax-Coordination, is introduced. This solution scheme is based on a specialization of the Branch-and-Fix Coordination methodology, which exploits the Nonanticipativity Constraints and uses the Twin Node Family concept. The results of an extensive computational experience allow to compare the alternative modeling strategies and assess the effectiveness of the proposed approach versus the plain use of a state-of-the-art MIP solver.
Peer Reviewed
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa
Stochastic processes
Multi-period stochastic 0–1 programs
Nonanticipativity constraints
Splitting variables
Twin node family
Branch-and-Fix Coordination
Fix-and-Relax Coordination
Processos estocàstics
Investigació operativa
Classificació AMS::60 Probability theory and stochastic processes

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