Risk-averse hub location : Formulation and solution approach

Kargar, Kamyar and Mahmutoğulları, Ali İrfan (2022) Risk-averse hub location : Formulation and solution approach. Computers and Operations Research, 143: 105760. ISSN 0305-0548

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Abstract

In this study, we present risk-neutral and risk-averse two-stage stochastic formulations for the uncapacitated multiple allocation p-hub median problem and discuss the impact of risk-aversion on the optimal solution. Although stochastic models are useful to tackle the uncertainty in problem parameters, the solution of these models requires higher computational effort than their deterministic counterparts. Therefore, we present a scenario decomposition algorithm for the stochastic formulations. To evaluate the performance of the proposed solution algorithm, a set of computational experiments is conducted on real data sets. The results show that the proposed algorithm is very effective in finding optimal or near-optimal solutions in significantly shorter computation time than that of deterministic equivalent problems.

Item Type:
Journal Article
Journal or Publication Title:
Computers and Operations Research
Additional Information:
Publisher Copyright: © 2022 Elsevier Ltd
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1700
Subjects:
?? hub locationrisk-averse optimizationscenario decompositionstochastic programminggeneral computer sciencemodelling and simulationmanagement science and operations researchcomputer science(all) ??
ID Code:
219535
Deposited By:
Deposited On:
10 May 2024 08:30
Refereed?:
Yes
Published?:
Published
Last Modified:
16 Jul 2024 12:16