IDEAS home Printed from https://ideas.repec.org/a/kap/netspa/v10y2010i2p193-208.html
   My bibliography  Save this article

Solving Stochastic Transportation Network Protection Problems Using the Progressive Hedging-based Method

Author

Listed:
  • Yueyue Fan
  • Changzheng Liu

Abstract

No abstract is available for this item.

Suggested Citation

  • Yueyue Fan & Changzheng Liu, 2010. "Solving Stochastic Transportation Network Protection Problems Using the Progressive Hedging-based Method," Networks and Spatial Economics, Springer, vol. 10(2), pages 193-208, June.
    • Handle: RePEc:kap:netspa:v:10:y:2010:i:2:p:193-208
    DOI: 10.1007/s11067-008-9062-y
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11067-008-9062-y
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11067-008-9062-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    2. T. L. Magnanti & R. T. Wong, 1984. "Network Design and Transportation Planning: Models and Algorithms," Transportation Science, INFORMS, vol. 18(1), pages 1-55, February.
    3. Dafermos, Stella & Nagurney, Anna, 1984. "On some traffic equilibrium theory paradoxes," Transportation Research Part B: Methodological, Elsevier, vol. 18(2), pages 101-110, April.
    4. John M. Mulvey & Hercules Vladimirou, 1992. "Stochastic Network Programming for Financial Planning Problems," Management Science, INFORMS, vol. 38(11), pages 1642-1664, November.
    5. Michael Patriksson & R. Tyrrell Rockafellar, 2002. "A Mathematical Model and Descent Algorithm for Bilevel Traffic Management," Transportation Science, INFORMS, vol. 36(3), pages 271-291, August.
    6. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    7. Viswanath, Kannan & Peeta, Srinivas & Salman, Sibel F., 2004. "Investing in the Links of a Stochastic Network to Minimize Expected Shortest Path. Length," Purdue University Economics Working Papers 1167, Purdue University, Department of Economics.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lanza, Giacomo & Crainic, Teodor Gabriel & Rei, Walter & Ricciardi, Nicoletta, 2021. "Scheduled service network design with quality targets and stochastic travel times," European Journal of Operational Research, Elsevier, vol. 288(1), pages 30-46.
    2. Chen, Chien-Wei & Fan, Yueyue, 2012. "Bioethanol supply chain system planning under supply and demand uncertainties," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 150-164.
    3. Li, Anna C.Y. & Nozick, Linda & Xu, Ningxiong & Davidson, Rachel, 2012. "Shelter location and transportation planning under hurricane conditions," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(4), pages 715-729.
    4. Reza Faturechi & Shabtai Isaac & Elise Miller-Hooks & Lei Feng, 2018. "Risk-based models for emergency shelter and exit design in buildings," Annals of Operations Research, Springer, vol. 262(1), pages 185-212, March.
    5. Fan, Yingjie & Schwartz, Frank & Voß, Stefan, 2017. "Flexible supply chain planning based on variable transportation modes," International Journal of Production Economics, Elsevier, vol. 183(PC), pages 654-666.
    6. Lili Du & Srinivas Peeta, 2014. "A Stochastic Optimization Model to Reduce Expected Post-Disaster Response Time Through Pre-Disaster Investment Decisions," Networks and Spatial Economics, Springer, vol. 14(2), pages 271-295, June.
    7. Yongxi (Eric) Huang & Yueyue Fan & Chien-Wei Chen, 2014. "An Integrated Biofuel Supply Chain to Cope with Feedstock Seasonality and Uncertainty," Transportation Science, INFORMS, vol. 48(4), pages 540-554, November.
    8. Huang, Zhouchun & Zheng, Qipeng Phil, 2020. "A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract," European Journal of Operational Research, Elsevier, vol. 287(3), pages 1036-1051.
    9. Xu, Xiangdong & Chen, Anthony & Xu, Guangming & Yang, Chao & Lam, William H.K., 2021. "Enhancing network resilience by adding redundancy to road networks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 154(C).
    10. Asadabadi, Ali & Miller-Hooks, Elise, 2017. "Optimal transportation and shoreline infrastructure investment planning under a stochastic climate future," Transportation Research Part B: Methodological, Elsevier, vol. 100(C), pages 156-174.
    11. Fan, Yueyue & Zhang, Yunteng, 2019. "Next-Generation Transit System Design During a Revolution of Shared Mobility," Institute of Transportation Studies, Working Paper Series qt77t6g3w4, Institute of Transportation Studies, UC Davis.
    12. Paolo Delle Site, 2017. "On the Equivalence Between SUE and Fixed-Point States of Day-to-Day Assignment Processes with Serially-Correlated Route Choice," Networks and Spatial Economics, Springer, vol. 17(3), pages 935-962, September.
    13. Faturechi, Reza & Miller-Hooks, Elise, 2014. "Travel time resilience of roadway networks under disaster," Transportation Research Part B: Methodological, Elsevier, vol. 70(C), pages 47-64.
    14. Stefano Starita & M. Paola Scaparra & Jesse R. O’Hanley, 2017. "A dynamic model for road protection against flooding," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(1), pages 74-88, January.
    15. Lu, Jie & Gupte, Akshay & Huang, Yongxi, 2018. "A mean-risk mixed integer nonlinear program for transportation network protection," European Journal of Operational Research, Elsevier, vol. 265(1), pages 277-289.
    16. David L. Alderson & Gerald G. Brown & W. Matthew Carlyle & R. Kevin Wood, 2018. "Assessing and Improving the Operational Resilience of a Large Highway Infrastructure System to Worst-Case Losses," Transportation Science, INFORMS, vol. 52(4), pages 1012-1034, August.
    17. Zhaomiao Guo & Yueyue Fan, 2017. "A Stochastic Multi-agent Optimization Model for Energy Infrastructure Planning under Uncertainty in An Oligopolistic Market," Networks and Spatial Economics, Springer, vol. 17(2), pages 581-609, June.
    18. Yingliang Zhou & Qiwei Jiang & Jin Qin, 2019. "Pre-Disaster Retrofit Decisions for Sustainable Transportation Systems in Urban Areas," Sustainability, MDPI, vol. 11(15), pages 1-18, July.
    19. Jean-Paul Watson & David Woodruff, 2011. "Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems," Computational Management Science, Springer, vol. 8(4), pages 355-370, November.
    20. Wang, Qingyi & Nie, Xiaofeng, 2022. "A stochastic programming model for emergency supply planning considering transportation network mitigation and traffic congestion," Socio-Economic Planning Sciences, Elsevier, vol. 79(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wu, Dexiang & Wu, Desheng Dash, 2020. "A decision support approach for two-stage multi-objective index tracking using improved lagrangian decomposition," Omega, Elsevier, vol. 91(C).
    2. Chen, Chien-Wei & Fan, Yueyue, 2012. "Bioethanol supply chain system planning under supply and demand uncertainties," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 150-164.
    3. Fan, Yingjie & Schwartz, Frank & Voß, Stefan, 2017. "Flexible supply chain planning based on variable transportation modes," International Journal of Production Economics, Elsevier, vol. 183(PC), pages 654-666.
    4. Hannes Schwarz & Valentin Bertsch & Wolf Fichtner, 2018. "Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 40(1), pages 265-310, January.
    5. Zhou, Feng & Huang, Gordon H. & Chen, Guo-Xian & Guo, Huai-Cheng, 2009. "Enhanced-interval linear programming," European Journal of Operational Research, Elsevier, vol. 199(2), pages 323-333, December.
    6. Yongxi (Eric) Huang & Yueyue Fan & Chien-Wei Chen, 2014. "An Integrated Biofuel Supply Chain to Cope with Feedstock Seasonality and Uncertainty," Transportation Science, INFORMS, vol. 48(4), pages 540-554, November.
    7. Z. L. Chen & W. B. Powell, 1999. "Convergent Cutting-Plane and Partial-Sampling Algorithm for Multistage Stochastic Linear Programs with Recourse," Journal of Optimization Theory and Applications, Springer, vol. 102(3), pages 497-524, September.
    8. Fatemeh Sarayloo & Teodor Gabriel Crainic & Walter Rei, 2021. "A Learning-Based Matheuristic for Stochastic Multicommodity Network Design," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 643-656, May.
    9. Fan, Yueyue & Huang, Yongxi & Chen, Chien-Wei, 2012. "Multistage Infrastructure System Design: An Integrated Biofuel Supply Chain against Feedstock Seasonality and Uncertainty," Institute of Transportation Studies, Working Paper Series qt9g8413m5, Institute of Transportation Studies, UC Davis.
    10. Ankur Kulkarni & Uday Shanbhag, 2012. "Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms," Computational Optimization and Applications, Springer, vol. 51(1), pages 77-123, January.
    11. Andrea Beltratti & Andrea Consiglio & Stavros Zenios, 1999. "Scenario modeling for the management ofinternational bond portfolios," Annals of Operations Research, Springer, vol. 85(0), pages 227-247, January.
    12. Sodhi, ManMohan S. & Tang, Christopher S., 2009. "Modeling supply-chain planning under demand uncertainty using stochastic programming: A survey motivated by asset-liability management," International Journal of Production Economics, Elsevier, vol. 121(2), pages 728-738, October.
    13. Panos Parpas & Berç Rustem, 2007. "Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems," INFORMS Journal on Computing, INFORMS, vol. 19(2), pages 239-247, May.
    14. Bora Tarhan & Ignacio Grossmann & Vikas Goel, 2013. "Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and gradual uncertainty resolution," Annals of Operations Research, Springer, vol. 203(1), pages 141-166, March.
    15. Sebastián Arpón & Tito Homem-de-Mello & Bernardo K. Pagnoncelli, 2020. "An ADMM algorithm for two-stage stochastic programming problems," Annals of Operations Research, Springer, vol. 286(1), pages 559-582, March.
    16. N. Edirisinghe & E. Patterson, 2007. "Multi-period stochastic portfolio optimization: Block-separable decomposition," Annals of Operations Research, Springer, vol. 152(1), pages 367-394, July.
    17. Dung-Ying Lin & Ampol Karoonsoontawong & S. Waller, 2011. "A Dantzig-Wolfe Decomposition Based Heuristic Scheme for Bi-level Dynamic Network Design Problem," Networks and Spatial Economics, Springer, vol. 11(1), pages 101-126, March.
    18. ManMohan S. Sodhi, 2005. "LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications," Operations Research, INFORMS, vol. 53(2), pages 181-196, April.
    19. Serhat Gul & Brian T. Denton & John W. Fowler, 2015. "A Progressive Hedging Approach for Surgery Planning Under Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 27(4), pages 755-772, November.
    20. Ukkusuri, Satish V. & Patil, Gopal, 2009. "Multi-period transportation network design under demand uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 625-642, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:netspa:v:10:y:2010:i:2:p:193-208. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.