IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v232y2015i1p259-27410.1007-s10479-014-1608-4.html
   My bibliography  Save this article

Stochastic optimization models in forest planning: a progressive hedging solution approach

Author

Listed:
  • Fernando Veliz
  • Jean-Paul Watson
  • Andres Weintraub
  • Roger Wets
  • David Woodruff

Abstract

We consider the important problem of medium term forest planning with an integrated approach considering both harvesting and road construction decisions in the presence of uncertainty modeled as a multi-stage problem. We give strengthening methods that enable the solution of problems with many more scenarios than previously reported in the literature. Furthermore, we demonstrate that a scenario-based decomposition method (Progressive Hedging) is competitive with direct solution of the extensive form, even on a serial computer. Computational results based on a real-world example are presented. Copyright Springer Science+Business Media New York 2015

Suggested Citation

  • Fernando Veliz & Jean-Paul Watson & Andres Weintraub & Roger Wets & David Woodruff, 2015. "Stochastic optimization models in forest planning: a progressive hedging solution approach," Annals of Operations Research, Springer, vol. 232(1), pages 259-274, September.
    • Handle: RePEc:spr:annopr:v:232:y:2015:i:1:p:259-274:10.1007/s10479-014-1608-4
    DOI: 10.1007/s10479-014-1608-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-014-1608-4
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10479-014-1608-4?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. Guglielmo Lulli & Suvrajeet Sen, 2004. "A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems," Management Science, INFORMS, vol. 50(6), pages 786-796, June.
    3. Miguel Constantino & Isabel Martins & José G. Borges, 2008. "A New Mixed-Integer Programming Model for Harvest Scheduling Subject to Maximum Area Restrictions," Operations Research, INFORMS, vol. 56(3), pages 542-551, June.
    4. Marcos Goycoolea & Alan T. Murray & Francisco Barahona & Rafael Epstein & Andrés Weintraub, 2005. "Harvest Scheduling Subject to Maximum Area Restrictions: Exploring Exact Approaches," Operations Research, INFORMS, vol. 53(3), pages 490-500, June.
    5. Andres Weintraub & Daniel Navon, 1976. "A Forest Management Planning Model Integrating Silvicultural and Transportation Activities," Management Science, INFORMS, vol. 22(12), pages 1299-1309, August.
    6. Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2009. "BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 96-122, July.
    7. Andrés Weintraub & Greg Jones & Adrian Magendzo & Mary Meacham & Malcolm Kirby, 1994. "A Heuristic System to Solve Mixed Integér Forest Planning Models," Operations Research, INFORMS, vol. 42(6), pages 1010-1024, December.
    8. Andrés Weintraub & Jorge Vera, 1991. "A Cutting Plane Approach for Chance Constrained Linear Programs," Operations Research, INFORMS, vol. 39(5), pages 776-785, October.
    9. Nicolas Andalaft & Pablo Andalaft & Monique Guignard & Adrian Magendzo & Alexis Wainer & Andres Weintraub, 2003. "A Problem of Forest Harvesting and Road Building Solved Through Model Strengthening and Lagrangean Relaxation," Operations Research, INFORMS, vol. 51(4), pages 613-628, August.
    10. Martell, David L. & Gunn, Eldon A. & Weintraub, Andres, 1998. "Forest management challenges for operational researchers," European Journal of Operational Research, Elsevier, vol. 104(1), pages 1-17, January.
    11. David L. Martell, 2007. "Forest Fire Management," International Series in Operations Research & Management Science, in: Andres Weintraub & Carlos Romero & Trond Bjørndal & Rafael Epstein & Jaime Miranda (ed.), Handbook Of Operations Research In Natural Resources, chapter 0, pages 489-509, Springer.
    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. Dillon, Mary & Vauhkonen, Ilmari & Arvas, Mikko & Ihalainen, Jarkko & Vilkkumaa, Eeva & Oliveira, Fabricio, 2023. "Supporting platelet inventory management decisions: What is the effect of extending platelets’ shelf life?," European Journal of Operational Research, Elsevier, vol. 310(2), pages 640-654.
    2. Ilke Bakir & Natashia Boland & Brian Dandurand & Alan Erera, 2020. "Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 145-163, January.
    3. Nader Naderializadeh & Kevin A. Crowe & Melika Rouhafza, 2022. "Solving the integrated forest harvest scheduling model using metaheuristic algorithms," Operational Research, Springer, vol. 22(3), pages 2437-2463, July.
    4. Bismark Singh & Bernard Knueven, 2021. "Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system," Journal of Global Optimization, Springer, vol. 80(4), pages 965-989, August.
    5. Gomes, Vanessa de Souza & Monti, Cássio Augusto Ussi & Silva, Carolina Souza Jarochinski e & Gomide, Lucas Rezende, 2021. "Operational harvest planning under forest road maintenance uncertainty," Forest Policy and Economics, Elsevier, vol. 131(C).
    6. Nader Naderializadeh & Kevin A. Crowe, 2020. "Formulating the integrated forest harvest-scheduling model to reduce the cost of the road-networks," Operational Research, Springer, vol. 20(4), pages 2283-2306, December.
    7. Alonso-Ayuso, Antonio & Escudero, Laureano F. & Guignard, Monique & Weintraub, Andres, 2018. "Risk management for forestry planning under uncertainty in demand and prices," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1051-1074.
    8. Hu, Shaolong & Han, Chuanfeng & Dong, Zhijie Sasha & Meng, Lingpeng, 2019. "A multi-stage stochastic programming model for relief distribution considering the state of road network," Transportation Research Part B: Methodological, Elsevier, vol. 123(C), pages 64-87.

    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. Mikael Rönnqvist & Sophie D’Amours & Andres Weintraub & Alejandro Jofre & Eldon Gunn & Robert Haight & David Martell & Alan Murray & Carlos Romero, 2015. "Operations Research challenges in forestry: 33 open problems," Annals of Operations Research, Springer, vol. 232(1), pages 11-40, September.
    2. Andres Weintraub P., 2007. "Integer programming in forestry," Annals of Operations Research, Springer, vol. 149(1), pages 209-216, February.
    3. Antonio Alonso-Ayuso & Laureano Escudero & Monique Guignard & Martín Quinteros & Andres Weintraub, 2011. "Forestry management under uncertainty," Annals of Operations Research, Springer, vol. 190(1), pages 17-39, October.
    4. Sinha, Ankur & Rämö, Janne & Malo, Pekka & Kallio, Markku & Tahvonen, Olli, 2017. "Optimal management of naturally regenerating uneven-aged forests," European Journal of Operational Research, Elsevier, vol. 256(3), pages 886-900.
    5. Nader Naderializadeh & Kevin A. Crowe, 2020. "Formulating the integrated forest harvest-scheduling model to reduce the cost of the road-networks," Operational Research, Springer, vol. 20(4), pages 2283-2306, December.
    6. Ran Wei & Alan Murray, 2015. "Spatial uncertainty in harvest scheduling," Annals of Operations Research, Springer, vol. 232(1), pages 275-289, September.
    7. Alonso-Ayuso, Antonio & Escudero, Laureano F. & Guignard, Monique & Weintraub, Andres, 2018. "Risk management for forestry planning under uncertainty in demand and prices," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1051-1074.
    8. Giovanni Pantuso & Trine K. Boomsma, 2020. "On the number of stages in multistage stochastic programs," Annals of Operations Research, Springer, vol. 292(2), pages 581-603, September.
    9. Semih Atakan & Suvrajeet Sen, 2018. "A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs," Computational Management Science, Springer, vol. 15(3), pages 501-540, October.
    10. Olsson, Leif & Lohmander, Peter, 2005. "Optimal forest transportation with respect to road investments," Forest Policy and Economics, Elsevier, vol. 7(3), pages 369-379, March.
    11. Andrés Weintraub & Carlos Romero, 2006. "Operations Research Models and the Management of Agricultural and Forestry Resources: A Review and Comparison," Interfaces, INFORMS, vol. 36(5), pages 446-457, October.
    12. Isabel Martins & Filipe Alvelos & Miguel Constantino, 2012. "A branch-and-price approach for harvest scheduling subject to maximum area restrictions," Computational Optimization and Applications, Springer, vol. 51(1), pages 363-385, January.
    13. Kai L. Ross & Sándor F. Tóth & Weikko S. Jaross, 2018. "Forest Harvest Scheduling with Endogenous Road Costs," Interfaces, INFORMS, vol. 48(3), pages 260-270, June.
    14. Isabel Martins & Mujing Ye & Miguel Constantino & Maria Conceição Fonseca & Jorge Cadima, 2014. "Modeling target volume flows in forest harvest scheduling subject to maximum area restrictions," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 343-362, April.
    15. Teresa Neto & Miguel Constantino & Isabel Martins & João Pedro Pedroso, 2017. "Forest harvest scheduling with clearcut and core area constraints," Annals of Operations Research, Springer, vol. 258(2), pages 453-478, November.
    16. Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Merino Maestre, María & Pérez Sainz de Rozas, Gloria, 2011. "A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    17. Kazemi Zanjani, Masoumeh & Sanei Bajgiran, Omid & Nourelfath, Mustapha, 2016. "A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty," European Journal of Operational Research, Elsevier, vol. 252(2), pages 466-476.
    18. Rachel St. John & Sándor Tóth, 2015. "Spatially explicit forest harvest scheduling with difference equations," Annals of Operations Research, Springer, vol. 232(1), pages 235-257, September.
    19. Eguía Ribero, María Isabel & Garín Martín, María Araceli & Unzueta Inchaurbe, Aitziber, 2018. "Generating cluster submodels from two-stage stochastic mixed integer optimization models," BILTOKI 31248, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    20. Nicolas Andalaft & Pablo Andalaft & Monique Guignard & Adrian Magendzo & Alexis Wainer & Andres Weintraub, 2003. "A Problem of Forest Harvesting and Road Building Solved Through Model Strengthening and Lagrangean Relaxation," Operations Research, INFORMS, vol. 51(4), pages 613-628, August.

    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:spr:annopr:v:232:y:2015:i:1:p:259-274:10.1007/s10479-014-1608-4. 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.