IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0271928.html
   My bibliography  Save this article

Optimal location of logistics distribution centres with swarm intelligent clustering algorithms

Author

Listed:
  • Tsung-Xian Lin
  • Zhong-huan Wu
  • Wen-Tsao Pan

Abstract

A clustering algorithm is a solution for grouping a set of objects and for distribution centre location problems. But the common K-means clustering algorithm may give local optimal solutions. Swarm intelligent algorithms simulate the social behaviours of animals and avoid local optimal solutions. We employ three swarm intelligent algorithms to avoid these solutions. We propose a new algorithm for the clustering problem, the fruit-fly optimization K-means algorithm (FOA K-means). We designed a distribution centre location problem and three clustering indicators to evaluate the performance of algorithms. We compare the algorithms of K-means with the ant colony optimization algorithm (ACO K-means), particle swarm optimization algorithm (PSO K-means), and fruit-fly optimization algorithm. We find K-Means modified by the fruit-fly optimization algorithm (FOA K-means) has the best performance on convergence speed and three clustering indicators, compactness, separation, and integration. Thus, we can apply FOA K-means to improve the distribution centre location solution and the efficiency for distribution in the future.

Suggested Citation

  • Tsung-Xian Lin & Zhong-huan Wu & Wen-Tsao Pan, 2022. "Optimal location of logistics distribution centres with swarm intelligent clustering algorithms," PLOS ONE, Public Library of Science, vol. 17(8), pages 1-16, August.
  • Handle: RePEc:plo:pone00:0271928
    DOI: 10.1371/journal.pone.0271928
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0271928
    Download Restriction: no

    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0271928&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pone.0271928?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
    ---><---

    References listed on IDEAS

    as
    1. Eko Setiawan & Jiyin Liu & Alan French, 2019. "Resource location for relief distribution and victim evacuation after a sudden-onset disaster," IISE Transactions, Taylor & Francis Journals, vol. 51(8), pages 830-846, August.
    2. Hamparsum Bozdogan, 1987. "Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 345-370, September.
    3. Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020. "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
    4. J. A. Hartigan & M. A. Wong, 1979. "A K‐Means Clustering Algorithm," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(1), pages 100-108, March.
    Full references (including those not matched with items on IDEAS)

    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. repec:plo:pone00:0178915 is not listed on IDEAS
    2. Daniela Andreini & Diego Rinallo & Giuseppe Pedeliento & Mara Bergamaschi, 2017. "Brands and Religion in the Secularized Marketplace and Workplace: Insights from the Case of an Italian Hospital Renamed After a Roman Catholic Pope," Journal of Business Ethics, Springer, vol. 141(3), pages 529-550, March.
    3. Shuangshuang Fan & Yichao Li & William Mbanyele & Xiufeng Lai, 2025. "Determinants and Pathways for Inclusive Growth in China: Investigation Based on Artificial Intelligence (AI) Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1231-1264, March.
    4. Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2024. "Panel data nowcasting: The case of price–earnings ratios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 292-307, March.
    5. Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
    6. Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
    7. S. A. Abu Bakar & Saralees Nadarajah & Z. A. Absl Kamarul Adzhar, 2018. "Loss modeling using Burr mixtures," Empirical Economics, Springer, vol. 54(4), pages 1503-1516, June.
    8. Tobias Götze & Marc Gürtler & Eileen Witowski, 2020. "Improving CAT bond pricing models via machine learning," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 428-446, September.
    9. Wen, Danyan & Liu, Li & Wang, Yudong & Zhang, Yaojie, 2022. "Forecasting crude oil market returns: Enhanced moving average technical indicators," Resources Policy, Elsevier, vol. 76(C).
    10. Jaewoong Yun, 2023. "Strategies for Improving the Sustainability of Fare-Free Policy for the Elderly through Preferences by Travel Modes," Sustainability, MDPI, vol. 15(20), pages 1-14, October.
    11. Malerba, Martino E. & Connolly, Sean R. & Heimann, Kirsten, 2015. "An experimentally validated nitrate–ammonium–phytoplankton model including effects of starvation length and ammonium inhibition on nitrate uptake," Ecological Modelling, Elsevier, vol. 317(C), pages 30-40.
    12. Daníelsson, Jón & Macrae, Robert & Uthemann, Andreas, 2022. "Artificial intelligence and systemic risk," Journal of Banking & Finance, Elsevier, vol. 140(C).
    13. Cong Wang, 2024. "Stock return prediction with multiple measures using neural network models," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-34, December.
    14. Liu, Yunting & Zhu, Yandi, 2025. "Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 170(C).
    15. Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024. "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
    16. Friederike Paetz, 2016. "Persönlichkeitsmerkmale als Segmentierungsvariablen: Eine empirische Studie [Personality traits for market segmentation: An empirical study]," Schmalenbach Journal of Business Research, Springer, vol. 68(3), pages 279-306, August.
    17. Cao, Sean & Jiang, Wei & Wang, Junbo & Yang, Baozhong, 2024. "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, Elsevier, vol. 160(C).
    18. Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023. "The commodity risk premium and neural networks," Journal of Empirical Finance, Elsevier, vol. 74(C).
    19. Rosbergen, Edward & Wedel, Michel & Pieters, Rik, 1997. "Analyzing visual attention tot repeated print advertising using scanpath theory," Research Report 97B32, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    20. Chen, Andrew Y. & McCoy, Jack, 2024. "Missing values handling for machine learning portfolios," Journal of Financial Economics, Elsevier, vol. 155(C).
    21. Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Janeway Institute Working Papers 2506, Faculty of Economics, University of Cambridge.

    More about this item

    Statistics

    Access and download statistics

    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:plo:pone00:0271928. 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: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    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.