IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v219y2014i1p457-47510.1007-s10479-011-1002-4.html
   My bibliography  Save this article

Application of Robust Optimization to the Sawmill Planning Problem

Author

Listed:
  • Pamela Alvarez
  • Jorge Vera

Abstract

Optimization models have been used to support decision making in the forest industry for a long time. However, several of those models are deterministic and do not address the variability that is present in some of the data. Robust Optimization is a methodology which can deal with the uncertainty or variability in optimization problems by computing a solution which is feasible for all possible scenarios of the data within a given uncertainty set. This paper presents the application of the Robust Optimization Methodology to a Sawmill Planning Problem. In the particular case of this problem, variability is assumed in the yield coefficients associated to the cutting patterns used. The main results show that the loss in the function objective value (the “Price of Robustness”), due to computing robust solutions, is not excessive. Moreover, the computed solutions remain feasible for a large proportion of randomly generated scenarios, and tend to preserve the structure of the nominal solution. We believe that these results provide an application area for Robust Optimization in which several source of uncertainty are present. Copyright Springer Science+Business Media, LLC 2014

Suggested Citation

  • Pamela Alvarez & Jorge Vera, 2014. "Application of Robust Optimization to the Sawmill Planning Problem," Annals of Operations Research, Springer, vol. 219(1), pages 457-475, August.
  • Handle: RePEc:spr:annopr:v:219:y:2014:i:1:p:457-475:10.1007/s10479-011-1002-4
    DOI: 10.1007/s10479-011-1002-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-011-1002-4
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10479-011-1002-4?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. Bohle, Carlos & Maturana, Sergio & Vera, Jorge, 2010. "A robust optimization approach to wine grape harvesting scheduling," European Journal of Operational Research, Elsevier, vol. 200(1), pages 245-252, January.
    2. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    3. Aharon Ben-Tal & Boaz Golany & Arkadi Nemirovski & Jean-Philippe Vial, 2005. "Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach," Manufacturing & Service Operations Management, INFORMS, vol. 7(3), pages 248-271, February.
    4. Jensen, Hector A. & Maturana, Sergio, 2002. "A possibilistic decision support system for imprecise mathematical programming problems," International Journal of Production Economics, Elsevier, vol. 77(2), pages 145-158, May.
    5. Kazemi Zanjani, Masoumeh & Ait-Kadi, Daoud & Nourelfath, Mustapha, 2010. "Robust production planning in a manufacturing environment with random yield: A case in sawmill production planning," European Journal of Operational Research, Elsevier, vol. 201(3), pages 882-891, March.
    6. Rafael Epstein & Ramiro Morales & Jorge Serón & Andres Weintraub, 1999. "Use of OR Systems in the Chilean Forest Industries," Interfaces, INFORMS, vol. 29(1), pages 7-29, February.
    7. Xin Chen & Yuhan Zhang, 2009. "Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts," Operations Research, INFORMS, vol. 57(6), pages 1469-1482, December.
    8. A. L. Soyster, 1973. "Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming," Operations Research, INFORMS, vol. 21(5), pages 1154-1157, October.
    9. Andrés Weintraub & Jorge Vera, 1991. "A Cutting Plane Approach for Chance Constrained Linear Programs," Operations Research, INFORMS, vol. 39(5), pages 776-785, October.
    10. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    11. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995. "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, vol. 43(2), pages 264-281, April.
    12. 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.
    13. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    14. 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.
    15. Rafael Epstein & Jenny Karlsson & Mikael Rönnqvist & Andres Weintraub, 2007. "Harvest Operational Models in Forestry," 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 365-377, Springer.
    16. Andrés Weintraub & B. Bruce Bare, 1996. "New Issues in Forest Land Management from an Operations Research Perspective," Interfaces, INFORMS, vol. 26(5), pages 9-25, October.
    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. Juan Carlos Espinoza Garcia & Laurent Alfandari, 2018. "Robust location of new housing developments using a choice model," Annals of Operations Research, Springer, vol. 271(2), pages 527-550, December.
    2. Ana Batista & Jorge Vera & David Pozo, 2020. "Multi-objective admission planning problem: a two-stage stochastic approach," Health Care Management Science, Springer, vol. 23(1), pages 51-65, March.
    3. Broz, Diego & Vanzetti, Nicolás & Corsano, Gabriela & Montagna, Jorge M., 2019. "Goal programming application for the decision support in the daily production planning of sawmills," Forest Policy and Economics, Elsevier, vol. 102(C), pages 29-40.
    4. Yarong Chen & Hongming Zhou & Peiyu Huang & FuhDer Chou & Shenquan Huang, 2022. "A refined order release method for achieving robustness of non-repetitive dynamic manufacturing system performance," Annals of Operations Research, Springer, vol. 311(1), pages 65-79, April.
    5. Vanzetti, Nicolás & Broz, Diego & Corsano, Gabriela & Montagna, Jorge M., 2018. "An optimization approach for multiperiod production planning in a sawmill," Forest Policy and Economics, Elsevier, vol. 97(C), pages 1-8.
    6. Xide Zhu & Peijun Guo, 2020. "Bilevel programming approaches to production planning for multiple products with short life cycles," 4OR, Springer, vol. 18(2), pages 151-175, June.
    7. Santos, Maria João & Curcio, Eduardo & Mulati, Mauro Henrique & Amorim, Pedro & Miyazawa, Flávio Keidi, 2020. "A robust optimization approach for the vehicle routing problem with selective backhauls," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 136(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. Behzadi, Golnar & O’Sullivan, Michael Justin & Olsen, Tava Lennon & Zhang, Abraham, 2018. "Agribusiness supply chain risk management: A review of quantitative decision models," Omega, Elsevier, vol. 79(C), pages 21-42.
    2. João Flávio de Freitas Almeida & Samuel Vieira Conceição & Luiz Ricardo Pinto & Ricardo Saraiva de Camargo & Gilberto de Miranda Júnior, 2018. "Flexibility evaluation of multiechelon supply chains," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-27, March.
    3. Oğuz Solyalı & Jean-François Cordeau & Gilbert Laporte, 2016. "The Impact of Modeling on Robust Inventory Management Under Demand Uncertainty," Management Science, INFORMS, vol. 62(4), pages 1188-1201, April.
    4. Donya Rahmani & Arash Zandi & Sara Behdad & Arezou Entezaminia, 2021. "A light robust model for aggregate production planning with consideration of environmental impacts of machines," Operational Research, Springer, vol. 21(1), pages 273-297, March.
    5. Andreas Thorsen & Tao Yao, 2017. "Robust inventory control under demand and lead time uncertainty," Annals of Operations Research, Springer, vol. 257(1), pages 207-236, October.
    6. Nicolas Kämmerling & Jannis Kurtz, 2020. "Oracle-based algorithms for binary two-stage robust optimization," Computational Optimization and Applications, Springer, vol. 77(2), pages 539-569, November.
    7. Hatami-Marbini, Adel & Arabmaldar, Aliasghar, 2021. "Robustness of Farrell cost efficiency measurement under data perturbations: Evidence from a US manufacturing application," European Journal of Operational Research, Elsevier, vol. 295(2), pages 604-620.
    8. Vahid Nazari-Ghanbarloo & Ali Ghodratnama, 2021. "Optimizing a robust tri-objective multi-period reliable supply chain network considering queuing system and operational and disruption risks," Operational Research, Springer, vol. 21(3), pages 1963-2020, September.
    9. Xuejie Bai & Yankui Liu, 2016. "Robust optimization of supply chain network design in fuzzy decision system," Journal of Intelligent Manufacturing, Springer, vol. 27(6), pages 1131-1149, December.
    10. Antonio G. Martín & Manuel Díaz-Madroñero & Josefa Mula, 2020. "Master production schedule using robust optimization approaches in an automobile second-tier supplier," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 143-166, March.
    11. Walid Ben-Ameur & Adam Ouorou & Guanglei Wang & Mateusz Żotkiewicz, 2018. "Multipolar robust optimization," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 395-434, December.
    12. Hanks, Robert W. & Weir, Jeffery D. & Lunday, Brian J., 2017. "Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets," European Journal of Operational Research, Elsevier, vol. 262(2), pages 636-646.
    13. Guanglei Wang & Hassan Hijazi, 2018. "Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches," Computational Optimization and Applications, Springer, vol. 71(2), pages 553-608, November.
    14. Steffen Rebennack, 2022. "Data-driven stochastic optimization for distributional ambiguity with integrated confidence region," Journal of Global Optimization, Springer, vol. 84(2), pages 255-293, October.
    15. Xie, Chen & Wang, Liangquan & Yang, Chaolin, 2021. "Robust inventory management with multiple supply sources," European Journal of Operational Research, Elsevier, vol. 295(2), pages 463-474.
    16. Christoph Buchheim & Jannis Kurtz, 2018. "Robust combinatorial optimization under convex and discrete cost uncertainty," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 211-238, September.
    17. Tao Yao & Supreet Mandala & Byung Chung, 2009. "Evacuation Transportation Planning Under Uncertainty: A Robust Optimization Approach," Networks and Spatial Economics, Springer, vol. 9(2), pages 171-189, June.
    18. Cleber D. Rocco & Reinaldo Morabito, 2016. "Robust optimisation approach applied to the analysis of production / logistics and crop planning in the tomato processing industry," International Journal of Production Research, Taylor & Francis Journals, vol. 54(19), pages 5842-5861, October.
    19. Jiankun Sun & Jan A. Van Mieghem, 2019. "Robust Dual Sourcing Inventory Management: Optimality of Capped Dual Index Policies and Smoothing," Manufacturing & Service Operations Management, INFORMS, vol. 21(4), pages 912-931, October.
    20. Henao, César Augusto & Ferrer, Juan Carlos & Muñoz, Juan Carlos & Vera, Jorge, 2016. "Multiskilling with closed chains in a service industry: A robust optimization approach," International Journal of Production Economics, Elsevier, vol. 179(C), pages 166-178.

    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:219:y:2014:i:1:p:457-475:10.1007/s10479-011-1002-4. 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.