The Red–Blue transportation problem

This paper considers the Red–Blue Transportation Problem (Red–Blue TP), a generalization of the transportation problem where supply nodes are partitioned into two sets and so-called exclusionary constraints are imposed. We encountered a special case of this problem in a hospital context, where patients need to be assigned to rooms. We establish the problem’s complexity, and we compare two integer programming formulations. Furthermore, a maximization variant of Red–Blue TP is presented, for which we propose a constant-factor approximation algorithm. We conclude with a computational study on the performance of the integer programming formulations and the approximation algorithms, by varying the problem size, the partitioning of the supply nodes, and the density of the problem.     

Heuristics for Distribution Network Design in Telecommunication

A distribution network problem arises in a lower level of an hierarchical modeling approach for telecommunication network planning. This paper describes a model and proposes a lagrangian heuristic for designing a distribution network. Our model is a complex extension of a capacitated single commodity network design problem. We are given a network containing a set of sources with maximum available supply, a set of sinks with required demands, and a set of transshipment points. We need to install adequate capacities on the arcs to route the required flow to each sink, that may be an intermediate or a terminal node of an arborescence. Capacity can only be installed in discrete levels, i.e., cables are available only in certain standard capacities. Economies of scale induce the use of a unique higher capacity cable instead of an equivalent set of lower capacity cables to cover the flow requirements of any link. A path from a source to a terminal node requires a lower flow in the measure that we are closer to the terminal node, since many nodes in the path may be intermediate sinks. On the other hand, the reduction of cable capacity levels across any path is inhibited by splicing costs. The objective is to minimize the total cost of the network, given by the sum of the arc capacity (cables) costs plus the splicing costs along the nodes. In addition to the limited supply and the node demand requirements, the model incorporates constraints on the number of cables installed on each edge and the maximum number of splices at each node. The model is a NP-hard combinatorial optimization problem because it is an extension of the Steiner problem in graphs. Moreover, the discrete levels of cable capacity and the need to consider splicing costs increase the complexity of the problem. We include some computational results of the lagrangian heuristics that works well in the practice of computer aided distribution network design.     

Lifting,superadditivity, mixed integer rounding and single node flow sets revisited

In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer rounding with lifting for the development of strong valid inequalities for knapsack and single node flow sets. Our hope is that the latter can be used in practice to generate cutting planes for mixed integer programs. The survey contains essentially two parts. In the first we present lifting in a very general way, emphasizing superadditive lifting which allows one to lift simultaneously different sets of variables. In the second, our procedure for generating strong valid inequalities consists of reduction to a knapsack set with a single continuous variable, construction of a mixed integer rounding inequality, and superadditive lifting. It is applied to several generalizations of the 0–1 single node flow set. This paper appeared in 4OR, 1, 173–208 (2003). The first author is supported by the FNRS as a chercheur qualifié. This paper presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister’s Office, Science Policy Programming. The scientific responsibility is assumed by the authors.     

随机需求的车辆路线问题的新模型

本主要研究随机需求的VRP问题,其中服务需求量满足二项式分布,根据期望值的大小我们提出了在一条路线上理想最大服务点数的新概念,并在此基础上建立了三种VRP问题的新模型,由于允许服务失败两次和部分服务使得模糊能适应多种实际问题,以模拟退火思想为基础的两阶段方法经修正后用于解新模型并取得较好的数值结果,理论分析和数值结果表明,新模型较好地描述随机需求的VRP问题,并且容易求解。     

Contribution of copositive formulations to the graph partitioning problem

This article provides analysis of several copositive formulations of the graph partitioning problem and semidefinite relaxations based on them. We prove that the copositive formulations based on results from Burer [S. Burer, On the copositive representation of binary and continuous nonconvex quadratic programs. Math. Program. 120 (Ser. A) (2009), pp. 479–495] and the author of the paper [J. Povh, Semidefinite approximations for quadratic programs over orthogonal matrices. J. Global Optim. 48 (2010), pp. 447–463] are equivalent and that they both imply semidefinite relaxations which are stronger than the Donath–Hoffman eigenvalue lower bound [W.E. Donath and A.J. Hoffman, Lower bounds for the partitioning of graphs. IBM J. Res. Develop. 17 (1973), pp. 420–425] and the projected semidefinite lower bound from Wolkowicz and Zhao [H. Wolkowicz and Q. Zhao, Semidefinite programming relaxations for the graph partitioning problem. Discrete Appl. Math. 96–97 (1999), pp. 461–479].     

Robust environmental closed-loop supply chain design under uncertainty

With the fast developments in product remanufacturing to improve economic and environmental performance, an environmental closed-loop supply (ECLSC) chain is important for enterprises' competitiveness. In this paper, a robust ECLSC network is investigated which includes multiple plants, collection centers, demand zones, and products, and consists of both forward and reverse supply chains. First, a robust multi-objective mixed integer nonlinear programming model is proposed to deal with ECLSC considering two conflicting objectives simultaneously, as well as the uncertain nature of the supply chain. Cost parameters of the supply chain and demand fluctuations are subject to uncertainty. The first objective function aims to minimize the economical cost and the second objective function is to minimize the environmental influence. Then, the proposed model is solved as a single-objective mixed integer programming model applying the LP-metrics method. Finally, numerical example has been presented to test the model. The results indicate that the proposed model is applicable in practice.     

A strongly polynomial algorithm for the transportation problem

For the (linear) transportation problem withm supply nodes,n demand nodes andk feasible arcs we describe an algorithm which runs in time proportional tom logm(k + n logn) (assuming w.l.o.g.mn). The algorithm uses excess scaling. The complexity bound is a slight improvement over the bound achieved by an application of a min-cost-flow algorithm of Orlin to the transportation problem.Corresponding author. Research supported in part by grant no. I-84-095.06/88 of the German—Israeli-Foundation for Scientific Research and Development.     

The convex hull of two core capacitated network design problems

The network loading problem (NLP) is a specialized capacitated network design problem in which prescribed point-to-point demand between various pairs of nodes of a network must be met by installing (loading) a capacitated facility. We can load any number of units of the facility on each of the arcs at a specified arc dependent cost. The problem is to determine the number of facilities to be loaded on the arcs that will satisfy the given demand at minimum cost.This paper studies two core subproblems of the NLP. The first problem, motivated by a Lagrangian relaxation approach for solving the problem, considers a multiple commodity, single arc capacitated network design problem. The second problem is a three node network; this specialized network arises in larger networks if we aggregate nodes. In both cases, we develop families of facets and completely characterize the convex hull of feasible solutions to the integer programming formulation of the problems. These results in turn strengthen the formulation of the NLP.Research of this author was supported in part by a Faculty Grant from the Katz Graduate School of Business, University of Pittsburgh.     

Valid inequalities for MIPs and group polyhedra from approximate liftings

In this paper, we present an approximate lifting scheme to derive valid inequalities for general mixed integer programs and for the group problem. This scheme uses superadditive functions as the building block of integer and continuous lifting procedures. It yields a simple derivation of new and known families of cuts that correspond to extreme inequalities for group problems. This new approximate lifting approach is constructive and potentially efficient in computation. J.-P. P. Richard was supported by NSF grant DMI-348611.     

Fair transfer price and inventory holding policies in two-enterprise supply chains

A key issue in supply chain optimisation involving multiple enterprises is the determination of policies that optimise the performance of the supply chain as a whole while ensuring adequate rewards for each participant.In this paper, we present a mathematical programming formulation for fair, optimised profit distribution between echelons in a general multi-enterprise supply chain. The proposed formulation is based on an approach applying the Nash bargaining solution for finding optimal multi-partner profit levels subject to given minimum echelon profit requirements.The overall problem is first formulated as a mixed integer non-linear programming (MINLP) model. A spatial and binary variable branch-and-bound algorithm is then applied to the above problem based on exact and approximate linearisations of the bilinear terms involved in the model, while at each node of the search tree, a mixed integer linear programming (MILP) problem is solved. The solution comprises inter-firm transfer prices, production and inventory levels, flows of products between echelons, and sales profiles.The applicability of the proposed approach is demonstrated by a number of illustrative examples based on industrial processes.     

The bottleneck transportation problem with auxiliary resources

In this paper, we introduce a new extension of the bottleneck transportation problem where additionally auxiliary resources are needed to support the transports. A single commodity has to be sent from supply to demand nodes such that the total demand is satisfied and the time at which all units of the commodity have arrived at the demand nodes is minimized. We show that already the problem with a single demand node and a single auxiliary resource is NP-hard and consider some polynomially solvable special cases.     

Lifting two-integer knapsack inequalities

In this paper we discuss the derivation of strong valid inequalities for (mixed) integer knapsack sets based on lifting of valid inequalities for basic knapsack sets with two integer variables (and one continuous variable). The basic polyhedra can be described in polynomial time. We use superadditive valid lifting functions in order to obtain sequence independent lifting. Most of these superadditive functions and valid inequalities are not obtained in polynomial time.     

面向供应恢复时效性的弹性分销网络研究

关于供应链的弹性,供应能力恢复时效性的重要程度丝毫不亚于供应能力的恢复程度。本文研究了面向供应恢复时效性的弹性分销网络设计问题。考虑一个三级分销网络,其中各分销中心互为各自的备用分销中心。当一个分销中心因发生失效事件而不能接受制造商的供货时,制造商通过其他分销中心向失效的分销中心供货。分销中心需要保持一定量的应急库存以满足在应急供应到达之前的顾客需求。针对该问题建立了混合整数规划模型。该模型包含的大M约束使得直接使用优化软件求解需要很长的计算时间,并对计算平台的硬件配置有较高要求。为了更高效地求解该模型,提出了改进的MILP分解算法。通过对比实验,证明了所提算法的效率和有效性。进行了模型的敏感性分析,研究了各项参数对分销网络结构和成本的影响。     

A Fast Algorithm For Finding A Maximum Free Multiflow In An Inner Eulerian Network And Some Generalizations

be a network, where is an undirected graph with nodes and edges, is a set of specified nodes of , called terminals, and each edge of has a nonnegative integer capacity . If the total capacity of edges with one end at is even for every non-terminal node , then is called inner Eulerian. A free multiflow is a collection of flows between arbitrary pairs of terminals such that the total flow through each edge does not exceed its capacity. In this paper we first generalize a method in Karzanov [11] to find a maximum integer free multiflow in an inner Eulerian network, in time, where is the complexity of finding a maximum flow between two terminals. Next we extend our algorithm to solve the so-called laminar locking problem on multiflows, also in time. We then consider analogs of the above problems in inner balanced directed networks, which means that for each non-terminal node , the sums of capacities of arcs entering and leaving are the same. We show that for such a network a maximum integer free multiflow can be constructed in time, and then extend this result to the corresponding locking problem. Received: March 24, 1997     

Goodwill,inventory penalty,and adaptive supply chain management

Information visibility is generally useful for decision makers distributed across supply chains. Availability of information on inventory levels, price, lead times, demand, etc. can help reduce uncertainties as well as alleviate problems associated with bullwhip effect. A majority of extant literature in this area assume a static supply chain network configuration. While this was sufficient a few decades ago, advances in e-commerce and the ease with which order processing can be performed over the Internet necessitates appropriate dynamic (re)configuration of supply chains over time. Each node in the supply chain is modeled as an actor who makes independent decisions based on information gathered from the next level upstream. A knowledge-based framework is used for dynamic supply chain configuration and to consider the effects of inventory constraints and ‘goodwill,’ as well as their effects on the performance dynamics of supply chains. Preliminary results indicate that neither static nor dynamic configurations are consistently dominant. Scenarios where static configurations perform better than the modeled system are identified.     

Modeling fuzzy capacitated p-hub center problem and a genetic algorithm solution

Hub and spoke networks are used to switch and transfer commodities between terminal nodes in distribution systems at minimum cost and/or time. The p-hub center allocation problem is to minimize maximum travel time in networks by locating p hubs from a set of candidate hub locations and allocating demand and supply nodes to hubs. The capacities of the hubs are given. In previous studies, authors usually considered only quantitative parameters such as cost and time to find the optimum location. But it seems not to be sufficient and often the critical role of qualitative parameters like quality of service, zone traffic, environmental issues, capability for development in the future and etc. that are critical for decision makers (DMs), have not been incorporated into models. In many real world situations qualitative parameters are as much important as quantitative ones. We present a hybrid approach to the p-hub center problem in which the location of hub facilities is determined by both parameters simultaneously. Dealing with qualitative and uncertain data, Fuzzy systems are used to cope with these conditions and they are used as the basis of this work. We use fuzzy VIKOR to model a hybrid solution to the hub location problem. Results are used by a genetic algorithm solution to successfully solve a number of problem instances. Furthermore, this method can be used to take into account more desired quantitative variables other than cost and time, like future market and potential customers easily.     

A recursive procedure to generate all cuts for 0–1 mixed integer programs

We study several ways of obtaining valid inequalities for mixed integer programs. We show how inequalities obtained from a disjunctive argument can be represented by superadditive functions and we show how the superadditive inequalities relate to Gomory's mixed integer cuts. We also show how all valid inequalities for mixed 0–1 programs can be generated recursively from a simple subclass of the disjunctive inequalities.The research of this author was supported by NSF Contract No. ECS-8540898.     

Bullwhip effect in a supply chain model with multiple delivery delays

We develop a model of differential equations for a supply chain with delivery time delays between every adjacent firms. Based on the supply chain model, we provide a new perspective of the bullwhip effect and show that the bullwhip effect is intrinsic in supply chains in the sense that the equilibrium state of each firm in the supply chain is a cumulative forward product of the ratios of order fulfillment and placement between adjacent firms toward the end customer demand. We also show that it is the multiple time delays instead of the constant end consumer demand that determine the stability of the equilibrium states. However, the consumer demand has impacts on the stability of the equilibrium states of the supply chain when the end retailer’s inventory decisions are linearly related to the end consumer demand.     

Network flow problems with pricing decisions

This paper considers a class of network flow problems in which the demand levels of the nodes are determined through pricing decisions representing the revenue received per unit demand at the nodes. We must simultaneously determine the pricing decisions and the network flow decisions in order to maximize profits, i.e., the revenues received from the pricing decisions minus the cost of the network flow decisions. Specializations of this class of problems have numerous applications in supply chain management. We show that the class of problems with a single pricing decision throughout the network can be solved in polynomial time under both continuous pricing restrictions and integer pricing restrictions. For the class of problems with customer-specific pricing decisions, we provide conditions under which the problem can be solved in polynomial-time for continuous pricing restrictions and prove that the problem is NP-hard for integer pricing restrictions.     

Design and planning of supply chains with integration of reverse logistics activities under demand uncertainty

In this paper, a mixed integer linear programming (MILP) formulation is developed for the design and planning of supply chains with reverse flows while considering simultaneously production, distribution and reverse logistics activities. It is also considered products’ demand uncertainty using a scenario tree approach. As main goal the model defines the maximization of the expected net present value and the results provide details on sizing and location of plants, warehouses and retailers, definition of processes to install, establishment of forward and reverse flows and inventory levels to attain. The model is applied to a representative European supply chain case study and its applicability is demonstrated.