A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm

Mahdi Bashiri; Erfaneh Nikzad; Andrew Eberhard; John Hearne; Fabricio Oliveira

doi:10.1016/j.omega.2021.102480

A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm  

Mahdi Bashiri, Erfaneh Nikzad, Andrew Eberhard, John Hearne, Fabricio Oliveira

School of Strategy and Leadership

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

119 Downloads (Pure)

Abstract

In this paper, a two-stage stochastic programming model is developed for the asset protection routing problem (APRP) to be employed in anticipation of an escaped wildfire. In this model, strategic and tactical decisions are considered in a two-stage setting. The locations of protection depots are determined, taking into account the routing decisions under different possible scenarios. To solve the proposed model, the Frank-Wolfe Progressive Hedging decomposition approach is employed. A realistic case study set in south Hobart, Tasmania, is considered. In this study, the scenarios for uncertain parameters are generated based on real data, considering different sources of uncertainties such as wind direction and speed and total monthly rainfall. Computational experiments have been conducted to demonstrate the solution algorithm’s efficiency in solving the asset protection routing problem with a two-stage stochastic framework. The numerical results suggest that more assets with higher values can be protected by considering the proposed two-stage stochastic programming model. The value of the approach is particularly significant where resources are limited, and uncertainty levels are high. Moreover, the model and solution procedure can be applied to other disaster situations in which protection activities occur.

Original language	English
Article number	102480
Journal	Omega
Volume	104
Early online date	5 May 2021
DOIs	https://doi.org/10.1016/j.omega.2021.102480
Publication status	Published - Oct 2021

Bibliographical note

© 2021, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/

Copyright © and Moral Rights are retained by the author(s) and/ or other copyright owners. A copy can be downloaded for personal non-commercial research or study, without prior permission or charge. This item cannot be reproduced or quoted extensively from without first obtaining permission in writing from the copyright holder(s). The content must not be changed in any way or sold commercially in any format or medium without the formal permission of the copyright holders.

Keywords

Asset protection
Location routing problem
Stochastic programming
Frank-Wolfe Progressive Hedging method
Wildfires
Frank–Wolfe Progressive Hedging method

ASJC Scopus subject areas

Information Systems and Management
Strategy and Management
Management Science and Operations Research

Access to Document

10.1016/j.omega.2021.102480

Post-PrintAccepted author manuscript, 670 KBLicence: CC BY-NC-ND

Cite this

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title = "A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm  ",

abstract = "In this paper, a two-stage stochastic programming model is developed for the asset protection routing problem (APRP) to be employed in anticipation of an escaped wildfire. In this model, strategic and tactical decisions are considered in a two-stage setting. The locations of protection depots are determined, taking into account the routing decisions under different possible scenarios. To solve the proposed model, the Frank-Wolfe Progressive Hedging decomposition approach is employed. A realistic case study set in south Hobart, Tasmania, is considered. In this study, the scenarios for uncertain parameters are generated based on real data, considering different sources of uncertainties such as wind direction and speed and total monthly rainfall. Computational experiments have been conducted to demonstrate the solution algorithm{\textquoteright}s efficiency in solving the asset protection routing problem with a two-stage stochastic framework. The numerical results suggest that more assets with higher values can be protected by considering the proposed two-stage stochastic programming model. The value of the approach is particularly significant where resources are limited, and uncertainty levels are high. Moreover, the model and solution procedure can be applied to other disaster situations in which protection activities occur.",

keywords = "Asset protection, Location routing problem, Stochastic programming, Frank-Wolfe Progressive Hedging method, Wildfires, Frank–Wolfe Progressive Hedging method",

author = "Mahdi Bashiri and Erfaneh Nikzad and Andrew Eberhard and John Hearne and Fabricio Oliveira",

note = "{\textcopyright} 2021, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/ Copyright {\textcopyright} and Moral Rights are retained by the author(s) and/ or other copyright owners. A copy can be downloaded for personal non-commercial research or study, without prior permission or charge. This item cannot be reproduced or quoted extensively from without first obtaining permission in writing from the copyright holder(s). The content must not be changed in any way or sold commercially in any format or medium without the formal permission of the copyright holders. ",

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AU - Oliveira, Fabricio

N1 - © 2021, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/ Copyright © and Moral Rights are retained by the author(s) and/ or other copyright owners. A copy can be downloaded for personal non-commercial research or study, without prior permission or charge. This item cannot be reproduced or quoted extensively from without first obtaining permission in writing from the copyright holder(s). The content must not be changed in any way or sold commercially in any format or medium without the formal permission of the copyright holders.

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N2 - In this paper, a two-stage stochastic programming model is developed for the asset protection routing problem (APRP) to be employed in anticipation of an escaped wildfire. In this model, strategic and tactical decisions are considered in a two-stage setting. The locations of protection depots are determined, taking into account the routing decisions under different possible scenarios. To solve the proposed model, the Frank-Wolfe Progressive Hedging decomposition approach is employed. A realistic case study set in south Hobart, Tasmania, is considered. In this study, the scenarios for uncertain parameters are generated based on real data, considering different sources of uncertainties such as wind direction and speed and total monthly rainfall. Computational experiments have been conducted to demonstrate the solution algorithm’s efficiency in solving the asset protection routing problem with a two-stage stochastic framework. The numerical results suggest that more assets with higher values can be protected by considering the proposed two-stage stochastic programming model. The value of the approach is particularly significant where resources are limited, and uncertainty levels are high. Moreover, the model and solution procedure can be applied to other disaster situations in which protection activities occur.

AB - In this paper, a two-stage stochastic programming model is developed for the asset protection routing problem (APRP) to be employed in anticipation of an escaped wildfire. In this model, strategic and tactical decisions are considered in a two-stage setting. The locations of protection depots are determined, taking into account the routing decisions under different possible scenarios. To solve the proposed model, the Frank-Wolfe Progressive Hedging decomposition approach is employed. A realistic case study set in south Hobart, Tasmania, is considered. In this study, the scenarios for uncertain parameters are generated based on real data, considering different sources of uncertainties such as wind direction and speed and total monthly rainfall. Computational experiments have been conducted to demonstrate the solution algorithm’s efficiency in solving the asset protection routing problem with a two-stage stochastic framework. The numerical results suggest that more assets with higher values can be protected by considering the proposed two-stage stochastic programming model. The value of the approach is particularly significant where resources are limited, and uncertainty levels are high. Moreover, the model and solution procedure can be applied to other disaster situations in which protection activities occur.

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A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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