IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v220y2012i2p394-403.html
   My bibliography  Save this article

Single-commodity network design with random edge capacities

Author

Listed:
  • Thapalia, Biju K.
  • Crainic, Teodor Gabriel
  • Kaut, Michal
  • Wallace, Stein W.

Abstract

This paper examines the single-commodity network design problem with stochastic edge capacities. We characterize the structures of the optimal designs and compare with the deterministic counterparts. We do this partly to understand what constitutes robust network designs, but also to construct a heuristic for the stochastic problem, leading to optimality gaps of about 10%. In our view, that is a rather good result for problems that otherwise cannot be solved at all.

Suggested Citation

  • Thapalia, Biju K. & Crainic, Teodor Gabriel & Kaut, Michal & Wallace, Stein W., 2012. "Single-commodity network design with random edge capacities," European Journal of Operational Research, Elsevier, vol. 220(2), pages 394-403.
    • Handle: RePEc:eee:ejores:v:220:y:2012:i:2:p:394-403
    DOI: 10.1016/j.ejor.2012.01.026
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S037722171200046X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ejor.2012.01.026?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. Julia L. Higle & Stein W. Wallace, 2003. "Sensitivity Analysis and Uncertainty in Linear Programming," Interfaces, INFORMS, vol. 33(4), pages 53-60, August.
    2. Anantaram Balakrishnan & Thomas L. Magnanti & Prakash Mirchandani, 1998. "Designing Hierarchical Survivable Networks," Operations Research, INFORMS, vol. 46(1), pages 116-136, February.
    3. De Wolf, D. & Smeers, Y., 1996. "Optimal dimensioning of pipe networks with application to gas transmission networks," LIDAM Reprints CORE 1249, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Raymond K. Cheung & Warren B. Powell, 1996. "An Algorithm for Multistage Dynamic Networks with Random Arc Capacities, with an Application to Dynamic Fleet Management," Operations Research, INFORMS, vol. 44(6), pages 951-963, December.
    5. Jack Brimberg & Pierre Hansen & Keh-Wei Lin & Nenad Mladenović & MichÈle Breton, 2003. "An Oil Pipeline Design Problem," Operations Research, INFORMS, vol. 51(2), pages 228-239, April.
    6. Chen, Anthony & Yang, Hai & Lo, Hong K. & Tang, Wilson H., 2002. "Capacity reliability of a road network: an assessment methodology and numerical results," Transportation Research Part B: Methodological, Elsevier, vol. 36(3), pages 225-252, March.
    7. Stein W. Wallace, 2000. "Decision Making Under Uncertainty: Is Sensitivity Analysis of Any Use?," Operations Research, INFORMS, vol. 48(1), pages 20-25, February.
    8. Kjetil T. Midthun & Mette Bjorndal & Asgeir Tomasgard, 2009. "Modeling Optimal Economic Dispatch and System Effects in Natural Gas Networks," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 155-180.
    9. Biju Thapalia & Stein Wallace & Michal Kaut & Teodor Crainic, 2012. "Single source single-commodity stochastic network design," Computational Management Science, Springer, vol. 9(1), pages 139-160, February.
    10. Daniel de Wolf & Yves Smeers, 1996. "Optimal Dimensioning of Pipe Networks with Application to Gas Transmission Networks," Operations Research, INFORMS, vol. 44(4), pages 596-608, August.
    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. Michal Kaut & Kjetil Midthun & Adrian Werner & Asgeir Tomasgard & Lars Hellemo & Marte Fodstad, 2014. "Multi-horizon stochastic programming," Computational Management Science, Springer, vol. 11(1), pages 179-193, January.
    2. Vaagen, Hajnalka & Kaut, Michal & Wallace, Stein W., 2017. "The impact of design uncertainty in engineer-to-order project planning," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1098-1109.
    3. Kathryn M. Schumacher & Richard Li‐Yang Chen & Amy E.M. Cohn & Jeremy Castaing, 2016. "Algorithm to solve a chance‐constrained network capacity design problem with stochastic demands and finite support," Naval Research Logistics (NRL), John Wiley & Sons, vol. 63(3), pages 236-246, April.

    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. Massol, Olivier & Tchung-Ming, Stéphane & Banal-Estañol, Albert, 2015. "Joining the CCS club! The economics of CO2 pipeline projects," European Journal of Operational Research, Elsevier, vol. 247(1), pages 259-275.
    2. Jean André & Stéphane Auray & Daniel de Wolf & Mohamed-Mahmoud Memmah & Antoine Simonnet, 2014. "Time development of new hydrogen transmission pipeline networks for France," Post-Print halshs-02396799, HAL.
    3. André, Jean & Auray, Stéphane & Brac, Jean & De Wolf, Daniel & Maisonnier, Guy & Ould-Sidi, Mohamed-Mahmoud & Simonnet, Antoine, 2013. "Design and dimensioning of hydrogen transmission pipeline networks," European Journal of Operational Research, Elsevier, vol. 229(1), pages 239-251.
    4. Christopher Yeates & Cornelia Schmidt-Hattenberger & Wolfgang Weinzierl & David Bruhn, 2021. "Heuristic Methods for Minimum-Cost Pipeline Network Design – a Node Valency Transfer Metaheuristic," Networks and Spatial Economics, Springer, vol. 21(4), pages 839-871, December.
    5. Daniel de Wolf, 2017. "Mathematical Properties of Formulations of the Gas Transmission Problem," Post-Print halshs-02396747, HAL.
    6. Mengying Xue & Tianhu Deng & Zuo‐Jun Max Shen, 2019. "Optimizing natural gas pipeline transmission with nonuniform elevation: A new initialization approach," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(7), pages 547-564, October.
    7. repec:cty:dpaper:1464 is not listed on IDEAS
    8. Dieckhoener, Caroline, 2010. "Simulating security of supply effects of the Nabucco and South Stream projects for the European natural gas market," EWI Working Papers 2010-7, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), revised 21 Jan 2012.
    9. Daniel de Wolf & Yves Smeers, 2021. "Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients," Post-Print halshs-02396708, HAL.
    10. Frédéric Babonneau & Yurii Nesterov & Jean-Philippe Vial, 2012. "Design and Operations of Gas Transmission Networks," Operations Research, INFORMS, vol. 60(1), pages 34-47, February.
    11. Xin Wang & Teodor Gabriel Crainic & Stein W. Wallace, 2019. "Stochastic Network Design for Planning Scheduled Transportation Services: The Value of Deterministic Solutions," INFORMS Journal on Computing, INFORMS, vol. 31(1), pages 153-170, February.
    12. Zhou, Jun & Zhao, Yunxiang & Fu, Tiantian & Zhou, Xuan & Liang, Guangchuan, 2022. "Dimension optimization for underground natural gas storage pipeline network coupling injection and production conditions," Energy, Elsevier, vol. 256(C).
    13. Olivier Massol, 2011. "A Cost Function for the Natural Gas Transmission Industry: Further Considerations," The Engineering Economist, Taylor & Francis Journals, vol. 56(2), pages 95-122.
    14. E. Borgonovo & L. Peccati, 2011. "Managerial insights from service industry models: a new scenario decomposition method," Annals of Operations Research, Springer, vol. 185(1), pages 161-179, May.
    15. Demierre, Jonathan & Bazilian, Morgan & Carbajal, Jonathan & Sherpa, Shaky & Modi, Vijay, 2015. "Potential for regional use of East Africa’s natural gas," Applied Energy, Elsevier, vol. 143(C), pages 414-436.
    16. Arnt-Gunnar Lium & Teodor Gabriel Crainic & Stein W. Wallace, 2009. "A Study of Demand Stochasticity in Service Network Design," Transportation Science, INFORMS, vol. 43(2), pages 144-157, May.
    17. Jesco Humpola & Felipe Serrano, 2017. "Sufficient pruning conditions for MINLP in gas network design," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 239-261, March.
    18. De Wolf, Daniel & Smeers, Yves, 2021. "Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients," European Journal of Operational Research, Elsevier, vol. 291(2), pages 491-496.
    19. Andre, Jean & Bonnans, Frédéric & Cornibert, Laurent, 2009. "Optimization of capacity expansion planning for gas transportation networks," European Journal of Operational Research, Elsevier, vol. 197(3), pages 1019-1027, September.
    20. Curry, Stewart & Lee, Ilbin & Ma, Simin & Serban, Nicoleta, 2022. "Global sensitivity analysis via a statistical tolerance approach," European Journal of Operational Research, Elsevier, vol. 296(1), pages 44-59.
    21. Patriksson, Michael, 2008. "On the applicability and solution of bilevel optimization models in transportation science: A study on the existence, stability and computation of optimal solutions to stochastic mathematical programs," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 843-860, December.

    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:eee:ejores:v:220:y:2012:i:2:p:394-403. 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    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.