Stochastic optimization models in forest planning: a progressive hedging solution approach
We consider the important problem of medium term forest planning with an integrated approach considering both harvesting and road construction decisions in the presence of uncertainty modeled as a multi-stage problem. We give strengthening methods that enable the solution of problems with many more...
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| Published in | Annals of operations research Vol. 232; no. 1; pp. 259 - 274 |
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| Main Authors | , , , , |
| Format | Journal Article |
| Language | English |
| Published |
New York
Springer US
01.09.2015
Springer Springer Nature B.V |
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| Online Access | Get full text |
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| Abstract | We consider the important problem of medium term forest planning with an integrated approach considering both harvesting and road construction decisions in the presence of uncertainty modeled as a multi-stage problem. We give strengthening methods that enable the solution of problems with many more scenarios than previously reported in the literature. Furthermore, we demonstrate that a scenario-based decomposition method (Progressive Hedging) is competitive with direct solution of the extensive form, even on a serial computer. Computational results based on a real-world example are presented. |
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| AbstractList | We consider the important problem of medium term forest planning with an integrated approach considering both harvesting and road construction decisions in the presence of uncertainty modeled as a multi-stage problem. We give strengthening methods that enable the solution of problems with many more scenarios than previously reported in the literature. Furthermore, we demonstrate that a scenario-based decomposition method (Progressive Hedging) is competitive with direct solution of the extensive form, even on a serial computer. Computational results based on a real-world example are presented. Issue Title: Operations Research in Forestry We consider the important problem of medium term forest planning with an integrated approach considering both harvesting and road construction decisions in the presence of uncertainty modeled as a multi-stage problem. We give strengthening methods that enable the solution of problems with many more scenarios than previously reported in the literature. Furthermore, we demonstrate that a scenario-based decomposition method (Progressive Hedging) is competitive with direct solution of the extensive form, even on a serial computer. Computational results based on a real-world example are presented. |
| Audience | Academic |
| Author | Weintraub, Andres Wets, Roger J.-B. Woodruff, David L. Veliz, Fernando Badilla Watson, Jean-Paul |
| Author_xml | – sequence: 1 givenname: Fernando Badilla surname: Veliz fullname: Veliz, Fernando Badilla organization: Departmento de Ingenieria Industrial, Universidad de Chile – sequence: 2 givenname: Jean-Paul surname: Watson fullname: Watson, Jean-Paul organization: Discrete Math and Complex Systems Department – sequence: 3 givenname: Andres surname: Weintraub fullname: Weintraub, Andres organization: Departmento de Ingenieria Industrial, Universidad de Chile – sequence: 4 givenname: Roger J.-B. surname: Wets fullname: Wets, Roger J.-B. organization: Department of Mathematics, University of California Davis – sequence: 5 givenname: David L. surname: Woodruff fullname: Woodruff, David L. email: dlwoodruff@ucdavis.edu organization: Graduate School of Management, University of California Davis |
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| CitedBy_id | crossref_primary_10_1139_cjfr_2022_0193 crossref_primary_10_1139_cjfr_2015_0468 crossref_primary_10_1080_00207543_2023_2176179 crossref_primary_10_1139_cjfr_2017_0176 crossref_primary_10_1007_s10479_015_1907_4 crossref_primary_10_1021_acs_iecr_9b02620 crossref_primary_10_1080_01605682_2023_2247008 crossref_primary_10_3390_f11111230 crossref_primary_10_1007_s10898_022_01138_y crossref_primary_10_1109_TIA_2022_3159313 |
| Cites_doi | 10.1287/mnsc.22.12.1299 10.1007/s12532-012-0036-1 10.1016/S0377-2217(02)00628-8 10.1016/S0377-2217(97)00329-9 10.1287/opre.51.4.613.16107 10.1287/moor.16.1.119 10.1007/s11750-009-0083-6 10.1287/mnsc.1030.0164 10.1007/978-3-662-04331-8_29 10.1016/S0167-6377(98)00050-9 10.1287/opre.42.6.1010 10.1287/opre.1070.0472 10.1007/s10287-010-0125-4 10.1007/BF01719265 10.1287/opre.39.5.776 10.1287/opre.1040.0169 10.1139/x95-176 10.1093/forestscience/55.2.149 10.1093/forestscience/46.2.188 10.1007/978-3-642-46317-4_26 10.1093/forestscience/54.4.442 10.1093/forestscience/37.1.308 |
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| Keywords | Forest harvest planning Progressive hedging Forestry Stochastic programming |
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| References | Watson, Hart, Woodruff (CR23) 2012; 4 Alonso-Ayuso, Escudero, Ortuno (CR1) 2003; 151 CR18 Richards, Gunn (CR19) 2000; 46 Guglielmo, Sen (CR9) 2004; 50 Martell, Gunn, Weintraub (CR14) 1998; 104 Martell, Weintraub, Trond Bjorndal, Epstein, Miranda (CR15) 2007 Weintraub, Jones, Magendzo, Meacham, Kirby (CR27) 1994; 42 Murray, Church (CR17) 1995; 17 Watson, Woodruff (CR22) 2010; 8 CR12 CR10 McNaughton, Ryan (CR16) 2008; 4 Rockafellar, Wets (CR20) 1991; 16 Goycoolea, Murray, Vielma, Weintraub (CR8) 2009; 55 Constantino, Martins, Borges (CR4) 2008; 56 Hof, Pickens (CR11) 1991; 7 Römisch, Schultz, Grötschel, Krumke, Rambau (CR21) 2001 CR29 Kirby, Hager, Wong (CR13) 1986; 21 CR28 Caroe, Schultz (CR3) 1999; 24 CR24 Goycoolea, Murray, Barahona, Epstein, Weintraub (CR7) 2005; 53 Weintraub, Navon (CR25) 1976; 22 Frisk, Karlsson, Rönnqvist (CR6) 2006; 21 Escudero, Garin, Merino, Pérez (CR5) 2009; 17 Weintraub, Vera (CR26) 1991; 39 Andalaft, Andalaft, Guignard, Magendzo, Wainer, Weintraub (CR2) 2003; 51 AJ McNaughton (1608_CR16) 2008; 4 1608_CR18 AT Murray (1608_CR17) 1995; 17 JP Watson (1608_CR22) 2010; 8 1608_CR10 A Alonso-Ayuso (1608_CR1) 2003; 151 M Frisk (1608_CR6) 2006; 21 1608_CR12 N Andalaft (1608_CR2) 2003; 51 J Hof (1608_CR11) 1991; 7 MW Kirby (1608_CR13) 1986; 21 W Richards (1608_CR19) 2000; 46 A Weintraub (1608_CR26) 1991; 39 M Goycoolea (1608_CR7) 2005; 53 M Constantino (1608_CR4) 2008; 56 L Guglielmo (1608_CR9) 2004; 50 RT Rockafellar (1608_CR20) 1991; 16 1608_CR29 1608_CR28 JP Watson (1608_CR23) 2012; 4 1608_CR24 LF Escudero (1608_CR5) 2009; 17 A Römisch (1608_CR21) 2001 A Weintraub (1608_CR25) 1976; 22 A Weintraub (1608_CR27) 1994; 42 CC Caroe (1608_CR3) 1999; 24 D Martell (1608_CR15) 2007 M Goycoolea (1608_CR8) 2009; 55 D Martell (1608_CR14) 1998; 104 |
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| SubjectTerms | Analysis Business and Management Combinatorics Computer simulation Decision making Forest management Forestry Forests Harvest Hedging Highway construction Integer programming Integrated approach Learning models (Stochastic processes) Mathematical models Mathematical optimization Mathematical programming Methods Operations research Operations Research/Decision Theory Optimization Road construction Roads & highways Serials Solution strengthening Studies Theory of Computation Timber Trees |
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| Title | Stochastic optimization models in forest planning: a progressive hedging solution approach |
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