A Systematic Review on Integer Multi-objective Adjustable Robust Counterpart Optimization Model Using Benders Decomposition
DOI:
https://doi.org/10.31764/jtam.v6i3.8578Keywords:
Adjustable Robust Counterpart, Integer Optimization Model, Polyhedral Uncertainty Set, Benders Decomposition.Abstract
Multi-objective integer optimization model that contain uncertain parameter can be handled using the Adjustable Robust Counterpart (ARC) methodology with Polyhedral Uncertainty Set. The ARC method has two stages of completion, so completing the second stage can be assisted by the Benders Decomposition. This paper discusses the systematic review on this topic using the Preferred Reporting Items for Systematic Reviews and Meta-Analysis (PRISMA). PRISMA presents a database mining algorithm for previous articles and related topics sourced from Scopus, Science Direct, Dimensions, and Google Scholar. Four stages of the algorithm are used, namely Identification, Screening, Eligibility, and Included. In the Eligibility stage, 16 articles obtained and called Dataset 1, used for bibliometric mapping and evolutionary analysis. Moreover, in the Included stage, six final databases obtained and called Dataset 2, which was used to analyze research gaps and novelty. The analysis was carried out on two datasets, assisted by the output visualisation using RStudio software with the " bibliometrix" package, then we use the command 'biblioshiny()' to create a link to the “shiny web interfaceâ€. At the final stage of the article using six articles analysis, it is concluded that there is no research on the ARC multi-objective integer optimization model with Polyhedral Uncertainty Sets using the Benders Decomposition Method, which focuses on discussing the general model and its mathematical analysis. Moreover, this research topic is open and becomes the primary references for further research in connection.
Â
Â
References
Abelha, M., Fernandes, S., Mesquita, D., Seabra, F., & Ferreira-Oliveira, A. T. (2020). Graduate employability and competence development in higher education-A systematic literature review using PRISMA. Sustainability (Switzerland), 12(15), 5900. https://doi.org/10.3390/SU12155900.
Agustini, R. A., Chaerani, D., & Hertini, E. (2020). Adjustable robust counterpart optimization model for maximum flow problems with box uncertainty. World Scientific News, 141(2020), 91-102, https://doi.org/10.1088/1742-6596/1722/1/012074.
Ben-Tal, A., Goryashko, A., Guslitzer, E., & Nemirovski, A. (2004). Adjustable robust solutions of uncertain linear programs. Mathematical Programming, 99(2), 351–376, https://doi.org/10.1007/s10107-003-0454-y.
Bertsimas, D., Litvinov, E., Sun, X. A., Zhao, J., & Zheng, T. (2013). Adaptive robust optimization for the security constrained unit commitment problem. IEEE Transactions on Power Systems, 28(1), 52–63, https://doi.org/10.1109/TPWRS.2012.2205021.
Billionnet, A., Costa, M. C., & Poirion, P. L. (2014). 2-stage robust MILP with continuous recourse variables. Discrete Applied Mathematics, 170, 21–32, https://doi.org/10.1016/j.dam.2014.01.017.
Chaerani, D., Rusyaman, E., Mahrudinda, Marcia, A., & Fridayana, A. (2021). Adjustable robust counterpart optimization model for internet shopping online problem. Journal of Physics: Conference Series, 1722(1), 012074, https://doi.org/10.1088/1742-6596/1722/1/012074.
Chaerani, Diah, Irmansyah, A. Z., Perdana, T., & Gusriani, N. (2022). Contribution of robust optimization on handling agricultural processed products supply chain problem during covid-19 pandemic. Uncertain Supply Chain Management, 10(1), 239–254, https://doi.org/10.5267/j.uscm.2021.9.004.
Gamboa, C. A., Valladão, D. M., Street, A., & Homem-de-Mello, T. (2021). Decomposition methods for Wasserstein-based data-driven distributionally robust problems. Operations Research Letters, 49(5), 696–702, https://doi.org/10.1016/j.orl.2021.07.007.
Goberna, M. A., Jeyakumar, V., Li, G., & Vicente-Pérez, J. (2022). The radius of robust feasibility of uncertain mathematical programs: A Survey and recent developments. European Journal of Operational Research, 296(3), 749–763, https://doi.org/10.1016/j.ejor.2021.04.035.
Gorissen, B. L., Yanıkoğlu, İ., & den Hertog, D. (2015). A practical guide to robust optimization. Omega, 53, 124–137, https://doi.org/10.48550/arXiv.1501.02634.
Hashemi Doulabi, H., Jaillet, P., Pesant, G., & Rousseau, L.-M. (2021). Exploiting the Structure of Two-Stage Robust Optimization Models with Exponential Scenarios. INFORMS Journal on Computing, 33(1), 143–162, https://doi.org/10.1287/ijoc.2019.0928.
Ji, H., Wang, C., Li, P., Ding, F., & Wu, J. (2019). Robust Operation of Soft Open Points in Active Distribution Networks With High Penetration of Photovoltaic Integration. IEEE Transactions on Sustainable Energy, 10(1), 280–289. https://doi.org/10.1109/TSTE.2018.2833545.
Karbowski, A. (2021). Generalized benders decomposition method to solve big mixed-integer nonlinear optimization problems with convex objective and constraints functions. Energies, 14(20), 6503, https://doi.org/10.3390/en14206503.
Kuznia, L., Zeng, B., Centeno, G., & Miao, Z. (2013). Stochastic optimization for power system configuration with renewable energy in remote areas. Annals of Operations Research, 210(1), 411–432, https://doi.org/10.1007/s10479-012-1110-9.
Lee, C., Lee, K., & Park, S. (2013). Benders decomposition approach for the robust network design problem with flow bifurcations. Networks, 62(1), 1–16, https://doi.org/10.1002/net.21486.
Mahrudinda, M., Chaerani, D., & Rusyaman, E. (2022). Systematic literature review on adjustable robust counterpart for internet shopping optimization problem. International Journal of Data and Network Science, 6(2), 581-596, http://m.growingscience.com/beta/ijds/5251-systematic-literature-review-on-adjustable-robust-counterpart-for-internet-shopping-optimization-problem.html.
Hoyyi, A., and Ispriyanti, D. (2015). Optimisasi Multiobjektif Untuk Pembentukan Portofolio Media Statistika, 8(1), 31-39, https://doi.org/10.14710/medstat.8.1.31-39.
Panic, N., Leoncini, E., De Belvis, G., Ricciardi, W., & Boccia, S. (2013). Evaluation of the endorsement of the preferred reporting items for systematic reviews and meta-analysis (PRISMA) statement on the quality of published systematic review and meta-analyses. PLoS ONE, 8(12): e83138, https://doi.org/10.1371/journal.pone.0083138.
Romeijnders, W., & Postek, K. (2021). Piecewise constant decision rules via branch-and-bound based scenario detection for integer adjustable robust optimization. INFORMS Journal on Computing, 33(1): 390-400, https://doi.org/10.1287/ijoc.2019.0934.
Utomo, D. S., Onggo, B. S., & Eldridge, S. (2018). Applications of agent-based modelling and simulation in the agri-food supply chains. European Journal of Operational Research, 269(3), 794–805, https://doi.org/10.1016/j.ejor.2017.10.041.
Xiong, P., & Jirutitijaroen, P. (2014). Two-stage adjustable robust optimisation for unit commitment under uncertainty. IET Generation, Transmission and Distribution, 8(3), 573–582, https://doi.org/10.1049/iet-gtd.2012.0660.
Yanıkoğlu, İ, Gorissen, B., & Hertog, D. (2017). Adjustable robust optimization—a survey and tutorial. EJOR, 277(3), 799-813, http://dx.doi.org/10.1016/j.ejor.2018.08.031.
Yanıkoğlu, İhsan, Gorissen, B. L., & den Hertog, D. (2019). A survey of adjustable robust optimization. European Journal of Operational Research, 277(3), 799–813, https://doi.org/10.1016/j.ejor.2018.08.031.
Yi, J., Lu, C., & Li, G. (2019). A literature review on latest developments of Harmony Search and its applications to intelligent manufacturing. Mathematical Biosciences and Engineering, 16(4), 2086–2117, https://doi.org/10.3934/mbe.2019102.
Zahrani Irmansyah, A., Chaerani, D., & Rusyaman, E. (2021). Optimization Model for Agricultural Processed Products Supply Chain Problem in Bandung During Covid-19 Period. Jurnal Teknik Industri, 23(2), 83-92, https://doi.org/10.9744/jti.24.2.
Zarrinpoor, N., Fallahnezhad, M. S., & Pishvaee, M. S. (2017). Design of a reliable hierarchical location-allocation model under disruptions for health service networks: A two-stage robust approach. Computers and Industrial Engineering, 109(November 2018), 130–150, https://doi.org/10.1016/j.cie.2017.04.036.
Downloads
Published
Issue
Section
License
Authors who publish articles in JTAM (Jurnal Teori dan Aplikasi Matematika) agree to the following terms:
- Authors retain copyright of the article and grant the journal right of first publication with the work simultaneously licensed under a CC-BY-SA or The Creative Commons Attribution–ShareAlike License.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).