Reactive Methods to Solve the Berth AllocationProblem with Stochastic Arrival and Handling Times

Similar documents
V.Abramov - FURTHER ANALYSIS OF CONFIDENCE INTERVALS FOR LARGE CLIENT/SERVER COMPUTER NETWORKS

UNIVERSITAT AUTÒNOMA DE BARCELONA MARCH 2017 EXAMINATION

Modeling and Solving of Multi-Product Inventory Lot-Sizing with Supplier Selection under Quantity Discounts

Dynamic Team Decision Theory. EECS 558 Project Shrutivandana Sharma and David Shuman December 10, 2005

Lecture 2 M/G/1 queues. M/G/1-queue

EEL 6266 Power System Operation and Control. Chapter 5 Unit Commitment

Robustness Experiments with Two Variance Components

Dual Approximate Dynamic Programming for Large Scale Hydro Valleys

The preemptive resource-constrained project scheduling problem subject to due dates and preemption penalties: An integer programming approach

Graduate Macroeconomics 2 Problem set 5. - Solutions

Solution in semi infinite diffusion couples (error function analysis)

Variants of Pegasos. December 11, 2009

The Dynamic Programming Models for Inventory Control System with Time-varying Demand

Computational results on new staff scheduling benchmark instances

Outline. Probabilistic Model Learning. Probabilistic Model Learning. Probabilistic Model for Time-series Data: Hidden Markov Model

APOC #232 Capacity Planning for Fault-Tolerant All-Optical Network

Single-loop System Reliability-Based Design & Topology Optimization (SRBDO/SRBTO): A Matrix-based System Reliability (MSR) Method

On One Analytic Method of. Constructing Program Controls

TSS = SST + SSE An orthogonal partition of the total SS

Multi-priority Online Scheduling with Cancellations

e-journal Reliability: Theory& Applications No 2 (Vol.2) Vyacheslav Abramov

An introduction to Support Vector Machine

CS286.2 Lecture 14: Quantum de Finetti Theorems II

A Tour of Modeling Techniques

CS 268: Packet Scheduling

Polymerization Technology Laboratory Course

Online Supplement for Dynamic Multi-Technology. Production-Inventory Problem with Emissions Trading

Way nding under Uncertainty in Continuous Time and Space by Dynamic Programming

Including the ordinary differential of distance with time as velocity makes a system of ordinary differential equations.

J i-1 i. J i i+1. Numerical integration of the diffusion equation (I) Finite difference method. Spatial Discretization. Internal nodes.

Planar truss bridge optimization by dynamic programming and linear programming

Introduction ( Week 1-2) Course introduction A brief introduction to molecular biology A brief introduction to sequence comparison Part I: Algorithms

(,,, ) (,,, ). In addition, there are three other consumers, -2, -1, and 0. Consumer -2 has the utility function

CHAPTER 10: LINEAR DISCRIMINATION

Clustering (Bishop ch 9)

DECOMPOSITION-COORDINATION METHOD FOR THE MANAGEMENT OF A CHAIN OF DAMS

John Geweke a and Gianni Amisano b a Departments of Economics and Statistics, University of Iowa, USA b European Central Bank, Frankfurt, Germany

ABSTRACT. KEYWORDS Hybrid, Genetic Algorithm, Shipping, Dispatching, Vehicle, Time Windows INTRODUCTION

A Dynamic Economic Dispatch Model Incorporating Wind Power Based on Chance Constrained Programming

A Systematic Framework for Dynamically Optimizing Multi-User Wireless Video Transmission

Partial Availability and RGBI Methods to Improve System Performance in Different Interval of Time: The Drill Facility System Case Study

January Examinations 2012

MANY real-world applications (e.g. production

Using Aggregation to Construct Periodic Policies for Routing Jobs to Parallel Servers with Deterministic Service Times

Comb Filters. Comb Filters

Appendix H: Rarefaction and extrapolation of Hill numbers for incidence data

OMXS30 Balance 20% Index Rules

FTCS Solution to the Heat Equation

Computing Relevance, Similarity: The Vector Space Model

Linear Response Theory: The connection between QFT and experiments

Simultaneous Optimization of Berth Allocation, Quay Crane Assignment and Quay Crane Scheduling Problems in Container Terminals

Solving the multi-period fixed cost transportation problem using LINGO solver

Lecture 18: The Laplace Transform (See Sections and 14.7 in Boas)

In the complete model, these slopes are ANALYSIS OF VARIANCE FOR THE COMPLETE TWO-WAY MODEL. (! i+1 -! i ) + [(!") i+1,q - [(!

ISSN MIT Publications

5th International Conference on Advanced Design and Manufacturing Engineering (ICADME 2015)

Machine Learning Linear Regression

Dynamic Power Management Based on Continuous-Time Markov Decision Processes*

[ ] 2. [ ]3 + (Δx i + Δx i 1 ) / 2. Δx i-1 Δx i Δx i+1. TPG4160 Reservoir Simulation 2018 Lecture note 3. page 1 of 5

Tools for Analysis of Accelerated Life and Degradation Test Data

Advanced Macroeconomics II: Exchange economy

Lecture VI Regression

Lecture 6: Learning for Control (Generalised Linear Regression)

Hidden Markov Models Following a lecture by Andrew W. Moore Carnegie Mellon University

The One-Dimensional Dynamic Dispatch Waves Problem

Exact Dynamic Programming for Decentralized POMDPs with Lossless Policy Compression

Tight results for Next Fit and Worst Fit with resource augmentation

Survival Analysis and Reliability. A Note on the Mean Residual Life Function of a Parallel System

FI 3103 Quantum Physics

HEAT CONDUCTION PROBLEM IN A TWO-LAYERED HOLLOW CYLINDER BY USING THE GREEN S FUNCTION METHOD

Volatility Interpolation

Meta-Heuristic Optimization techniques in power systems

Dynamic Team Decision Theory

Lecture 11 SVM cont

( ) () we define the interaction representation by the unitary transformation () = ()

EXECUTION COSTS IN FINANCIAL MARKETS WITH SEVERAL INSTITUTIONAL INVESTORS

12d Model. Civil and Surveying Software. Drainage Analysis Module Detention/Retention Basins. Owen Thornton BE (Mech), 12d Model Programmer

A fuzzy approach to capacity constrained MRP systems *

College of William & Mary Department of Computer Science

A GENERAL FRAMEWORK FOR CONTINUOUS TIME POWER CONTROL IN TIME VARYING LONG TERM FADING WIRELESS NETWORKS

Multi-Fuel and Mixed-Mode IC Engine Combustion Simulation with a Detailed Chemistry Based Progress Variable Library Approach

F-Tests and Analysis of Variance (ANOVA) in the Simple Linear Regression Model. 1. Introduction

A heuristic approach for an inventory routing problem with backorder decisions

OPTIMIZATION OF A PRODUCTION LOT SIZING PROBLEM WITH QUANTITY DISCOUNT

A Principled Approach to MILP Modeling

CS434a/541a: Pattern Recognition Prof. Olga Veksler. Lecture 4

Time-interval analysis of β decay. V. Horvat and J. C. Hardy

Sampling Procedure of the Sum of two Binary Markov Process Realizations

Robust and Accurate Cancer Classification with Gene Expression Profiling

Optimal replacement policy for safety-related multi-component multi-state. systems

RELATIONSHIP BETWEEN VOLATILITY AND TRADING VOLUME: THE CASE OF HSI STOCK RETURNS DATA

Chapter Lagrangian Interpolation

P R = P 0. The system is shown on the next figure:

Delay-Constrainted Optimal Traffic Allocation in Heterogeneous Wireless Networks for Smart Grid

Impact of Probabilistic Road Capacity Constraints on the Spatial Distribution of Hurricane Evacuation Shelter Capacities

Demand Side Management in Smart Grids using a Repeated Game Framework

Algorithmic models of human decision making in Gaussian multi-armed bandit problems

Introduction to Compact Dynamical Modeling. III.1 Reducing Linear Time Invariant Systems. Luca Daniel Massachusetts Institute of Technology

Forecasting customer behaviour in a multi-service financial organisation: a profitability perspective

Local Cost Estimation for Global Query Optimization in a Multidatabase System. Outline

Transcription:

Reacve Mehods o Solve he Berh AllocaonProblem wh Sochasc Arrval and Handlng Tmes Nsh Umang* Mchel Berlare* * TRANSP-OR, Ecole Polyechnque Fédérale de Lausanne Frs Workshop on Large Scale Opmzaon November 21-22, 2012, Vevey, Swzerland

Conens Movaon Research Objecves Bref Leraure revew Problem Saemen Mehodology Compuaonal Resuls Conclusons and Fuure Work

Movaon Hgh level of uncerany n por operaons due o weaher condons, mechancal problems ec. Dsrup he normal funconng of he por Requre quck real me acon. Very few sudes address he problem of real me recovery n por operaons, whle he problem has no been sudedd a all n conex of bulk pors. Our research problem derves from he realsc requremens a he SAQR por, Ras Al Khamah, UAE

Research Objecves Develop real me algorhms allocaon problem(bap) for dsrupon recovery n berh For a gven baselne berhng schedule, mnmze he oal realzed coss of he updaed schedule as acual arrval and handlng me daasrevealednrealme.

Leraure Revew Very scarce sudes on real me and robus algorhms n conaner ermnals. To he bes of our knowledge, no leraure on bulk pors. OR leraure relaed o BAP under uncerany n conaner ermnals Pro-acve Robusness Sochasc programmng approach usedbyzheneal.(2011), Haneal.(2010) Defne surrogae problems o defne he sochasc naure of he problem: Moorhy and Teo (2006),ZhenandChang(2012),Xueal.(2012)and Hendrkseal.(2010) Reacve approach or dsrupon managemen Zeng e al.(2012) and Du e al. (2010) propose reacve sraeges o mnmze he mpac of dsrupons.

Schemac Dagram of a Bulk Termnal YARD SPACE cargo blocks w= 11 ROCK FACTORY CONVEYOR w= 12 OIL TANK TERMINAL PIPELINE w= 2 SILICA SAND w= 4 CLAY w= 6 SODA ASH w= 8 CEMENT w= 10 COAL w= 1 ANIMAL FEED w= 3 GRAIN w= 5 ROCK AGGREGATES w= 7 FELDSPAR w= 9 LIMESTONE secons along he quay k = 1 k = 2 k = 3 k = 4 Vessel berhed a secon k=5 carryng cemen k = 5 k = 6 k = 7 k = 8 QUAY SPACE Vessel 1 Vessel 2 Vessel 3

Baselne Schedule Any feasble berhng assgnmen and schedule of vessels along he quay respecng he spaal and emporal consrans on he ndvdual vessels Bes case: Opmal soluon of he deermnsc berh allocaon problem (whou accounng for any uncerany n nformaon)

Deermnsc BAP: Problem Defnon Fnd Gven Opmal assgnmen and schedule of vessels along he quay (whou accounng for any uncerany) Expeced arrval mes of vessels Esmaed handlng mes of vessels dependen on cargo ype on he vessel (he relave locaon of he vessel along he quay wh respec o he cargo locaon on he yard) and he number of cranes operang on he vessel Objecve Mnmze oal servce mes (wang me + handlng me) of vessels berhng a he por Resuls Near opmal soluon obaned usng se paronng mehod or heursc based on squeaky wheel opmzaon for nsances conanng up o 40 vessels

Real Tme Recovery n Berh Allocaon Problem

Problem Defnon: Rea Objecve: For a gven baselne ber realzed coss of he acual berhng n real me Z Z Z Z 3 2 1 mn + + = ) ' ( 3 3 = o N w c Z ) ( ) ' ( ( 2 1 2 + = u N c k b k b c Z ) ) ' ( ' ( 1 + = u N k h a m Z al me recovery n BAP rhng schedule, mnmze he oal g schedule as acual daa s revealed ) ' 2 e e µ Servce cos of unassgned vessels Cos of re-allocaon of unassgned vessels Berhng delays o vessels arrvng on-me

Problem Defnon: Real me recovery n BAP Key arrval dsrupon paern n real me For each vessel ϵn, we are gven an expeced arrval me A whch s known n advance. The expeced arrval me of a gven vessel may be updaed F mes durng he plannng horzon of lengh H a me nsans 1, 2 F such ha 0 1 < 2 < 3. (F-1 1) < F < a where a s he acual arrval me of he vessel, and he correspondng arrval me updae a me nsan F s A F for all ϵn. Acual handlng me of a vessel s revealed a he me nsan when he handlng of he vessel s acually fnshed

Modelng he Uncerany Uncerany n arrval mes Arrval mes are modeled usng a unform dsrbuon. Acual arrval me a of vessel les n he range [A -V, A +V], where A s he expeced arrval me of vessel a he sar of he plannng horzon. A any gven me nsan n he plannng horzon, he followng 3 cases arse Case I : vessel has arrved and he acual arrval me a s known Case II : he vessel hasn arrved ye bu he expeced arrval me A s known Case III : neher he acual nor he expeced arrval me s known a me nsan, hen he arrval me esmae a a me nsan s such ha a [, A + V ], and s deermned from he followng equaon Pr ob( a a ) = ρ a Snce he arrval me of vessel s assumed o be unformly dsrbued, a = + ρ a ( A A + V )

Modelng he Uncerany Uncerany n handlng mes Handlng mes are modeled usng a runcaed exponenal dsrbuon. Handlng me h (k) of vessel berhed a sarng secon k les n he range [H (k), γh (k)], where H (k) s he esmaed (deermnsc) handlng me of vessel berhed a sarng secon k A any gven me nsan n he plannng horzon, he followng 3 cases arse Case I : he handlng of vessel berhed a sarng secon k s fnshed, hen he acual handlng me h (k ) s known Case II : he vessel s beng handled a me nsan, hus he acual berhng poson k of he vessel s known, bu he acual handlng me s unknown. The handlng me esmae a me nsan s gven by Pr ob ( h ( k ' ) h ( k ' )) = Case III : he vessel s no assgned ye, n whch case he handlng me of he vessel a me nsan for any berhng poson k s gven by Pr Snce he handlng mes follow a runcaed exponenally dsrbuon, ob ( h ( k ) h ( k )) = ρ h ρ h h ( k ) = 1 / λ ln( e λ h L ( k ) ρ h ( e λ h L e U ( k ) λ h ( k ) ))

Soluon Algorhms Opmzaon Based Recovery Algorhm Re-opmze he berhng schedule of all unassgned vessels usng se-paronng approach every me here s a dsrupon arrval me of any vessel s updaed and devaes from s prevous expeced value. handlng of any vessel s fnshed and devaes from he esmaed value he fuure vessel arrval and handlng mes provded as npu parameers are modeled as dscussed earler he berhng assgnmen of all vessels ha have already been assgned o he quay s consdered frozen and unchangeable Smar Greedy Recovery Algorhm Assgn an ncomng vessel o he quay as arrves as soon as berhng space s avalable, o he secon(s) a whch he oal realzed cos of all he unassgned vessels a ha nsan s mnmzed by modelng he uncerany n fuure vessel arrval and handlng mes of oher vessels Vessel s assgned a or afer he esmaed berhng me of he vessel (as per he baselne schedule) In he deermnaon of he oal realzed cos o assgn a gven vessel a a gven se of secon(s), all oher unassgned vessels are assgned o he esmaed berhng secons as per he baselne schedule

Benchmark Soluons Greedy Recovery Algorhm Assgn he vessels as hey arrve as soon as berhng space s avalable. Any gven vessel s assgned a hose se of secons where he realzed cos of assgnng s mnmzed No need o model uncerany n fuure arrval and handlng mes Closely represens he ongong pracce a he por Apror Opmzaon Approach Assume ha all arrval and handlng delay nformaon s avalable a he sar of he plannng horzon Problem of real me recovery reduces o solvng he deermnsc berh allocaon problem wh he objecve funcon o mnmze oal realzed cos of he schedule Provdes a lower bound o he mnmzaon problem of real me recovery beng solved

Arrval Dsrupon Scenaro Vessel EAT 0 18 1 4 2 19 3 10 4 6 5 9 6 1 7 17 8 19 9 10 10 1 11 11 12 16 13 2 14 19 15 15 16 14 17 0 18 19 19 0 20 14 21 12 22 8 23 12 24 10 Vessel 0: 23(21) ATA:26 Vessel 1: 9(2) 14(4) 17(5) ATA:8 Vessel 2: 24(3) 31(7) 15(9) 21(12) 24(13) 16(14) 30(15) 32(16) 21(17) 20(18) 20(19) 21(20) ATA:21 Vessel 3: 22(8) ATA:10 Vessel 4: 16(1) 16(2) ATA:6 Vessel 5: 19(8) 12(10) 15(13) 24(14) 24(15) 18(16) 20(17) 24(18) 22(19) 22(20) ATA:21 Vessel 6: 15(8) ATA:16 Vessel 7: 3(1) 10(6) 13(7) 19(10) 32(11) 23(12) 22(13) 19(14) 26(15) 32(16) 31(17) 31(18) 29(19) 21(20) ATA:21 Vessel 8: 29(1) 20(2) 19(4) 9(5) ATA:7 Vessel 9: 3(2) ATA:20 Vessel 10: 10(1) 15(6) 8(7) 14(8) 13(9) 16(10) ATA:11 Vessel 11: 23(6) 18(7) 15(9) 12(10) 16(11) 20(12) ATA:13 Vessel 12: 29(1) ATA:10 Vessel 13: 5(0) 8(6) ATA:9 Vessel 14: 17(2) 27(4) 13(9) 26(15) 22(16) 27(17) 27(18) 33(19) 25(20) 23(21) 34(22) ATA:23 Vessel 15: 19(2) 12(4) 7(5) 7(6) 29(7) 29(9) 16(10) 20(11) 20(12) 24(13) 28(14) ATA:15 Vessel 16: 15(6) 10(8) 11(9) 28(10) 27(11) 29(12) 16(13) 15(14) ATA:15 Vessel 17: ATA:-12 Vessel 18: 29(8) 13(9) 25(10) 30(12) 34(13) 18(14) 25(15) 20(16) 29(17) 34(18) 34(19) ATA:20 Vessel 19: ATA:-15 Vessel 20: ATA:-1 Vessel 21: 7(6) 20(9) 25(14) 24(19) 22(20) 27(21) 23(22) 26(23) ATA:24 Vessel 22: 12(0) ATA:5 Vessel 23: 21(5) 14(6) 13(7) 10(8) 10(9) 24(13) 19(14) 17(15) 27(16) ATA:17 Vessel 24: ATA:-1

Compuaonal Resuls N =10 vessels, M = 10 secons, c 1 = c 3 = 1.0, c 2 = 0.002, U= 4 hours, V= 5, γ= 1.1 Mean Gap wh respec o he apror opmzaon soluon Greedy Approach Opmzaon based Approach Smar Greedy Approach 7.65% 3.16% 7.81%

Compuaonal Resuls N =25 vessels, M = 10 secons, c 1 = c 3 = 1.0, c 2 = 0.002, U= 4 hours, V= 5, γ= 1.1 Mean Gap wh respec o he apror opmzaon soluon Greedy Approach Opmzaon based Approach Smar Greedy Approach 54.41 % 27.40 % 37.11 %

Compuaonal Resuls N =10 vessels, M = 10 secons, c 1 = c 3 = 1.0, c 2 = 0.002, U= 4 hours, V= 10, γ= 1.1 Mean Gap wh respec o he apror opmzaon soluon Greedy Approach Opmzaon based Approach Smar Greedy Approach 10.37 % 3.06 % 8.56 %

Compuaonal Resuls N =25 vessels, M = 10 secons, c 1 = c 3 = 1.0, c 2 = 0.002, U= 4 hours, V= 10, γ= 1.1 Mean Gap wh respec o he apror opmzaon soluon Greedy Approach Opmzaon based Approach Smar Greedy Approach 45.40 % 28.87 % 34.71 %

Compuaonal Resuls N =25 vessels, M = 10 secons, c 1 = c 3 = 1.0, c 2 = 0.002, U= 4 hours, V= 24, γ= 1.2 Mean Gap wh respec o he apror opmzaon soluon Greedy Approach Opmzaon based Approach Smar Greedy Approach 40.58 % 43.26 % 44.65 %

Conclusons and Fuure Work Modelng he uncerany n fuure vessel arrval and handlng mes can sgnfcanly reduce he oal realzed coss of he schedule, n comparson o he ongong pracce of re-assgnng vessels a he por. The opmzaon based recovery algorhm ouperforms he heursc based smar greedy recovery algorhm, bu s compuaonally expensve. Lmaon: Modelng of uncerany fals o produce good resuls for larger nsance sze or when he sochascy n arrval mes and/or handlng mes s oo hgh. As par of fuure work, plan o develop a robus formulaon of he berh allocaon problem wh a ceran degree of ancpaon of varably n nformaon.

Thank you!

Problem Defnon: Real me recovery n BAP Penaly Cos on lae arrvng vessels: Impose a penaly fees on vessels arrvng beyond he rgh end of he arrval wndow, A +U Penaly Cos Arrval TmeWndow = 2U g c 3 g slope = c 3 A -U A A +U a Acual Arrval Tme