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Marine inventory routing: shipments planning

D Ronen

To cite this article: D Ronen (2002) Marine inventory routing: shipments planning, Journal of the
Operational Research Society, 53:1, 108-114, DOI: 10.1057/palgrave.jors.2601264

To link to this article: https://doi.org/10.1057/palgrave.jors.2601264

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Journal of the Operational Research Society (2002) 53, 108–114 #2002 Operational Research Society Ltd. All rights reserved. 0160-5682/02 $15.00
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Marine inventory routing: shipments planning

D Ronen*
University of Missouri-St Louis, USA

This paper addresses a shipments-planning problem faced by producers of large volume liquid bulk products. Producing
origins with limited tank storage capacity supply multiple products by ships (or barges) to consuming destinations that
also have limited storage capacity. Timing, origin, destination, and product quantities of shipments have to be determined
in a manner that minimizes costs and does not violate storage capacity constraints at both ends (neither stopping
production at the origins, nor running out of stock at the destinations). A mixed integer-programming model is used to
derive cost effective solutions within a few minutes. A cost-based heuristic algorithm is used to assure that acceptable
solutions are obtained quickly.
Journal of the Operational Research Society (2002) 53, 108–114. DOI: 10.1057=palgrave=jors=2601264

Keywords: distribution planning; marine transport; integer programming; supply chain; inventory

Introduction problems are closely related to the familiar vehicle routing

problem and its variants, which have generated a vast body
Many organizations ship their products or materials to their
of literature. In the vehicle routing problem a set of orders of
customers, or to their own distribution centres or manufac-
known sizes has to be assigned to a given fleet of trucks for
turing facilities, on a recurrent basis. Often the shipments
delivery at minimal cost, without inventory considerations.
are not initiated by orders from the receiving locations, but
For some recent work on variants of vehicle routing
rather the shipper must schedule the shipments to assure that
problems see Brandao and Mercer,3 Salhi and Nagy,4 and
the receiving locations do not run out of stock. This is the
Sariklis and Powell.5
case for products (or materials) that are shipped in large
Larger scale (as far as the volume of shipments is
volumes (eg in bulk or semi-bulk), or in the case of vendor
concerned) inventory routing problems exist in marine
managed inventory. Numerous products are shipped in such
transportation, but these problems are of a somewhat differ-
manner by trucks, including products delivered to super-
ent character. Many vertically integrated organizations ship
markets (eg bread, snacks), heating oil delivered to domestic
bulk and semi-bulk products and materials among their
or commercial customers, industrial gases delivered to
facilities by ships or barges. Oil companies ship crude oil
hospitals, refined oil products delivered to gas stations,
from oil fields to refineries, refined products from refineries
and lube oil delivered to car manufacturing plants.
to tank farms (distribution centres) and to commercial
In such a delivery environment decisions must be made
customers, and base lubes from refineries to lube plants.
not only concerning the routing and schedule of the delivery
Chemical manufacturers ship bulk chemicals among plants,
vehicles but also about when to call on each delivery
and to distribution centres. Other examples which come to
location and how much to deliver. Since the consumption
mind are the distribution of dry bulk minerals (eg potash,
of the products at the delivery locations may be stochastic,
phosphate rock), liquified gas, and even citrus fruit (a semi-
the actual delivery quantity may not be known until the
bulk commodity).
delivery is made. This type of problem is known as the
Although marine inventory routing problems are similar
inventory routing problem. The objective of the inventory
to inventory routing problems involving transportation by
routing problem is to minimize the delivery cost while
trucks, there are several significant differences:
assuring that the receiving locations do not run out of
stock. During the last decade a significant amount of
Whereas a truck delivery fleet often consists of multiple
attention has been directed towards inventory routing identical trucks, ships are almost always different from
problems where trucks are used to deliver the products each other in their size, compartmentation, cost and other
(see recent papers by Baita et al1 and Bard et al2). Such characteristics.

Marine inventory routing problems often involve several
products which must be shipped in separate compart-
*Correspondence: D Ronen, College of Business Administration, Univer- ments of the same vessel (in contrast to packaged
sity of Missouri-St Louis, 8001 Natural Bridge Road, St Louis, MO 63121,
USA. products that may be stowed together in the same
E-mail: David.Ronen@umsl.edu compartment).


Marine inventory routing problems often involve inven-
tory considerations at the sources (in addition to the
destinations)—exceeding tank capacity at the sources
should be avoided because it halts production.

Due to the relatively small number of standardized
products involved, shipments may often be sourced at
several (alternate) facilities. Thus, shipment sourcing
decisions may be required.

A voyage of a vessel usually has one or very few
unloading locations.

Cost of inventory at both ends (at the sources and at the
destinations) is usually borne by the shipping organiza-
tion. In the short run the major component of the
inventory holding cost is the marginal cost of capital
which is usually the same corporate-wide. In the short run
the cost of storage facilities cannot be changed. Therefore
inventory holding cost may be ignored in this short run
planning problem. However, when the ends are in differ-
ent countries import taxes may differentiate the inventory
holding costs.

Information about inventory levels at the destinations is
usually available, but marine transit times are usually
much longer (days instead of hours).

(Optional) backhauls may be available for the vessels.

Often vessels may be chartered-in or chartered-out, as
necessary (ie the fleet size and mix may be changed at a
fairly short notice).

Vessels come in a large variety of sizes with different
compartment sizes. When a shipment consists of multiple
products that have to be loaded on the same vessel the
product quantities will have to be adjusted to fit the
available compartments.
This paper focuses on marine inventory routing, and
addresses the question of how much to ship of each product,
from which origin to which destination, when, and by which
vessel. That has to be accomplished in a manner that
minimizes shipping costs and does not violate inventory
and storage limitations at both the origins and the destina-
tions. During the last decade the author has encountered
about a dozen companies that face such marine inventory
routing problems.
Large volume product storage facilities are substantial
capital investments that are not made easily. Therefore large
volume shippers usually operate with limited storage capa-
city at their origins and destinations. This limited storage
capacity necessitates planning shipments to prevent storage
overflow at the origins (which may cause stoppage of
production), and product shortage at the destinations.
In contrast to the vast body of literature dedicated to
vehicle routing, relatively little attention has been directed to
ship routing and scheduling (see Ronen6). Only a couple of
works address marine inventory routing problems. Larson7
differentiated between strategic inventory routing problems
which are focused on the distribution system design, and
D Ronen—Marine inventory routing 109
tactical ones which focus on the efficient routing and
scheduling of vessels over a relatively short planning hori-
zon. Strategic decisions determine the required storage
capacities at the sources and at the destinations and the
fleet size and mix (especially when the fleet consists of
special purpose vessels or when no chartering of vessels is
possible). The tactical decisions are shipment sourcing,
sizing and timing, as well as vessel chartering, routing and
scheduling. Larson7 dealt with a strategic problem: the
design of a system to transport sludge by barges from
sewage treatment plants to an ocean dumping site. Miller8
dealt with a tactical inventory routing problem: scheduling
of chemical tankers to deliver products to warehouses
worldwide while maintaining minimal inventories (safety
stocks) at the destinations. Similarly, this work addresses a
tactical marine inventory routing problem but also takes into
account storage volume limitations at the sources. The major
contribution of this work is in the determination of the
timing, source and product composition of each shipment
(multiple, non-mixable products), while accounting for the
product-specific storage limitations at the origins and the
destinations. All that is achieved at minimal set-up and
variable shipping costs. The next section provides a descrip-
tion of the problem. It is followed by the mathematical
model used to solve it, and results for ten problem instances
of different sizes. Finally, practical extensions are outlined.
The problem
An organization ships bulk products from a set of origins to
a set of destinations by a fleet of ships or barges. In contrast
to packaged goods, the products cannot be mixed and must
be stored and shipped in separate compartments. There is a
known limited storage capacity for each product in each
origin and at each destination. The products are produced at
the origins according to a production plan, and consumed at
the destinations according to a demand forecast. Due to
uncertainties in demand and in production, prescribed safety
stocks of each product have to be maintained at the origins
and the destinations. Physical limitations at the loading
facilities dictate the maximal vessel size that may load at
any given origin, and similarly there is a maximal vessel size
which may discharge at any given destination. A vessel’s
voyage has a single loading port and a single discharging
port, but a vessel may carry multiple products (in separate
compartments). The problem is to determine when and how
much to ship of each product from which origin to which
destination and by which vessel in a manner that will
minimize the total shipping cost and not violate the safety
stock and storage volume limitations. This type of problem
has been encountered in the transportation of crude oil to
refineries, oil distillates to tank terminals (distribution
centers), base lubes from refineries to lube plants, heavy
oil from refineries to industrial customers, intermediate
chemicals among plants, and other instances.
110 Journal of the Operational Research Society Vol. 53, No. 1

The approach used here separates the solution of the Fij
problem into two stages, first the determination of the slate
of shipments to be shipped, and second, the scheduling of INVDjk
vessels to ship them. This approach was chosen because
solving the whole problem simultaneously for problems of INVSik
practical size is intractable, and the interaction between the MAXDj
two stages is limited. The same approach was taken by Equi
et al 9 in solving a similar problem involving trucking of MAXSi
lumber. An earlier work (Bausch et al10) dealt with schedul-
ing of vessels for delivery of a specified slate of shipments, Pikt
and therefore the determination of the slate of shipments is
addressed here. SSSik
The customary planning horizon for such problems SSDjk
usually covers several voyages of the vessels. When vessel
voyages are relatively short (several days), the planning Tij
horizon is one month with daily time resolution. When Ujkt
vessel voyages are longer (weeks), the planning horizon may
span several months with weekly time resolution, or even
daily resolution for the first several weeks.
The cost of a shipment from a specific origin to a specific
destination depends on many factors. In this work that cost Decision variables
is represented by a linear function of the size of the
shipment with a large set-up component. This shipping Xijkt Quantity shipped from source i to destination j of
cost relationship has been verified by using linear regression product k on day t (units).
to analyse spot charter rates (regression of spot charter cost
vs shipment size) for such an operation in a market where
the rates are set on a cost-plus basis. R-squared values of (
0.98 and higher were received. These results suggest that the
spot charter rates may have been derived from such a linear Yijt ¼
relationship.
fixed (setup) shipping cost from source i to
destination j ($/shipment).
starting inventory at destination j of product k
(units).
starting inventory at source i of product k (units).
maximal shipment (vessel) size to destination j
(units).
maximal shipment (vessel) size from source i
(units).
planned production at source i of product k on day
t (units).
safety stock level at source i of product k (units).
safety stock level at destination j of product k
(units).
transit time from source i to destination j (days).
planned usage at destination j of product k on day
t (units).
1 if any xijkt > 0
0 otherwise

Mathematical model ISikt Inventory at source i of product k at end of day t

(units).
The shipments planning problem is cast as the following
IDjkt Inventory at destination j of product k at end of day
mixed-integer linear programming (MIP) model:
t (units).
VSikt Safety stock shortfall at source i of product k on end
Indices of day t (units).
VXikt Safety stock excess at source i of product k on end
i origin of day t (units).
j destination VDjkt Safety stock shortfall at destination j of product k at
k product end of day t (units).
t day VEjkt Safety stock excess at destination j of product k at
end of day t (units).
Data
Cij variable shipping cost from source i to destination
j ($/unit). MIP problem
CDjk storage capacity at destination j of product k
(units). (
X X X X
CSik storage capacity at source i of product k (units). Min Cij Xijkt þ Fij Yijt
CVDjk cost of safety stock shortfall at destination j for i;j k;t i;j t
)
product k ($/unit/day). X X X X
CVSik cost of safety stock shortfall at source i for product þ CVSik VSikt þ CVDjk VDjkt ð1Þ
k ($/unit/day). i;k t j;k t
 D Ronen—Marine inventory routing 111

subject to: This being a real-world problem, imbalance between

X production, demand, and storage capacities may result in
ISikt ¼ ISikðt1Þ þ Pikt  Xijkt 8i; k; t
j
ISikt ¼ SSSik þ VXikt  VSikt 8i; k; t
X fairly straightforward.
IDjkt ¼ IDjkðt1Þ  Ujkt þ XijkðtTij Þ 8j; k; t
i
IDjkt ¼ SSDjk þ VEjkt  VDjkt 8j; k; t
X bution of products from refineries) were used to assemble
Xijkt 5 Yijt 8i; j; t
k
X horizon is up to one month (30 days). The characteristics of
Xijkt 4 MinfMAXSi ; MAXDj gYijt 8i; j; t
k
ISikt 4 CSik 8i; k; t
IDjkt 4 CDjk 8j; k; t
Yijt 2 f0; 1g 8i; j; t
Xijkt 5 0; ISikt 5 0; IDjkt 5 0; VSikt 5 0;
VDjkt 5 0; VXikt 5 0; VEjkt 5 0
The objective function minimizes the shipping costs (their
variable and set-up components) and the cost of violating
the specified safety stock levels. Constraints (2) are the
inventory balance constraints for the sources and constraints
(3) combined with the bounds in (8) assure that the
inventory at the sources does not exceed the storage capacity
and does not become negative. Constraints (4), (5) and (9)
are the corresponding inventory balance and limit
constraints for the destinations. The subscript (t 7 Tij)
provides the sailing day of a shipment from source i that
arrives at destination j on day t. Constraints (6) and (7)
assure charging the fixed set-up cost if a shipment is made.
In this formulation we allow violation of the safety stock
levels, at a penalty. However, stock levels cannot become
negative.
One should also be aware of the boundary conditions. If
there are any shipments in transit at the beginning of the
planning horizon they should be included in the inventory
balance constraints of the destinations (4) upon their arrival.
At the end of the planning horizon the storage capacity at
the sources may have to be violated because shipments
which arrive at the destinations beyond the end of the
planning horizon may not be generated. Due to operational
uncertainty this problem is not serious because such a model
is usually used on a rolling horizon basis. Only the front end
decisions are implemented and as the operation evolves over
time the model is run again with the then current (revised)
data.
ð2Þ no feasible solution. However, excess production can be
addressed by using vessels as a temporary floating storage,
and excess demand can be incorporated by allowing product
ð3Þ
shortages at a penalty. Such modifications to the model are
ð4Þ
Problem solutions
ð5Þ
Data that were derived from an industrial operation (distri-
ð6Þ
a suite of ten problems of different sizes. Loaded vessel
voyages last up to four days, and the shipments planning
ð7Þ
the various problems are provided in Table 1.
Two approaches to solving the shipments planning
ð8Þ problem were used. First, the MIP model was solved
using the commercial software package CPLEX (version
ð9Þ 6.5.1). The smaller size problems were solved to optimality,
but the larger ones required more time, and the optimality of
ð10Þ the solution was not verified.
As an alternative to finding the optimal solution a
heuristic approach was designed. The heuristic tries to
emulate the logic of a human planner. It tries to create a
ð11Þ feasible solution while minimizing costs. First, inventory
shortages at the destinations are identified, and whenever
a shipment of a product is necessary, a multi-product
shipment of the largest possible size is created from the
cheapest source that has the products available. The quantity
of each product in a shipment is set to equalize the products
run-out time at the destinations, thus trying to minimize the
number of shipments in the long run. These are called Pull
moves because they are triggered by the needs of the
destinations. After assuring that the destinations will get
enough supplies, the heuristic checks for projected product
overflow at the sources. Whenever an overflow is projected
the cheapest shipment to a destination which can take the
product(s) is created. These are Push moves (the products
are pushed out of the source). Finally, an improvement
heuristic is used to try to combine shipments from the
same origin to the same destination on adjacent days. A
more detailed outline of the heuristic is available in the
Appendix. It was hoped that the heuristic will provide a
good initial solution that will be used as a bound for the MIP
solver. The numerical experiments show that the MIP solver
gets a better solution than the heuristic within several
minutes. The results are provided in Table 2.
Each problem was first solved without constraints (10).
Thus, the integrality requirements on the binary variables
were relaxed (ignored), and this provided a lower bound on
the value of the objective function (the cost of the solution).
However, these LP bound solutions are infeasible.
The MIP problems were solved with a 1% optimality
tolerance (the relative difference between the best known LP
112 Journal of the Operational Research Society Vol. 53, No. 1

Table 1 Problem characteristics

Continuous Binary
Problem no. Origins Destinations Products Time periods variables variables Constraints
1 1 2 2 15 330 30 240
2 1 2 2 30 660 60 480
3 1 3 2 30 900 90 660
4 1 4 2 30 1140 120 840
5 1 5 2 30 1380 150 1020
6 1 5 3 30 2070 150 1380
7 2 5 2 30 1860 300 1440
8 2 5 3 30 2790 300 1860
9 2 5 4 30 3720 300 2280
10 2 5 5 30 4650 300 2700

Table 2 Solutions

MIP solution

Problem no. Cost* Seconds Nodes LP bound Heuristic solution MIP/bound HEUR=bound
1 57 600* 15 4686 47588 64 500 1.21 1.36
2 134 100* 4 271 132 900 147 900 1.01 1.11
3 296 000 10 460y 275 600 297 000 1.07 1.08
278 000* 237 18 711 1.01
4 278 000 20 680y 269 000 293 200 1.03 1.09
274 000 56 3600y 1.02
Same 7202 500 000
5 299 200 10 190y 295 400 332 600 1.01 1.13
Same 7786 500 000
6 358 300 20 190y 347 533 358 400 1.03 1.03
Same 13 703 250 000
7 222 150 7 130y 192 300 227 200 1.16 1.18
193 650* 164 5581 1.01
8 267 850 22 220y 244 975 270 000 1.09 1.10
261 400 102 1080y 1.07
251 350 461 8180y 1.03
Same 7851 250 000
9 332 750 12 0y 293 633 332 350 1.13 1.13
313 600 241 860y 1.07
302 600 57 708 221 600y 1.03
Same 64 986 250 000
10 369 350 15 0y 329 658 375 700 1.12 1.14
340 800 39 650 122 400y 1.03
Same 84 960 250 000
*Optimal within 1% tolerance.
y
Several nodes later.

Table 3 Analysis of values of binary variables in some MIP and LP bound solutions

LP bound MIP Overlap

Problem no. Binary variables Positive Value less than 0.5 Positive Positive in both LP and MIP
1 30 8 6 4 3
2 60 18 12 7 2
7 300 74 64 18 5

bound and the best known integer solution at which the
search for better integer solutions stops). The processing
times required to identify the integer solutions were
recorded. The reported times are in seconds on a 248 MHz
Sun Microsystems ULTRA Enterprise computer under the
SOLARIS 5.6 operating system. The number of branch-and-
bound nodes was limited to 500000 for the smaller
problems and 250000 for the larger problems. No additional
parameter settings were used in CPLEX. For each problem
the best integer solutions identified by CPLEX within 30

seconds and within 300 seconds are presented in Table 2. In
addition, the best integer solution found within the limit on
the number of nodes is listed thereafter.
The heuristic identified solutions that are usually within
15% of the LP bound, and within 10% of the best known
integer solution. These solutions are derived in a negligible
amount of time (usually less than a second). However, in all
cases, a better solution than the heuristic one was found by
the MIP model within at most five minutes. Because such
performance is not assured we retain use of the heuristic.
The MIP problems are very hard to solve (see Table 3).
Comparing the best known MIP solutions to their LP bound
solution shows that a relatively large number of binary
variables (close to 30%) have a positive value in the LP
bound solution. The number of binary variables that are set
to 1 in the best known MIP solutions is much smaller. In
addition, the overlap between these two sets of binary
variables is small, and variables that have a value of 1 in
the LP bound end up with a value of 0 in the best known
integer solution. Also, most of the positive binary variables
in the LP bound solutions are close to zero. Thus, the LP
bound solution does not help to determine which binary
variables should be set to 1 or 0.
Comparison of the heuristic solutions to the correspond-
ing best known integer solutions indicates that the heuristic
tends to ship as late as possible (in order to save money and
retain shipping flexibility), whereas earlier shipments in the
best known integer solutions save shipments later on. The
heuristic takes a greedy approach while the optimization has
a wider perspective. In most cases, good solutions (within
10% of the bound) were found, either by the heuristic or by
solving the MIP model, within several minutes.
Conclusion
A common shipments planning problem is presented and
solved using a heuristic and a mixed integer programming
model. Between these two methods good solutions of
known quality are provided quickly. Instead of looking for
feasible solutions using rules of thumb, shipments plan-
ning can be performed with the explicit objective of cost
minimization.
The model presented here may be extended to reflect
additional practical considerations. Imbalance between
production, demand, and storage capacity may cause
complications that are not recognized by the MIP model.
Product tank overflow at a source may be prevented by early
loading of shipments on vessels while paying the daily
demurrage of the vessels (ie using the vessels as floating
tanks). Product stock-outs at the destinations can be incor-
porated by imposing penalties on them. In addition, limited
loading capacity at a source (or discharging capacity at a
destination) may be conveyed as a constraint on the number
D Ronen—Marine inventory routing 113
of vessel loadings (discharging) or volume loaded
(discharged) in a time period. Voyages with multiple loading
(or discharging) ports are harder to incorporate because
transit times depend on the itinerary of the specific vessel,
but may be accommodated through higher safety stocks. If
there are differences in inventory holding costs among the
various locations the inventory holding costs can be easily
added to the objective function because the daily inventory
balances are provided as decision variables.
Although the results are not as close to optimality as one
would like them to be, this is a hard real-life problem, and a
first attempt to solve it optimally. While obtaining optimal
solutions is desirable, deriving high-quality solutions
quickly is essential for any practical application.
Appendix: outline of the heuristic
1. Start and load data
2. Project inventories at all sources and destinations for
every product every day in the planning horizon
3. Pull moves:
3.1. Take the next day (if none left go to 4)
3.2. Take the next destination (if none left go to 3.1)
3.3. Take the next product (if none left go to 3.2)
3.4. Is the product below its safety-stock level? If no—
go to 3.3
3.4.1. Identify all products that are below their
safety-stock level
3.4.2. Identify the cheapest source that has all these
products available
3.4.3. Construct the largest shipment possible from
that source by equalizing product run-out
times at this destination (integer number of
days) without violating storage constraints of
any product and shipment size limits
3.4.4. Update projected inventories at the source
and the destination
3.4.5. Go to 3.2
4. Push moves:
4.1. Take the next day (if none left go to 5)
4.2. Take the next source (if none left go to 4.1)
4.3. Take the next product (if none left go to 4.2)
4.4. Is product overflow projected? If no—go to 4.3
4.4.1. Identify all products that cause overflow
4.4.2. Identify the cheapest destination that can take
these products
4.4.3. Construct the largest shipment possible to
that destination by equalizing product run-
out times at the destination (integer number
of days) without violating storage constraints
of any product and shipment size limits
4.4.4. Update projected inventories at the source
and the destinations
4.4.5. Go to 4.2
114 Journal of the Operational Research Society Vol. 53, No. 1
5. Combine:
5.1. Sort shipments by source and loading date
5.2. If there are two shipments from the same source to
the same destination on adjacent days combine them
if storage and shipment size constraints are not
violated
5.3. Repeat 5.2 until no further combinations are
possible
6. Stop
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Received October 2000;
accepted August 2001 after one revision