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Robust optimization: Sensitivity to uncertainty in scalar and vector cases, with applications

OPERATIONS RESEARCH PERSPECTIVES 2018年 5卷 113-119页

作者： Crespi, Giovanni R. Kuroiwa, Daishi Rocca, Matteo Univ Insubria Dept Econ Via Montegeneroso 71 I-21100 Varese Italy Shimane Univ Dept Math Matsue Shimane 6908504 Japan

The question we address is how robust solutions react to changes in the uncertainty set. We prove the location of robust solutions with respect to the magnitude of a possible decrease in uncertainty, namely when the uncertainty set shrinks, and convergence of the sequence of robust solutions. In decision making, uncertainty may arise from incomplete information about people's (stakeholders, voters, opinion leaders, etc.) perception about a specific issue. Whether the decision maker (DM) has to look for the approval of a board or pass an act, they might need to define the strategy that displeases the minority. In such a problem, the feasible region is likely to unchanged, while uncertainty affects the objective function. Hence the paper studies only this framework. (c) 2018 The Authors. Published by Elsevier Ltd.

关键词： Uncertainty modelling Decision analysis multiple objective programming Set optimization

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A Metaheuristic Approach for Supply Chain Network Design Problems

A Metaheuristic Approach for Supply Chain Network Design Pro...

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International Conference of Modeling and Simulation in Engineering, Economics, and Management

作者： Venkatadri, Uday Bose, Soumen Azaron, Amir Reykjavik Univ Dept Financial Engn & Engn Management Reykjavik Iceland Dalhousie Univ Dept Ind Engn Halifax NS Canada Indian Inst Technol Dept Ind Engn & Management Kharagpur W Bengal India Univ Coll Dublin Michael Smurfit Grad Sch Business Dublin Ireland

ISBN: (纸本)9783642304330;9783642304323

We develop a multi-objective stochastic programming model for supply chain design under uncertainty using a metaheuristic approach. This is a comprehensive model, which includes both the strategic and tactical levels. The uncertainty regarding demands, supplies, processing and transportation costs is captured by generating discrete scenarios with given probabilities of occurrence. To solve the problem, we use multi-objective simulated annealing and compare the results against the goal attainment technique. Numerical results show that the proposed metaheuristic approach is a very practical solution technique.

关键词： Supply chain management Metaheuristics Stochastic programming multiple objective programming

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A multiobjective optimization approach to smart growth in land development

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Socio-Economic Planning Sciences 2006年第3期40卷 212-248页

作者： Gabriel, Steven A. Faria, José A. Moglen, Glenn E. Department of Civil and Environmental Engineering University of Maryland College Park MD 20742 United States Applied Mathematics and Scientific Computation Program University of Maryland College Park MD 20742 United States

In this paper we apply a multiobjective optimization model of Smart Growth to land development. The term Smart Growth is meant to describe development strategies-that do not promote urban sprawl. However, the term is somewhat open to interpretation. The multiobjective aspects arise when considering the conflicting interests of the various stakeholders involved in land development decisions: the government planner, the environmentalist, the conservationist, and the land developer. We present a formulation-employing linear and convex quadratic objective functions subject to polyhedral and binary constraints for the stakeholders. The resulting optimization problems are convex, quadratic mixed integer programs that are NP-complete. We report numerical results with this model for Montgomery County, Maryland, and present them using a geographic information system (GIS). © 2005 Elsevier Ltd. All rights reserved.

关键词： Geographic Information System Integer programming Land use planning Large Scale Optimization multiple objective programming Quadratic programming Smart Growth

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Reconfigurable and Resilient Closed-Loop Supply Chain Design: A Simulation–Optimization Approach

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Global Journal of Flexible Systems Management 2024年第1期26卷 85-113页

作者： Gholizadeh, Hadi Pasha, Amirabbas Hejazi, Taha-Hossein Jahani, Hamed Département de Génie Mécanique Université Laval Québec Canada Department of Industrial Engineering Mazandaran University of Science and Technology Babol Iran Department of Industrial Engineering College of Garmsar Amirkabir University of Technology Tehran Iran School of Accounting Information Systems and Supply Chain RMIT University Melbourne Australia

This study develops a dynamic, multi-product, multi-period, and multi-stage framework for a reconfigurable closed-loop supply chain in the dairy sector, with a strong emphasis on flexibility. The model effectively manages fluctuating demand by optimizing production, transportation, inventory, and queuing delays while considering warehouse queue lengths and constraints. A simulation-based optimization approach, integrated with response surface methodology, is employed to determine optimal resource capacities and batch sizes, enhancing the system's flexibility in terms of reconfigurability, resilience and responsiveness to market shifts. The results highlight a 13% improvement in new product development flexibility and a 30% increase in adaptability to consumer demand. Furthermore, the model demonstrates a reduction in unmet customer demand and orders by 37% and 25%, respectively, compared to the current system, underscoring its effectiveness in improving both supply chain performance and flexibility. © The Author(s) under exclusive licence to Global Institute of Flexible Systems Management 2024.

关键词： Closed-loop supply chain Flexibility Flexibility analysis multiple objective programming Reconfigurable and resilient Simulation–optimization

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Optimal placement of sensors and interception resource assessment for the protection of regional infrastructure from covert attack

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JOURNAL OF TRANSPORTATION SECURITY 2011年第2期4卷 145-169页

作者： Yates, Justin Batta, Rajan Karwan, Mark Texas A&M Univ 237D Zachry Engn Ctr3131 TAMU College Stn TX 77843 USA Univ Buffalo Buffalo NY USA

This paper considers two specific aspects for the problem of protection of regional infrastructure from covert attack. The first aspect considered is the optimal placement of sensors whose goal is to detect vehicles on the transportation network that pose a potential threat to regional infrastructure. These sensors generate both true alarms and false alarms that both need response from an interception team. The second aspect of our problem is related to the sizing of the interception team and on the placement of these resources on the network. A mathematical programming model is developed for the optimal placement of sensors. This model contains a master and a sub-problem;a Bender's decomposition approach is used for solving the master problem whereas the sub-problem is solved by recognizing that it has the integrality property. For the interception team aspect, a p-median with server unavailability model is developed for determining locations for units, whereas the Hypercube queuing model is used for determining the performance of these units in responding to both true and false alarms generated from sensors. A demonstrative case analysis is offered for the region of Lancaster-Palmdale, CA.

关键词： Integer programming multiple objective programming Transportation Critical infrastructure protection

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Modeling Multi-stage Assembly Systems with Finite Capacity as a Queueing Network

Modeling Multi-stage Assembly Systems with Finite Capacity a...

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IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)

作者： Yaghoubi, Saeed Azaron, Amir Iran Univ Sci & Technol Dept Ind Engn Tehran Iran Istanbul Sehir Univ Dept Ind Engn Istanbul Turkey

ISBN: (纸本)9781479909865

This article models a multi-stage assembly system with finite capacity as an open queueing network using continuous-time Markov process. We also propose a multi-objective model with three conflicting objectives to optimally control the service rates, and apply the goal attainment method to solve a discrete-time approximation of the original multi-objective problem.

关键词： Assembly systems Markov processes multiple objective programming

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A bibliographic survey of the activities and international nature of multiple criteria decision making

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Journal of Multi-Criteria Decision Analysis 1996年第3期5卷 195-217页

作者： Steuer, Ralph E. Gardiner, Lorraine R. Gray, Jill University of Georgia Athens GA 30602-6255 Brooks Hall United States Department of Management Auburn University Auburn AL 36849 United States

One of the fascinating things about multiple criteria decision making (MCDM) is the degree to which the contributions that have built the field have come from all over the world. In this paper the international nature of the authorships of the 1216 refereed journal articles published on MCDM between 1987 and 1992, and the journals in which they have appeared, is examined. Also, an analysis of the 217 books and 31 journal special issues that have been published on MCDM, and 143 conferences that have been held on MCDM since the inception of the field, is similarly conducted. The paper concludes with a conference organizer, author and special issue guest editor index. © 1996 John Wiley & Sons, Ltd.

关键词： Mcdm bibliography Multicriteria discrete alternative methods multiple criteria decision making multiple criteria optimization multiple objective programming

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A Heuristic for Multi-objective Chinese Postman Problem

A Heuristic for Multi-Objective Chinese Postman Problem

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International Conference on Computers and Industrial Engineering (CIE39)

作者： Prakash, Satya Sharma, Mahesh K. Singh, Amarinder Amity Sch Engn & Technol New Delhi India Thapar Univ SMCA Patiala Punjab India Baba Banda Singh Bahadur Engn Coll Fatehgarh Sahib India

ISBN: (纸本)9781424441358

Transportation systems can be represented by graphs with travel weights accorded to each of the edges that represent the roads to be travelled. This paper gives brief introduction of the Euler's path and the description of Chinese postman problem. The said problem is then extended to multi-objective problem by considering multiple weights for each edge. Finally, this paper presents an algorithm to solve this multi-objective problem and implements the same on a biobjective Chinese postman problem.

关键词： multiple objective programming Euler circuit Chinese postman problem Heuristics

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Continuity of minimal points with applications to parametric multiple objective optimization

Continuity of minimal points with applications to parametric...

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International Workshop on Smooth and Nonsmooth Optimization

作者： Bednarczuk, EM Polish Acad Sci Syst Res Inst PL-01447 Warsaw Poland

Basing ourselves on general results we investigate stability of Pareto points to finite-dimensional parametric multiple objective optimization problems (linear and/or convex). (C) 2003 Published by Elsevier B.V.

关键词： multiple objective programming parametric programming stability analysis

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Some Transportation Problems Under Uncertain Environments

Some Transportation Problems Under Uncertain Environments

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7th International Symposium on Advances in Artificial Intelligence and Applications / Federated Conference on Computer Science and Information Systems

作者： Kundu, Pradip Natl Inst Technol Durgapur Dept Math Durgapur 713209 India

ISBN: (纸本)9783662478158;9783662478141

Transportation problem (TP) is a very important area in operations research and management science. TPs not only involve with cost minimization, but also involve with many other goals such as profit maximization, time minimization, minimization of total deterioration of goods, etc. Also the available data of a transportation system such as transportation costs, resources, demands, conveyance capacities are not always crisp or precise but are uncertain. In this dissertation some transportation problems have been formulated and solved in different uncertain environments, e.g., fuzzy, type-2 fuzzy, rough and linguistic. Section 1 is introductory. Some basic concepts and definitions of fuzzy set, type-2 fuzzy set, rough set and variable are introduced in Sect. 2. In Sect. 3, we have formulated and solved two solid transportation problems (STPs) with fuzzy parameters namely a multi-objective STP with budget constraints and a multi-objective multi-item STP. Section 4 presents some theoretical developments related to type-2 fuzzy variables (T2 FVs) - a defuzzification method of T2 FVs and an interval approximation method of continuous T2 FVs. In this section, three transportation models with type-2 fuzzy parameters have been formulated and solved. In Sect. 5, we have presented two transportation mode selection problems with linguistic evaluations represented by fuzzy variables and interval type-2 fuzzy variables respectively. Here we have developed two fuzzy multi-criteria group decision making methods and these methods are applied to solve the respective mode selection problems. Section 6 presents a practical solid transportation model considering per trip capacity for each type of conveyances. Also in this problem fluctuating cost parameters are represented by rough variables. Rough chance constrained programming model, rough expected value model and rough dependent-chance programming model are used to solve the problem with rough cost parameters.

关键词： Transportation problem Solid transportation problem Fuzzy set theory Rough set theory multiple objective programming Fuzzy programming

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