Generation (or a posteriori) methods in multi-objective Mathematical programming (MOMP) is the most computationally demanding category among the MOMP approaches. Due to the dramatic increase in computational speed and...
详细信息
Generation (or a posteriori) methods in multi-objective Mathematical programming (MOMP) is the most computationally demanding category among the MOMP approaches. Due to the dramatic increase in computational speed and the improvement of Mathematical programming algorithms the generation methods become all the more attractive among today's decision makers. In the current paper we present the generation method AUGMECON2 which is an improvement of our development, AUGMECON. Although AUGMECON2 is a general purpose method, we will demonstrate that AUGMECON2 is especially suitable for multi-objective Integer programming (MOIP) problems. Specifically, AUGMECON2 is capable of producing the exact Pareto set in MOIP problems by appropriately tuning its running parameters. In this context, we compare the previous and the new version in a series of new and old benchmarks found in the literature. We also compare AUGMECON2's performance in the generation of the exact Pareto sets with established methods and algorithms based on specific MOIP problems (knapsack, set packing) and on published results. Except from other Mathematical programming methods, AUGMECON2 is found to be competitive also with multi-objective Meta-Heuristics (MOMH) in producing adequate approximations of the Pareto set in multi-objective Combinatorial Optimization (MOCO) problems. (C) 2013 Elsevier Inc. All rights reserved.
This paper proposes an interactive approach for solving bi-level integer multi-objective fractional programming problem. At the first phase of the solution approach, we begin by finding the convex hull of its original...
详细信息
This paper proposes an interactive approach for solving bi-level integer multi-objective fractional programming problem. At the first phase of the solution approach, we begin by finding the convex hull of its original set of constraints using the cutting-plane algorithm then the two level decision makers use the Charnes and Cooper transformation to convert the fractional objective functions to equivalent linear functions. At the second phase, the algorithm simplifies the equivalent problem by transforming it into separate multi-objective decision-making problem and solving it by using the e-constraint method. In addition, the theoretical results are illustrated with the help of a numerical example. (C) 2013 Elsevier Inc. All rights reserved.
As indicated by the most widely accepted classification, the multi-objective Mathematical programming (MOMP) methods can be classified as a priori, interactive and a posteriori, according to the decision stage in whic...
详细信息
As indicated by the most widely accepted classification, the multi-objective Mathematical programming (MOMP) methods can be classified as a priori, interactive and a posteriori, according to the decision stage in which the decision maker expresses his/her preferences. Although the a priori methods are the most popular, the interactive and the a posteriori methods convey much more information to the decision maker. Especially, the a posteriori (or generation) methods give the whole picture (i.e. the Pareto set) to the decision maker, before his/her final choice, reinforcing thus, his/her confidence to the final decision. However, the generation methods are the less popular due to their computational effort and the lack of widely available software. The present work is an effort to effectively implement the epsilon-constraint method for producing the Pareto optimal solutions in a MOMP. We propose a novel version of the method (augmented epsilon-constraint method - AUGMECON) that avoids the production of weakly Pareto optimal solutions and accelerates the whole process by avoiding redundant iterations. The method AUGMECON has been implemented in GAMS, a widely used modelling language, and has already been used in some applications. Finally, an interactive approach that is based on AUGMECON and eventually results in the most preferred Pareto optimal solution is also proposed in the paper. (C) 2009 Elsevier Inc. All rights reserved.
The design of a portfolio investment strategy for multiple venture capital and a risk-free asset in the market needs to consider two objectives: the overall return is as large as possible and the overall risk is as sm...
详细信息
The design of a portfolio investment strategy for multiple venture capital and a risk-free asset in the market needs to consider two objectives: the overall return is as large as possible and the overall risk is as small as possible. However, the two objectives are not mutually reinforcing. In a certain sense, they are opposite. In this paper, the multi-objective decision-making method is used to establish the model, and the investment benefit is the goal. The optimization model is established for the investment problem. Different investment methods have different risks and benefits. According to the principle of the optimization model, the model proposes two criteria, so that the economic benefits are as large as possible and the risks are as small as possible under certain conditions of investment. At the same time, a linear programming model for portfolio investment scheme design is given. The main idea is to integrate two design goals through linear weighting: assuming that the transaction fee function is approximately linearized on the basis of considerable investment scale, and the risk function is solved by decision variables.
This paper presents new methods for a multi-objective linear programming (MOLP) problem with random fuzzy variables (RFVs). First, a robust MOLP problem is introduced in which the coefficients of objective functions a...
详细信息
This paper presents new methods for a multi-objective linear programming (MOLP) problem with random fuzzy variables (RFVs). First, a robust MOLP problem is introduced in which the coefficients of objective functions and constraints are RFVs. Then, the proposed problem is transformed into deterministic linear programming problems by new methods based on the idea of possibility theory and the random fuzzy chance-constrained programming. These methods can satisfy optimistic and pessimistic decision makers separately and simultaneously. Finally, an example is also solved to clarify the discussed methods.
Aiming at the water regulation problem of the Kaliba dam on the Zambezi River, this paper establishes a multi-objective programming model for gradient reservoir joint scheduling. Based on the consideration of reservoi...
详细信息
Aiming at the water regulation problem of the Kaliba dam on the Zambezi River, this paper establishes a multi-objective programming model for gradient reservoir joint scheduling. Based on the consideration of reservoir safety and benefit, the two objective functions of optimal flood control capacity and maximum power generation capacity are established by combining these constraints, water capacity, reservoir capacity, hydraulic and discharge capacity. Using genetic algorithm to solve the dam flood control capacity of 120 billion cubic meters, the annual generating capacity of 640 billion kilowatts per hour. Finally,the ARIMA model was established based on the monthly flow rate of the Zambezi River in the past six years, and the maximum water flow was obtained from January to March, the maximum water flow was 2.4 cubic meters per second, the lowest water flow from July to October and the lowest water flow of 0.45 cubic Meters per second.
In today's era of fragmented information,good data management is essential for *** data integration and analysis(D&A) is crucial to unleashing the full potential of data *** evaluation was conducted on Interco...
详细信息
In today's era of fragmented information,good data management is essential for *** data integration and analysis(D&A) is crucial to unleashing the full potential of data *** evaluation was conducted on Intercontinental Freight Company's(ICM) D&A system,with three key assessments identified:importance,connectivity,and availability *** multi-level fuzzy evaluation metrics,key points that affect the system's development were *** regression lines were used to analyze relationships between people,process,and *** performance was measured via average growth in business profits,and an index of 11 variables was created to measure the system's maturity.A growth phase distribution model was developed utilizing a support vector machine and tested on a sample of 50 US *** optimization model,based on multi-purpose functions,maximizes efficiency and can be seen by comparing factors before and after port *** experiment proves the effectiveness of the D&A system development evaluation model.
In this paper, we introduce a hesitant fuzzy multi-objective programming problem, in which the evaluation information provided by the decision makers is expressed in a hesitant fuzzy environment. For this purpose a ne...
详细信息
In this paper, we introduce a hesitant fuzzy multi-objective programming problem, in which the evaluation information provided by the decision makers is expressed in a hesitant fuzzy environment. For this purpose a new solution concept, namely hesitant fuzzy Pareto optimal solution to the problem is introduced, and two methods are proposed to obtain it. Then it is shown that the optimal solutions of these methods are the hesitant fuzzy Pareto optimal solutions. Finally, these methods are implemented on some illustrative examples and comparative analysis of our methodology is taken with other extensions of fuzzy sets.
This paper applies the semi-structured decisionmaking model(SDM) to the multi-objective linear ***,the general form of the multi-objective programming is *** the SDM is *** that,the weight of decision-making objective...
详细信息
This paper applies the semi-structured decisionmaking model(SDM) to the multi-objective linear ***,the general form of the multi-objective programming is *** the SDM is *** that,the weight of decision-making objective is determined,and also the objective function is established combining with the ***,the algorithm is discussed with an example.
Motivated by the challenges of seeking the optimal E-business based maintenance, repair and overhaul (E-MRO) service policy, simultaneously considering bilateral requirements of quality of service (QoS), this paper pr...
详细信息
ISBN:
(纸本)9781509018987
Motivated by the challenges of seeking the optimal E-business based maintenance, repair and overhaul (E-MRO) service policy, simultaneously considering bilateral requirements of quality of service (QoS), this paper presents a mathematical model based on variable fuzzy recognition and multi-objective programming. Cloud model is utilized to quantify the information of bilateral requirements as the numerical values. Then, the comprehensive satisfaction of multiple attribute is calculated by using variable fuzzy recognition method. Based on bilateral satisfactions, a multi-objective programming model is formulated, where bilateral QoS satisfactions are modeled as objective functions. By using global criteria method, the multi-objective optimization is transformed to an equivalent single objective optimization, which can be solved by LINGO. Finally, the optimal EMRO service policy satisfying bilateral requirements is obtained. A case study illustrated the feasibility and efficiency of the proposed model.
暂无评论