An algorithm to solve bi-objective quadratic fractional integer programming problems is presented in this paper. The algorithm uses epsilon-scalarization technique and a ranking approach of the integer feasible soluti...
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An algorithm to solve bi-objective quadratic fractional integer programming problems is presented in this paper. The algorithm uses epsilon-scalarization technique and a ranking approach of the integer feasible solution to find all nondominated points. In order to avoid solving nonlinear integer programming problems during this ranking scheme, the existence of a linear or a linear fractional function is established, which acts as a lower bound on the values of first objective function of the biobjective problem over the entire feasible set Numerical examples are also presented in support of the theory.
This paper proposes a novel and efficient algorithm to obtain the optimal generation dispatch reflecting the operator's intention in power system rescheduling by solving a multi-objective optimization problem. In ...
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This paper proposes a novel and efficient algorithm to obtain the optimal generation dispatch reflecting the operator's intention in power system rescheduling by solving a multi-objective optimization problem. In deciding the optimal system operation, various objectives, such as economy, quality and transmission security, should be attained simultaneously. However, these objectives are contradictory to each other and are in trade-off relations, thus making it difficult to handle this class of problems by conventional approaches. In the proposed algorithm, the optimal generation dispatch problem is formulated as a multi-objective optimization problem. Fuzzy coordination technique based on fuzzy set theory is used to obtain an optimal solution. Evaluation indices composed of fuel cost, transmission line overload and AFC regulation capacity margin are measured by the membership functions, and multi-objective optimization is solved by maximizing the composite performance index, namely, the fuzzy decision-making The proposed algorithm has made it possible to treat optimal dispatch problems with multiple objectives and to grasp trade-off relations between selected indices. The effect of uncertain factors pertaining to power systems can also be taken into account. The choice of membership function parameters, reflecting the operator's preference of one of the objectives, influences the overall performance of the optimization procedure. Such an approach allows system operators to decide on different preferences according to system operating conditions, thus resulting in a more flexible operation. The validity and effectiveness of the proposed approach are verified through numerical examples on the 10 mode, 5 generator system.
The presented study deals with the scalarization techniques for solving multiobjective optimization problems. The Pascoletti-Serafini scalarization technique is considered, and it is attempted to sidestep two weakness...
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The presented study deals with the scalarization techniques for solving multiobjective optimization problems. The Pascoletti-Serafini scalarization technique is considered, and it is attempted to sidestep two weaknesses of this method, namely the inflexibility of the constraints and the difficulties of checking proper efficiency. To this end, two modifications for the Pascoletti-Serafini scalarization technique are proposed. First, by including surplus variables in the constraints and penalizing the violations in the objective function, the inflexibility of the constraints is resolved. Moreover, by including slack variables in the constraints, easy-to-check statements on proper efficiency are obtained. Thereafter, the two proposed modifications are combined to obtain the revised Pascoletti-Serafini scalarization method. Theorems are provided on the relation of (weakly, properly) efficient solutions of the multiobjective optimization problem and optimal solutions of the proposed scalarized problems. All the provided results are established with no convexity assumption. Moreover, the capability of the proposed approaches is demonstrated through numerical examples.
One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series d...
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One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series datasets, DEA models, by construction, form the reference set for inefficient units (lambda values) based on their distance from the efficient frontier, that is, in a spatial manner. However, when dealing with temporal datasets, the proximity in time between units should also be taken into account, since it reflects the structural resemblance among time periods of a unit that evolves. In this paper, we propose a two-stage spatiotemporal DEA (S-T DEA) approach, which captures both the spatial and temporal dimension through a multi-objective programming model. In the first stage, DEA is solved iteratively extracting for each unit only previous DMUs as peers in its reference set. In the second stage, the lambda values derived from the first stage are fed to a multiobjective Mixed Integer Linear programming model, which filters peers in the reference set based on weights assigned to the spatial and temporal dimension. The approach is demonstrated on a real-world example drawn from software development.
The concept of mixed-type duality has been extended to the class of multiobjective variational problems. A number of duality relations are proved to relate the efficient solutions of the primal and its mixed-type dual...
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The concept of mixed-type duality has been extended to the class of multiobjective variational problems. A number of duality relations are proved to relate the efficient solutions of the primal and its mixed-type dual problems. The results are obtained for rho -convex (generalized rho -convex) functions. These studies have been generalized to the case of rho -invex (generalized rho -invex) functions. Our results apparently generalize a fairly large number of duality results previously obtained for finite-dimensional nonlinear programming problems under various convexity assumptions. (C) 2000 Academic Press.
In this paper, we introduce a new pair of multiobjective higher-order symmetric dual models with cone constraints. Weak, strong and converse duality theorems for a such pair are discussed under higher-order cone-invex...
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In this paper, we introduce a new pair of multiobjective higher-order symmetric dual models with cone constraints. Weak, strong and converse duality theorems for a such pair are discussed under higher-order cone-invex functions. Three non-trivial examples are presented to show the uniqueness of higher-order cone-invex function and existence of the multiobjective higher-order symmetric dual model. Several known results are obtained as special cases.
This paper develops two effective methods for solution of the nonlinear and non-convex programming problems of multiple ratio goal models. They are based on Charnes and Cooper's convergence theorem for an associat...
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This paper develops two effective methods for solution of the nonlinear and non-convex programming problems of multiple ratio goal models. They are based on Charnes and Cooper's convergence theorem for an associated sequence class of linear programs. The Charnes-Cooper results are extended to develop two alternate algorithms and implementations effectively employing new information en route to solution to achieve significant savings in computation time over methods not taking advantage of such information. Possible uses for other applications than the computed examples or for other model classes are also indicated. [ABSTRACT FROM AUTHOR]
作者:
Matsui, HTanaka, KCanon Inc
Engn Informat Syst Dev & Operat Ctr Ohta Ku Tokyo 146 Japan Canon Inc
Res & Dev Headquarters Ohta Ku Tokyo 146 Japan
Automatic lens design is viewed as a multiobjective optimization problem and is resolved by a minimization of the weighted Tchebycheff norm of objective functions. It is analytically solved using the multiplier method...
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Automatic lens design is viewed as a multiobjective optimization problem and is resolved by a minimization of the weighted Tchebycheff norm of objective functions. It is analytically solved using the multiplier method and a solution vector is transformed into the same form as the normal equation of the least squares method. Some numerical examples are given to show the effectiveness of the proposed method. The resultant solutions can not be obtained using the damped least squares method.
The search region in multiobjective optimization problems is a part of the objective space where nondominated points could lie. It plays an important role in the generation of the nondominated set of multiobjective co...
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The search region in multiobjective optimization problems is a part of the objective space where nondominated points could lie. It plays an important role in the generation of the nondominated set of multiobjective combinatorial optimization (MOCO) problems. In this paper, we establish the representation of the search region by half-open polyblocks (a variant concept of "polyblock" in monotonic optimization) and propose a new procedure for updating the search region. We also study the impact of stack policies to the new procedure and the existing methods that update the search region. Stack policies are then analyzed, pointing out their performance effectiveness by means of the results of rich computational experiments on finding the whole set of nondominated points of MOCO problems.
The problem of selecting a portfolio of research and development projects from a set of proposed projects subject to resource constraints is formulated as a multiobjective optimization problem. Three categories of obj...
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