This paper presents the theoretical foundations of the new integral analysis method (IAM), and its application to it facility location problem. This methodology integrates the cardinal and ordinal criteria of combinat...
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This paper presents the theoretical foundations of the new integral analysis method (IAM), and its application to it facility location problem. This methodology integrates the cardinal and ordinal criteria of combinatorial stochastic optimization problems in four stages: definition of the problem, cardinal analysis, ordinal analysis and integration analysis. The method uses the concepts of stochastic multicriteria acceptability analysis (SMAA), Monte Carlo simulation, optimization techniques and elements of probability. The proposed method (IAM) was used to determine optimal locations for the retail stores of it Colombian coffee marketing company. (c) 2007 Elsevier B.V. All rights reserved.
Robust portfolio modeling (RPM) [Liesio, J., Mild, P., Salo, A., 2007. Preference programming for robust portfolio modeling and project selection. European Journal of Operational Research 181, 1488-1505] supports proj...
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Robust portfolio modeling (RPM) [Liesio, J., Mild, P., Salo, A., 2007. Preference programming for robust portfolio modeling and project selection. European Journal of Operational Research 181, 1488-1505] supports project portfolio selection in the presence of multiple evaluation criteria and incomplete information. In this paper, we extend RPM to account for project interdependencies, incomplete cost information and variable budget levels. These extensions lead to a multi-objective zero-one linear programming problem with interval-valued objective function coefficients for which all non-dominated solutions are determined by a tailored algorithm. The extended RPM framework permits more comprehensive modeling of portfolio problems and provides support for advanced benefit-cost analyses. It retains the key features of RPM by providing robust project and portfolio recommendations and by identifying projects on which further attention should be focused. The extended framework is illustrated with an example on product release planning. (C) 2007 Elsevier B.V. All rights reserved.
In this study, an exact algorithm, called the search-and-remove (SR) algorithm, is proposed to compute the Pareto frontier of biobjective mixed-integer linear programming problems. At each stage of the algorithm, effi...
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In this study, an exact algorithm, called the search-and-remove (SR) algorithm, is proposed to compute the Pareto frontier of biobjective mixed-integer linear programming problems. At each stage of the algorithm, efficient slices (all integer variables are fixed in a slice) are searched with the dichotomic search algorithm and found slices are recorded and excluded from the decision space with the help of Tabu constraints. The algorithm is also enhanced with lower and upper bounds, which are updated at each stage of the algorithm. The SR algorithm continues until it is proved that all efficient slices of the biobjective mixed-integer linear programming (BOMILP) problem are found. The algorithm finally returns a set of potentially efficient slices including all efficient slices of the problem. Then, an upper envelope finding algorithm merges the Pareto frontiers of these slices to the Pareto frontier of the original problem. A computational analysis is performed on several benchmark problems and the performance of the algorithm is compared with state of the art methods from the literature. (C) 2018 Elsevier B.V. All rights reserved.
In this paper, we have developed a model that integrates system dynamics with fuzzy multiple objective programming (SD-FMOP). This model can be used to study the complex interactions in a industry system. In the proce...
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In this paper, we have developed a model that integrates system dynamics with fuzzy multiple objective programming (SD-FMOP). This model can be used to study the complex interactions in a industry system. In the process of confirming sensitive parameters and fuzzy variables of the SD model, we made use of fuzzy multi-objectiveprogramming to help yield the solution. We adopted the chance-constraint programming model to convert the fuzzy variables into precise values. We use genetic algorithm to solve FMOP model, and obtain the Pareto solution through the programming models. It is evident that FMOP is effective in optimizing the given system to obtain the decision objectives of the SD model. The results recorded from the SD model are in our option, reasonable and credible. These results may help governments to establish more effective policy related to the coal industry development. (C) 2011 Elsevier Ltd. All rights reserved.
In this paper, a fuzzy comparison of fuzzy numbers is defined and a slack-based measure (SBM model) in data envelopment analysis (DEA) is extended to be a fuzzy DEA model, using it. Proposed measure is employed for ev...
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In this paper, a fuzzy comparison of fuzzy numbers is defined and a slack-based measure (SBM model) in data envelopment analysis (DEA) is extended to be a fuzzy DEA model, using it. Proposed measure is employed for evaluation and ranking of all decision making units, using a fuzzy concept called fuzzy profit. Also, it is shown that the introduced model is convenient for using weights restrictions. Furthermore, we compare the results of proposed model with Guo and Tanaka's results [Fuzzy Sets Syst. 119 (2001) 149] by representing a numerical example introduced by them. (C) 2003 Elsevier Inc. All rights reserved.
The heterogeneity among objectives in multi-objective optimization can be viewed from several perspectives. In this paper, we are interested in the heterogeneity arising in the underlying landscape of the objective fu...
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The heterogeneity among objectives in multi-objective optimization can be viewed from several perspectives. In this paper, we are interested in the heterogeneity arising in the underlying landscape of the objective functions, in terms of multi-modality and search difficulty. Building on recent efforts leveraging the so-called single- objective NK-landscapes to model such a setting, we conduct a three-fold empirical analysis on the impact of objective heterogeneity on the landscape properties and search difficulty of bi-objective optimization problems. Firstly, for small problems, we propose two techniques based on studying the distribution of the solutions in the objective space. Secondly, for large problems, we investigate the ability of existing landscape features to capture the degree of heterogeneity among the two objectives. Thirdly, we study the behavior of two state-of-the-art multi-objective evolutionary algorithms, namely MOEA/D and NSGA-II, when faced with a range of problems with different degrees of heterogeneity. Although one algorithm is found to consistently outperform the other, the dynamics of both algorithms vary similarly with respect to objective heterogeneity. Our analysis suggests that novel approaches are needed to understand the fundamental properties of heterogeneous bi-objective optimization problems and to tackle them more effectively.
Sometimes, to locate efficient solutions for multiobjective variational problems (MVPs) is quite costly, so in this paper we tackle the study of weakly efficient solutions for MVPs. A new concept of weak vector critic...
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Sometimes, to locate efficient solutions for multiobjective variational problems (MVPs) is quite costly, so in this paper we tackle the study of weakly efficient solutions for MVPs. A new concept of weak vector critical point which generalizes other ones already existent, and a new class of pseudoinvex functions are introduced. We will apply a new approach to prove that the new class of pseudoinvex functions is equivalent to the class of functions whose weak vector critical points are weakly efficient solution for MVPs. (C) 2003 Published by Elsevier B.V.
In this paper, we develop algorithms to find small representative sets of nondominated points that are well spread over the nondominated frontiers for multi-objective mixed integer programs. We evaluate the quality of...
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In this paper, we develop algorithms to find small representative sets of nondominated points that are well spread over the nondominated frontiers for multi-objective mixed integer programs. We evaluate the quality of representations of the sets by a Tchebycheff distance-based coverage gap measure. The first algorithm aims to substantially improve the computational efficiency of an existing algorithm that is designed to continue generating new points until the decision maker (DM) finds the generated set satisfactory. The algorithm improves the coverage gap value in each iteration by including the worst represented point into the set. The second algorithm, on the other hand, guarantees to achieve a desired coverage gap value imposed by the DM at the outset. In generating a new point, the algorithm constructs territories around the previously generated points that are inadmissible for the new point based on the desired coverage gap value. The third algorithm brings a holistic approach considering the solution space and the number of representative points that will be generated together. The algorithm first approximates the nondominated set by a hypersurface and uses it to plan the locations of the representative points. We conduct computational experiments on randomly generated instances of multi-objective knapsack, assignment, and mixed integer knapsack problems and show that the algorithms work well. (C) 2018 Elsevier B.V. All rights reserved.
Interactive multiobjective optimization methods cannot necessarily be easily used when (industrial) multiobjective optimization problems are involved. There are at least two important factors to be considered with any...
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Interactive multiobjective optimization methods cannot necessarily be easily used when (industrial) multiobjective optimization problems are involved. There are at least two important factors to be considered with any interactive method: computationally expensive functions and aspects of human behavior. In this paper, we propose a method based on the existing NAUTILUS method and call it the Enhanced NAUTILUS (E-NAUTILUS) method. This method borrows the motivation of NAUTILUS along with the human aspects related to avoiding trading-off and anchoring bias and extends its applicability for computationally expensive multiobjective optimization problems. In the E-NAUTILUS method, a set of Pareto optimal solutions is calculated in a pre-processing stage before the decision maker is involved. When the decision maker interacts with the solution process in the interactive decision making stage, no new optimization problem is solved, thus, avoiding the waiting time for the decision maker to obtain new solutions according to her/his preferences. In this stage, starting from the worst possible objective function values, the decision maker is shown a set of points in the objective space, from which (s)he chooses one as the preferable point. At successive iterations, (s)he always sees points which improve all the objective values achieved by the previously chosen point. In this way, the decision maker remains focused on the solution process, as there is no loss in any objective function value between successive iterations. The last post-processing stage ensures the Pareto optimality of the final solution. A real-life engineering problem is used to demonstrate how E-NAUTILUS works in practice. (C) 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the International Federation of Operational Research Societies (IFORS). All rights reserved.
In this study, we propose a formulation of a Mond-Weir type dual program for a multiobjective nonlinear optimization problem under fuzzy environment. To deal with the multiobjectivity in the formulation, we consider t...
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In this study, we propose a formulation of a Mond-Weir type dual program for a multiobjective nonlinear optimization problem under fuzzy environment. To deal with the multiobjectivity in the formulation, we consider the concept of weak Pareto optimal solution in the fuzzy sense. We use the Hukuhara metric/difference to define the distance/difference between two fuzzy numbers. Further, we establish weak and strong duality theorems under fuzzy pseudo/quasi-convexity assumptions. Moreover, we also validate these duality relations using various numerical illustrations.
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