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A stochastic AHP decision making methodology for imprecise preferences

INFORMATION SCIENCES 2014年 270卷 192-203页

作者： Jalao, Eugene Rex Wu, Teresa Shunk, Dan Arizona State Univ Sch Comp Informat & Decis Syst Engn Tempe AZ 85281 USA Univ Philippines Dept Ind Engn & Operat Res Quezon City 1101 Philippines

Existing decision making methodologies like the Analytic Hierarchy Process (AHP) address imprecise pairwise comparisons by modeling crisp pairwise comparisons as fuzzy sets or a single type of probability distribution (e.g., uniform, triangular). However, one common issue faced by decision makers (DMs) is bounded rationality. That is, DMs have limited cognitive powers in specifying their preferences over multiple pairwise comparisons. This result to crisp as well as imprecise pairwise comparisons. Furthermore, given the ultimate goal of imprecise AHP is to make the decision, computing weights for the criteria and the alternatives from the imprecise preferences is a must. Hence, these various types of pairwise comparisons must be modeled using a single probability distribution for easy computation of the weights. In this research, a beta distribution is proposed to model the varying stochastic preferences of the DM. The method-of-moments methodology is used to fit the varying stochastic preferences of the DM into beta stochastic pairwise comparisons since it can represent a wide variety of probability distributions. Additionally, a non-linear programming model is then developed that calculates weights which maximize the preferences of the DM while maintaining a level of consistency. Comparison experiments are conducted using datasets collected from literature to validate the proposed methodology. Published by Elsevier Inc.

关键词： AHP Beta Distribution non-linear programming Imprecise Pairwise Comparisons Inconsistency

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Application of global optimization strategies to refinery hydrogen network

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INTERNATIONAL JOURNAL OF HYDROGEN ENERGY 2014年第27期39卷 14503-14511页

作者： Birjandi, Mohammad Reza Sardashti Shahraki, Farhad Birjandi, Moslem Sardashti Nobandegani, Mojtaba Sinaei Univ Sistan & Baluchestan Dept Chem Engn Zahedan Iran Univ Sistan & Baluchestan Dept Mech Engn Zahedan Iran Univ Sistan & Baluchestan Dept Chem Engn Chabahar Iran

In this paper, a new method is presented in optimization of hydrogen network. The mixed integer non-linear programming (MINLP) and non-linear programming (NLP) problems have been solved with two methods, simultaneously. The linearization technique for non-linear programming models which proposed by McCormick (1976) and also a new method proposed by Faria and Bagajewicz (2011) have been used to solve these problems. Application of this new method is presented in global optimization of MINLP/NLP, and hydrogen network problem. Copyright (C) 2014, Hydrogen Energy Publications, LLC. Published by Elsevier Ltd. All rights reserved.

关键词： Hydrogen network Global optimization Refinery Mixed integer non-linear programming non-linear programming

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Environmentally conscious optimization of supply chain networks

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JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2014年第6期65卷 855-872页

作者： Paksoy, T. Ozceylan, E. Selcuk Univ Dept Ind Engn TR-42100 Konya Turkey

The optimization of supply chain structures considering both economic and environmental performances is nowadays an important research topic. However, enterprises are commonly faced with the competing issues of reduced cost, improved customer service and increased environmental factors as a multi-faceted trade-off problem when designing supply chains. Hence, this paper proposes an environmentally conscious optimization model of a supply chain network with a broader and more comprehensive objective function that considers not just the transportation costs, but also the costs for the amount of greenhouse gas emissions, fuel consumption, transportation times, noise and road roughness. The paper sheds light on the trade-offs between various parameters such as vehicle speed, fuel, time, emissions, noise and their total cost, and offers managerial insights on economies of environmentally conscious supply chain optimization. An integer non-linear programming model is developed to help decision makers find the optimal solution under mentioned considerations. The proposed model is validated through the solution of an example, where its applicability to supply chain problems is demonstrated for managerial insights.

关键词： environmental impacts supply chain design noise greenhouse gas emission fuel efficiency non-linear programming

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Capability analysis of the variable measurement system with fuzzy data

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APPLIED MATHEMATICAL MODELLING 2014年第19-20期38卷 4559-4573页

作者： Moheb-Alizadeh, Hadi N Carolina State Univ Dept Ind & Syst Engn Raleigh NC 27695 USA

The aim of this paper is to propose an approach to analyze capability of the variable measurement system in fuzzy environment, where the data acquired from the measurement process under study are assumed fuzzy numbers. To accomplish this goal, a pair of nonlinear programming problems is formulated based on Zadeh's extension principle to compute alpha-level cuts of assessment criteria, which are frequently used to analyze capability of the variable measurement system in practice. The membership functions of these criteria are then constructed analytically by numerating different values of alpha. The capability assessment criteria discussed in this paper include repeatability, reproducibly, GRR% and C-gk. In the next step, a method for ranking fuzzy numbers is exploited to evaluate whether capability of the variable measurement system is satisfactory in fuzzy environment or not. Since fuzzy measures are gathered from the measurement system in a more realistic situation in which all variations and unexpected conditions are taken into account, it is shown using an empirical example that incorporating fuzziness into measurement data results in a more accurate capability analysis. (C) 2014 Elsevier Inc. All rights reserved.

关键词： Measurement system analysis (MSA) Extension principle Fuzzy number Ranking method non-linear programming

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An efficient 3D topology optimization code written in Matlab

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STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION 2014年第6期50卷 1175-1196页

作者： Liu, Kai Tovar, Andres Indiana Univ Purdue Univ Dept Mech Engn Indianapolis IN 46202 USA

This paper presents an efficient and compact Matlab code to solve three-dimensional topology optimization problems. The 169 lines comprising this code include finite element analysis, sensitivity analysis, density filter, optimality criterion optimizer, and display of results. The basic code solves minimum compliance problems. A systematic approach is presented to easily modify the definition of supports and external loads. The paper also includes instructions to define multiple load cases, active and passive elements, continuation strategy, synthesis of compliant mechanisms, and heat conduction problems, as well as the theoretical and numerical elements to implement general non-linear programming strategies such as SQP and MMA. The code is intended for students and newcomers in the topology optimization. The complete code is provided in Appendix C and it can be downloaded from http://***.

关键词： Topology optimization MATLAB Compliance Compliant mechanism Heat conduction non-linear programming

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Interactive TOPSIS algorithms for solving multi-level non-linear multi-objective decision-making problems

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APPLIED MATHEMATICAL MODELLING 2014年第4期38卷 1417-1433页

作者： Baky, Ibrahim A. Benha Univ Fac Engn Dept Basic Sci El Qalyoubia Egypt

This paper extended the concept of the technique for order preference by similarity to ideal solution (TOPSIS) to develop a methodology for solving multi-level non-linear multi-objective decision-making (MLN-MODM) problems of maximization-type. Also, two new interactive algorithms are presented for the proposed TOPSIS approach for solving these types of mathematical programming problems. The first proposed interactive TOPSIS algorithm includes the membership functions of the decision variables for each level except the lower level of the multi-level problem. These satisfactory decisions are evaluated separately by solving the corresponding single-level MODM problems. The second proposed interactive TOPSIS algorithm lexicographically solves the MODM problems of the MLN-MOLP problem by taking into consideration the decisions of the MODM problems for the upper levels. To demonstrate the proposed algorithms, a numerical example is solved and compared the solutions of proposed algorithms with the solution of the interactive algorithm of Osman et al. (2003)141. Also, an example of an application is presented to clarify the applicability of the proposed TOPSIS algorithms in solving real world multi-level multi-objective decision-making problems. (C) 2013 Elsevier Inc. All rights reserved.

关键词： TOPSIS Multi-objective decision-making non-linear programming Multi-level programming Fuzzy programming

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Comparison of different methods for predicting customized drug dosage in superovulation stage of in-vitro fertilization

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COMPUTERS & CHEMICAL ENGINEERING 2014年 71卷 708-714页

作者： Yenkie, Kirti M. Diwekar, Urmila M. Univ Illinois Dept Bioengn Chicago IL 60607 USA Vishwamitra Res Inst Ctr Uncertain Syst Tools Optimizat & Management Clarendon Hills IL 60514 USA

In-vitro fertilization (IVF) is one of the highly pursued assisted reproductive technologies (ARTs) worldwide. Superovulation is the most crucial stage in IVF, since it involves injection of hormones externally to stimulate development and maturation of multiple oocytes. A model for the follicular dynamics as a function of injected hormones and patient characteristics has been developed and validated in our previous studies. Using the same model as a predictive tool along with the application of optimal control principles;the optimal dose and frequency of medication customized for each patient is predicted. The objective of successful superovulation is to obtain maximum number of mature oocytes/follicles within a particular size range, which is translated into mathematical form by using concepts from normal distribution. The problem is solved by different optimal control methods like the maximum principle and discretized non-linear programming. The results from both the approaches are compared and their advantages are discussed. (C) 2014 Elsevier Ltd. All rights reserved.

关键词： Infertility Ovulation Normal distribution Maximum principle non-linear programming

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Optimization of operation parameters of refrigeration cycle using particle swarm and NLP techniques

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JOURNAL OF NATURAL GAS SCIENCE AND ENGINEERING 2014年 21卷 779-790页

作者： Ghorbani, Bahram Mafi, Mostafa Shirmohammadi, Reza Hamedi, Mohammad-Hossein Amidpour, Majid KNToosi Univ Technol Fac Mech Engn Energy Convers Grp Tehran Iran Imam Khomeini Int Univ Fac Mech Engn Energy Convers Grp Qazvin Iran Islamic Azad Univ Fac Engn Dept Energy Syst Engn South Tehran Branch Tehran Iran

In this paper, the two mixed refrigerant refrigeration cycles were proposed to be replaced by pure ethylene cycle in the olefin plant of the Tabriz petrochemical complex. Both these components composition of refrigerant and the compressor operations pressures are the key design parameters in the mixed refrigerant refrigeration systems. The purpose of the paper is to present a systematic method based on a combination of mathematical methods and thermodynamic viewpoint to optimize mixed refrigerant cycles parameters. Particle swarm optimization and non-linear programming techniques were employed to optimize the parameters of cycles. Results show that the particle swarm optimization is superior to the NLP optimization techniques in finding the values of optimizing variables. (C) 2014 Elsevier B.V. All rights reserved.

关键词： Refrigeration system Mixed refrigerant Particle swarm optimization non-linear programming

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Multi-reservoir optimization for hydropower production using NLP technique

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KSCE JOURNAL OF CIVIL ENGINEERING 2014年第1期18卷 344-354页

作者： Jothiprakash, V. Arunkumar, R. Indian Inst Technol Dept Civil Engn Bombay 400076 Maharashtra India

Deriving the optimal operational rules for a multi-reservoir system serving various purposes like irrigation, multiple hydropower plants and flood control are complex. In the present study, such a multi-reservoir system with multiple hydropower plants are optimized for maximizing the hydropower production and satisfying the irrigation demands using a non-linear programming (NLP) technique. The developed NLP model has been applied to Koyna Hydro-Electric Project (KHEP) for maximizing the hydropower production and solved for three different dependable inflow scenarios under various operating policies. The complexity of the problem is such that the power releases and irrigation releases are in opposite direction and are non-commensurate. The total annual power production, monthly power production and the end of the month storage plots are compared for different inflows and operating policies. From the study, it is found that hydropower production can be increased to a minimum of 22% by slightly relaxing the tribunal constraint on releases towards the western side. The optimal releases from Policy 3 are further evaluated using a simulation model. The simulation result shows that the optimal releases have performed satisfactorily over long period of operation.

关键词： multi-reservoir multi-hydropower plants optimization non-linear programming simulation reliability

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Airline network revenue management with buy-up

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OPTIMIZATION 2014年第6期63卷 849-865页

作者： Jiang, Houyuan Miglionico, Giovanna Univ Cambridge Judge Business Sch Cambridge England Univ Calabria Dipartimento Ingn Informat Modellist Elettron & S I-87036 Arcavacata Di Rende CS Italy

Several existing revenue management (RM) models are based on some simplifying assumptions. One of these is that passengers, who do not get the fare they want, book and travel on other airlines or they do not travel at all. In reality, many customers are not necessarily lost to the airline but they buy-up, i.e. buy a more expensive ticket. We model network RM which incorporates buy-up using dynamic programming (DP). Due to the curse of dimensionality, the DP model is analytically and computationally intractable. Thus, to provide a valuable support for the decision-making process, different approximate models are presented and their solutions are used to define several capacity-control schemes based on partitioned booking limits and bid prices. The schemes are compared in a computational study showing that a significant increase in revenue is obtainable even when the buy-up probability is relatively small. The booking limits for high-fare products, as well as the bid prices for all itineraries, are likely to increase in the buy-up probability.

关键词： revenue management capacity control buy-up dynamic programming linear programming non-linear programming 90B06 90B15

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