检索结果-内蒙古大学图书馆

A robust possibilistic programming approach for selecting a clustering-based index tracking portfolio

EXPERT SYSTEMS WITH APPLICATIONS 2025年 279卷

作者： Talaei, Mohammad Torshizi, Ehsan Islamic Azad Univ Coll Engn Sci & Res Branch Ind Engn Grp Tehran Iran Univ Tehran Coll Engn Sch Ind Engn Tehran Iran

Traditional mathematical index tracking models increase computational complexity and are not suitable for different capital market conditions. To overcome the problems related to the estimation of stock market asset returns, this study proposes a methodology based on the clustering optimization model of index tracking for Tehran Stock Exchange. The proposed model is developed by imposing turnover and buy-in threshold constraints to provide investment conditions. Then, to further converge the problem towards real conditions, the optimization model is implemented with the approaches of possibilistic chance-constrained programming and robust possibilistic programming to deal with the uncertainty of the model parameters. The parameters of portfolio size and correlation coefficients between pairs of stocks are uncertain, and fuzzy and robust uncertainty frameworks are used to control them. The Pearson's correlation coefficient is used as a similarity operator for the index tracking problem. A real-world case study using Tehran Stock Exchange data is conducted to verify the applicability of the proposed methodology. Several sensitivity analyses have been performed on the optimization model results to prove its theoretical and operational capabilities. These analyses include comparing the proposed model with other similar models, examining the impact of key parameters on the results, evaluating the model under different capital market conditions, and demonstrating the model's performance in certain and uncertain situations. Finally, Based on the findings, the advantages and achievements of the methodology are stated.

关键词： Index tracking Clustering possibilistic programming Chance constraint Robust optimization

来源：评论

学校读者我要写书评

暂无评论

possibilistic programming approach for mid-term electric power planning in deregulated markets

引用

INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS 2012年第1期34卷 161-170页

作者： Lotfi, M. M. Ghaderi, S. F. Univ Tehran Coll Engn Dept Ind Engn Tehran Iran

The mid-term electric power planning problem under uncertainty for a generation company (GenCo) in a deregulated market having some thermal, hydro and wind power plants is addressed. We propose a novel possibilistic price-based mixed integer linear programming approach to solve the considered problem. Because the uncertainties especially those are related to market could not usually be based upon probabilities, the possibilistic distribution functions are used to simulate some key imprecise/ambiguous parameters: GenCo's electricity market share;electricity, fuel and emission market prices;possible wind electric power;availability of generating units;available water reservoir for hydro units. To solve the proposed model, we develop an interactive possibilistic solution method based upon two recent solution approaches. Finally, we use a real-world case study to show the ability and appropriateness of our model and report computational results. Notably, the proposed approach can be easily applied for a regulated environment. (C) 2011 Elsevier Ltd. All rights reserved.

关键词： Electric power Planning Deregulated market possibilistic programming GenCo

来源：评论

学校读者我要写书评

暂无评论

possibilistic programming approach for fuzzy multidimensional analysis of preference in group decision making

引用

APPLIED SOFT COMPUTING 2008年第4期8卷 1703-1711页

作者： Sadi-Nezhad, Soheil Akhtari, Pari Islamic Azad Univ Sci & Res Branch Tehran Dept Ind Engn Tehran Iran Ind Management Inst Tehran Iran

Multiple attribute decision making (MADM) problems are the most encountered problems in decision making. Fuzziness is inherent in decision making process and linguistic variables are well suited to assessing an alternative on qualitative attributes using fuzzy rating. A few techniques in MADM assess the weights of attributes based on preference information on alternatives. But they are not practical any more when the set of all paired comparison judgments from decision makers (DMs) on attributes are not crisp and also we have to deal with fuzzy decision matrix. This paper investigates the generation of a possibilistic model for multidimensional analysis of preference (LINMAP). The model assesses the fuzzy weights as well as locating the ideal solution with fuzzy decision making preference on attributes and fuzzy decision matrix. All of the information is assumed as triangular fuzzy numbers (TFNs). This method is developed in group decision making environments and formulates the problem as a possibilistic programming with multiple objectives. (c) 2008 Elsevier B.V. All rights reserved.

关键词： possibilistic programming LINMAP multiple objective linear programming fuzzy MADM group decision making

来源：评论

学校读者我要写书评

暂无评论

possibilistic programming Decision Making in Modality Perspective

Possibilistic Programming Decision Making in Modality Perspe...

引用

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

作者： Nureize, Arbaiy Watada, Junzo Waseda Univ Grad Sch Informat Prod & Syst Tokyo Japan

ISBN: (纸本)9781457707391

The decision making faces a number of inherent uncertainties. The uncertainty of parameters of a model comes from vagueness and ambiguity included in the model structure and information. In this paper we present the decision model from the perspective of possibilistic programming to treat properly uncertainties in the decision making. The proposed concept plays a pivotal role in building fuzzy linear programming model, which is exposed with various types of uncertainties. The treatment of vagueness and ambiguity is given and a modality approach is used to solve the fuzzy linear program. An illustrative example explains the proposed model.

关键词： possibilistic programming necessity measure possibility measure

来源：评论

学校读者我要写书评

暂无评论

possibilistic programming Approach for Production and Distribution Problem in Milk Supply Chain 3

Possibilistic Programming Approach for Production and Distri...

引用

3rd IEEE International Conference on Logistics Operations Management (GOL)

作者： Touil, Achraf Echchtabi, Abdelwahed Charkaoui, Abdelkabir Univ Hassan 1st FST Settat Lab Engn Ind Management & Innovat Settat Morocco

ISBN: (纸本)9781467385718

In this paper, a bi-objective possibilistic mixed integer programming model is proposed to deal with the production-distribution problem in a dairy company in Morocco. The model seeks to integrate two conflicting simultaneous objectives: maximizing benefit by considering the shelf life of products and the total cost, including production, storage, and distribution, as well as maximizing the service level, which relates to providing satisfactory services to customers. This is subject to several technological constraints that typically arise in the dairy industry, such as sequence-dependent changeover time, machine speed and storage capacity. Due to highly dynamic and uncertain characteristics related to the aspiration level of objectives, coefficient parameters of objectives and some data, such as process production, transport parameters, and customer demand, an interactive approach is proposed by combining fuzzy goal additive variants and differential evolution metaheuristics to find an efficient compromise solution. Numerical results are reported to demonstrate the efficiency and applicability of the proposed model.

关键词： Dairy industry Production-Distribution problem possibilistic programming Multi-objective Optimization Differential evolution metaheuristic

来源：评论

学校读者我要写书评

暂无评论

A weighted possibilistic programming approach for sustainable vendor selection and order allocation in fuzzy environment

引用

INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY 2016年第5-8期86卷 1785-1804页

作者： Gupta, Pankaj Govindan, Kannan Mehlawat, Mukesh Kumar Kumar, Santosh Univ Delhi Dept Operat Res Delhi India Univ Southern Denmark Dept Technol & Innovat Ctr Sustainable Engn Operat Management DK-5230 Odense M Denmark

This paper focused on the analysis of imprecise information in terms of many critical parameters for a multi-objective multi-item vendor selection-order allocation problem with price-breaks. We used both quantitative and qualitative criteria taking into account the economic, technological, social, environmental factors, and the price-breaks that were offered on order quantity following 'all-unit discount schedule.' We developed an optimization model that integrated fuzzy multi-objective integer linear programming and analytic hierarchy process techniques. A weighted possibilistic programming approach was presented to solve the optimization model, which simultaneously minimized (maximized) the best scenario, the likeliest scenario, and the worst scenario for the imprecise objective functions thereby avoiding situations that may force the solution process to divert. The integrated model and the solution approach were tested on the data set of an industrial case study. A detailed performance analysis and comparisons were done to show superiority of the proposed methodology over the existing related fuzzy programming approaches.

关键词： Sustainable vendor selection Fuzzy decision-making possibilistic programming Multiple-criteria optimization Quantity discounts

来源：评论

学校读者我要写书评

暂无评论

Membership function elicitation in possibilistic programming problems

引用

FUZZY SETS AND SYSTEMS 2000年第1期111卷 29-45页

作者： Inuiguchi, M Tanino, T Sakawa, M Osaka Univ Dept Elect & Informat Sci Grad Sch Engn Suita Osaka 5650871 Japan Hiroshima Univ Fac Engn Dept Ind & Syst Engn Higashihiroshima 7390046 Japan

In this paper, we propose an elicitation method for membership functions in the setting of possibilistic programming. Each possibility distribution is defined by several possible domains with different possibility degrees. Taking advantage of the properties of possibility and necessity measures, a nested target table for the objective function and for each constraint is elicited from a decision maker. To aggregate all the goals, an additional nested target table is established. Through those nested target tables, membership functions can be determined. It is emphasized that the information of nested target tables is much more important than that of membership values in the setting of possibilistic programming. The membership functions in possibilistic programming are not assumed to be cardinal but ordinal. In this sense, the decision making via possibilistic programming can be regarded as a qualitative one. (C) 2000 Elsevier Science B.V. All rights reserved.

关键词： possibilistic programming possibility measure necessity measure nested target table qualitative decision making

来源：评论

学校读者我要写书评

暂无评论

A possibilistic programming approach for the location problem of multiple cross-docks and vehicle routing scheduling under uncertainty

引用

ENGINEERING OPTIMIZATION 2013年第10期45卷 1223-1249页

作者： Mousavi, S. Meysam Tavakkoli-Moghaddam, Reza Jolai, Fariborz Univ Tehran Coll Engn Dept Ind Engn Tehran Iran

This article considers the design of cross-docking systems under uncertainty in a model that consists of two phases: (1) a strategic-based decision-making process for selecting the location of cross-docks to operate, and (2) an operational-based decision-making process for vehicle routing scheduling with multiple cross-docks. This logistic system contains three echelons, namely suppliers, cross-docks and retailers, in an uncertain environment. In the first phase, a new multi-period cross-dock location model is introduced to determine the minimum number of cross-docks among a set of location sites so that each retailer demand should be met. Then, in the second phase, a new vehicle routing scheduling model with multiple cross-docks is formulated in which each vehicle is able to pickup from or deliver to more than one supplier or retailer, and the pickup and delivery routes start and end at the corresponding cross-dock. This article is the first attempt to introduce an integrated model for cross-docking systems design under a fuzzy environment. To solve the presented two-phase mixed-integer programming (MIP) model, a new fuzzy mathematical programming-based possibilistic approach is used. Furthermore, experimental tests are carried out to demonstrate the effectiveness of the presented model. The computational results reveal the applicability and suitability of the developed fuzzy possibilistic two-phase model in a variety of problems in the domain of cross-docking systems.

关键词： possibilistic programming fuzzy optimization cross-docking systems vehicle routing scheduling location mixed-integer programming model

来源：评论

学校读者我要写书评

暂无评论

An interactive possibilistic programming approach for multiple objective supply chain master planning

引用

FUZZY SETS AND SYSTEMS 2008年第2期159卷 193-214页

作者： Torabi, S. A. Hassini, E. McMaster Univ DeGroote Sch Business Hamilton ON Canada Univ Tehran Dept Ind Engn Fac Engn Tehran Iran

Providing an efficient production plan that integrates the procurement and distribution plans into a unified framework is critical to achieving competitive advantage. In this paper, we consider a supply chain masterplanning model consisting of multiple suppliers, one manufacturer and multiple distribution centers. We first propose a new multi-objective possibilistic mixed integer linear programming model (MOPMILP) for integrating procurement, production and distribution planning considering various conflicting objectives simultaneously as well as the imprecise nature of some critical parameters such as market demands, cost/time coefficients and capacity levels. Then, after applying appropriate strategies for converting this possibilistic model into an auxiliary crisp multi-objective linear model (MOLP), we propose a novel interactive fuzzy approach to solve this MOLP and finding a preferred compromise solution. The proposed model and solution method are validated through numerical tests. Computational results indicate that the proposed fuzzy method outperforms other fuzzy approaches and is very promising not only for solving our problem, but also for any MOLP model especially multi-objective mixed integer models. (c) 2007 Elsevier B.V. All rights reserved.

关键词： possibilistic programming supply chain master planning mixed-integer linear programs compromise solution

来源：评论

学校读者我要写书评

暂无评论

Joint Multi-item Multi-supplier Sustainable Lot-Sizing Model Applying Combined BWM, TOPSIS, possibilistic programming, and e-constraint Method

引用

IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT 2024年 71卷 4530-4547页

作者： Shaw, Krishnendu Lahri, Vijay Shankar, Ravi Ishizaka, Alessio Indian Inst Technol Dhanbad Dept Management Studies Dhanbad 826001 Bihar India Uttaranchal Univ Uttaranchal Inst Management Dehra Dun 248001 Uttarakhand India Indian Inst Technol Delhi Dept Management Studies New Delhi 110016 India NEOMA Business Sch F-76130 Mont St Aignan France

Procurement decisions are critical in sustainable supply chain (SC) transformation. Until now, mainly deterministic supplier selection and lot-sizingmodels have been suggested. Moreover, it is not easy to make a SC sustainable solely by focusing on carbon footprint. Other sustainability factors, such as social, water, andwaste management need to be considered. Therefore, the present study proposed a three-stage multiobjective, multisupplier, multiperiod joint supplier selection, and lot-sizing model, considering carbon footprint, water footprint, solid and liquid waste, and use of recycled materials in a stochastic environment. The model optimizes three objectives (cost, carbon emission, and social sustainability). The model considers different model parameters uncertain, such as costs, emission, solid waste, liquidwaste, recycled material, quality rejection, and capacity. The present study suggests quantifying social sustainability and further using it in the lot-sizing model. The study has applied three stages. First, best-worst method and TOPSIS are used to assess suppliers' social scores. Second, the proposed possibilistic lot-sizing model uses the suppliers' social scores. In the third stage, the epsilon-constraint approach is used to generate tradeoff curves. The model generates optimal solutions for various levels of uncertainty, which are utilized to develop cost, emission, and social tradeoff curves.

关键词： Best-worst method (BWM) carbon footprint possibilistic programming social sustainability TOPSIS epsilon-constraint

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：