It is of great significance to generate a promising routine by the consideration of economic, environmental, safety, and energy consumption aspects simultaneously in the early stages of chemical process design. In ord...
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It is of great significance to generate a promising routine by the consideration of economic, environmental, safety, and energy consumption aspects simultaneously in the early stages of chemical process design. In order to achieve this goal, a method based on multi-objective programming is proposed. The detailed models are presented. Mixed integer linear programming (MILP) approach is used to solve this multi-objective problem. The method is demonstrated in the case study of polyvinylchloride (PVC) process design. Lots of reaction routes are selected by using multi-objective programming. The results showed that ethane-propane steam cracking-balanced oxychlorination of ethylene-vinyl chloride suspension polymerization process is a promising route. It not only results in chemical process that is safer and environmental conscious but also leads to reduced energy consumption and costs.
The task of a capacity allocation policy is to determine the optimal quantity of capacity that has to be shared among the transmitting entities. In this work the allocation problem is modelled by the multiobjective P...
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ISBN:
(纸本)9781467309219;9781467309202
The task of a capacity allocation policy is to determine the optimal quantity of capacity that has to be shared among the transmitting entities. In this work the allocation problem is modelled by the multiobjectiveprogramming (MOP) theory. In particular, an allocation criterion based on the L-p-problem is proposed to find out a capacity allocation, among Earth Stations, representative of a compromise if Packet Loss Probability and Transmitted Power are taken into account as performance metrics. The paper also discusses the existence of a capacity allocation, called Capacity Bound, on which the performance converges independently of the overall capacity available C-TOT. A performance analysis, carried out through simulations and under different satellite channel conditions, is finally proposed to investigate the allocation criterion performance and to show the Capacity Bound existence.
To effectively improve the competitiveness of port enterprises, container yard stacking optimization is an important way to raise their benefit. A multi-objective optimization model for containers stacking in the stor...
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ISBN:
(纸本)9783037855034
To effectively improve the competitiveness of port enterprises, container yard stacking optimization is an important way to raise their benefit. A multi-objective optimization model for containers stacking in the storage yard based on 0-1mixed integer programming is built to improve its efficiency. The objective function is to minimize the number of yard cranes used in the storage yard and balance the workload among different blocks during the planning period. The decision variables include the number of transit and export containers assigned to yard-bits, yard cranes distributed to blocks, yard-bits with high and low workload in a block. The constraints include meeting the shipping requirement, storage capacity and operational capacity of yard cranes. A numerical example is given and solved by Lingo9.0. The simulation is done to recover the relation between workload level and the number of yard crane used and the workload balance. The model can be used to yard stacking management and lift its level for a transshipment port.
In this paper, we propose multicriteria credibilistic framework for portfolio rebalancing (adjusting) problem with fuzzy parameters considering return, risk and liquidity as key financial criteria. Transaction cost is...
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ISBN:
(纸本)9788132204862
In this paper, we propose multicriteria credibilistic framework for portfolio rebalancing (adjusting) problem with fuzzy parameters considering return, risk and liquidity as key financial criteria. Transaction cost is an important factor to be taken into consideration in portfolio selection. It is not trivial enough to be neglected and the optimal portfolio depends upon the total costs of transaction. We assume that the investor pays changeable transaction costs based on incremental discount schemes, which are adjusted in the net return of the portfolio. A hybrid intelligent algorithm, integrating fuzzy simulation and real-coded genetic algorithm is developed to solve the portfolio rebalancing (adjusting) model.
The goal of this thesis is to summarize three basic principles of solving multi-objective programming problems. We focus on three approaches: a linear combination of objective functions, ε-constrained approach and a ...
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The goal of this thesis is to summarize three basic principles of solving multi-objective programming problems. We focus on three approaches: a linear combination of objective functions, ε-constrained approach and a goal programming. All these methods are subsequently applied to US data. We consider monthly excess returns of ten US representative portfolios based on individual stock market capitalization of equity that serve as basic assets. Our aim is to find the efficient portfolios. Next we investigate a structure of these portfolios and their mutual relationships. Graphic representation of efficient frontiers is also included in the thesis. All calculations were performed using Mathematica software version 8.
In this study we develop a stochastic multi-objective stochastic programming approach to deal with a supply chain planning under uncertainty. Supply chain cost parameters such as transportation cost, inventory holding...
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In this study we develop a stochastic multi-objective stochastic programming approach to deal with a supply chain planning under uncertainty. Supply chain cost parameters such as transportation cost, inventory holding cost, shortage cost, production cost in addition to some respects as employment, dismissal, workers productivity and training are all considered. Due to the important role of the lead time especially in supplying, the lead time between suppliers and factories and between factories and customer zones is assumed to be a function of transportation mode. Cost parameters and demand fluctuations are subject to uncertainty. To develop the model, two additional objective functions are added to the classical aggregate production planning. Therefore, the proposed multi-objective model includes the minimization of the expected total cost of supply chain, the minimization of the variability of the total cost of supply chain and the minimization of the expected value of the greenhouse gas emission level. Then, the proposed model is solved applying compromise programming method. Finally, a numerical example is solved to describe the proposed model.
It is of great significance to generate a promising routine by the consideration of economic, environmental, safety, and energy consumption aspects simultaneously in the early stages of chemical process design. In ord...
详细信息
It is of great significance to generate a promising routine by the consideration of economic, environmental, safety, and energy consumption aspects simultaneously in the early stages of chemical process design. In order to achieve this goal, a method based on multi-objective programming is proposed. The detailed models are presented. Mixed integer linear programming (MILP) approach is used to solve this multi-objective problem. The method is demonstrated in the case study of polyvinylchloride (PVC) process design. Lots of reaction routes are selected by using multi-objective programming. The results showed that ethane-propane steam cracking-balanced oxychlorination of ethylene-vinyl chloride suspension polymerization process is a promising route. It not only results in chemical process that is safer and environmental conscious but also leads to reduced energy consumption and costs.
Portfolio selection problems consist of two phases: stock evaluation and portfolio optimization. This article presents an integrated approach to solve these sub-problems. Stock evaluation problem includes vague parame...
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Portfolio selection problems consist of two phases: stock evaluation and portfolio optimization. This article presents an integrated approach to solve these sub-problems. Stock evaluation problem includes vague parameters, and fuzzy set is a useful tool to cope with uncertainty caused by both the financial markets and the behaviour of the investors' decisions. In the first phase, a fuzzy multi-criteria decision-making approach is proposed to evaluate 30 stocks taken from ISE30. Then, a multi-objective portfolio optimization model is presented in the second phase. Markowitz's mean-variance model is combined with the objective of the expected performance value of portfolio and cardinality constraints. This multi-objective real-life problem was solved by using the reservation level driven Tchebycheff procedure. Finally, the most preferred non-dominated solutions were determined by considering investors' preferences.
The task of a capacity allocation policy is to determine the optimal quantity of capacity that has to be shared among the transmitting entities. In this work the allocation problem is modelled by the multiobjective P...
详细信息
ISBN:
(纸本)9781467309202
The task of a capacity allocation policy is to determine the optimal quantity of capacity that has to be shared among the transmitting entities. In this work the allocation problem is modelled by the multiobjectiveprogramming (MOP) theory. In particular, an allocation criterion based on the L_p-problem is proposed to find out a capacity allocation, among Earth Stations, representative of a compromise if Packet Loss Probability and Transmitted Power are taken into account as performance metrics. The paper also discusses the existence of a capacity allocation, called Capacity Bound, on which the performance converges independently of the overall capacity available C_(TOT)- A performance analysis, carried out through simulations and under different satellite channel conditions, is finally proposed to investigate the allocation criterion performance and to show the Capacity Bound existence.
This paper presents a weight sensitivity algorithm that can be used to investigate a portion of weight space of interest to the decision maker in a goal or multiple objective programme. The preferential information re...
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This paper presents a weight sensitivity algorithm that can be used to investigate a portion of weight space of interest to the decision maker in a goal or multiple objective programme. The preferential information required from the decision maker is an initial estimate of their starting solution, with an equal weights solution being used as a default if this is not available, and preference information that will define the portion of weight space on which the sensitivity analysis is to be conducted. The different types of preferential information and how they are incorporated by the algorithm are discussed. The output of the algorithm is a set of distinct solutions that characterise the portion of weight space searched. The possible different output requirements of decision makers are detailed in the context of the algorithm. The methodology is demonstrated on two examples, one hypothetical and the other relating to predicting cinema-going behaviour. Conclusions and avenues for future research are given. (C) 2011 Elsevier B.V. All rights reserved.
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