双重随机不确定条件下的一次性容量扩展投资

考察在未来市场价格和新增容量利用率双重不确定条件下,一次性容量扩展项目投资的最优时机选择问题.应用实物期权的相关理论和方法,建立了一个以投资期权价值最大化为目标函数,以期望第一触点时间为决策变量的项目投资决策模型,并设计了基于Riskoptimizer软件包的仿真优化算法.最后的仿真算例表明了双重随机不确定因素对容量扩展项目最优投资时机选择的定量影响.     

An approach to stochastic programming for medium term planning

A number of methods of obtaining the distribution of the optimum of the ‘wait and see’ stochastic programming model have been proposed, but computational experience for these is currently limited to the solution of small problems. The purpose of this paper is to discuss the role of the ‘wait and see’ model in planning, and to propose a method of analysis based on the minimax and maximax decision criteria. The approach requires the solution of a special class of non-linear programming problems. Computational results to date suggest that it will be possible to analyse practically sized problems in this way.     

Decision making with stochastic dominance: An expository review

This paper surveys the use of stochastic dominance to decision making under uncertainty. The first part presents the relevant definitions and some properties of distributions satisfying one of the stochastic dominance conditions. These properties include restrictions on moments, an invariance property, and properties of random variables related by an exact formula.The second part contains some applications of the stochastic dominance method and especially the problem of selecting optimal portfolios. Most of the results in this section deal with conditions that make diversification an optimal strategy.     

An efficient algorithm for distance total domination in block graphs

The \(k\)-distance total domination problem is to find a minimum vertex set \(D\) of a graph such that every vertex of the graph is within distance \(k\) from some vertex of \(D\) other than itself, where \(k\) is a fixed positive integer. In the present paper, by using a labeling method, we design an efficient algorithm for solving the \(k\)-distance total domination problem on block graphs, a superclass of trees.     

An efficient approach for large scale graph partitioning

In this paper, we consider the problem of partitioning the set of vertices of a graph intok subsets of approximately the same cardinality in such a way that the number of edges whose endpoints are in different subsets is minimized. A greedy heuristic, called Procedure1, based on the independent growth of each subset by fronts is proposed for constructing a good-quality graph partition. In addition, we present a more sophisticated version of the greedy heuristic, called Procedure2, which periodically calls a routine to refine the partition being built. We show that the partitions generated by Procedure1 are competitive with those obtained by several constructive heuristics in the literature, e.g. spectral, geometric, as well as other greedy heuristics. Moreover, the partitions produced by Procedure2 are compared with those produced by a leading graph partitioning method in the literature.     

A stochastic model of industrial fluctuations: An international comparison

This paper presents a stochastic model of production fluctuations. It compares the distributions of observed duration times for expansionary and contractionary phases with those which would be expected if production fluctuations were generated by a random process. From an analysis of the post World War II production time series of seven developed countries, it was concluded that the only ‘cycles’ in industrial activity are ‘Monte Carlo cycles’.     

A strategic and global manufacturing capacity management optimisation model: A Scenario-based multi-stage stochastic programming approach

Large-scale multinational manufacturing firms often require a significant investment in production capacity and extensive management efforts in strategic planning in an uncertain business environment. In this research we first discuss what decision terms and boundary conditions a holistic capacity management model for the manufacturing industry must contain. To better understand how these decision terms and constraints have been employed by the recent model developers in the area of capacity and resource management modelling for manufacturing, 69 optimisation-based (deterministic and stochastic) models have been carefully selected from 2000 to 2018 for a brief comparative analysis. The results of this comparison shows although applying uncertainty into capacity modelling (in stochastic form) has received a greater deal of attention most recently (since 2010), the existing stochastic models are yet very simplistic, and not all the strategic terms have been employed in the current model developments in the field. This lack of a holistic approach although is evident in deterministic models too, the existing stochastic counterparts proved to include much less decision terms and inclusive constraints, which limits them to a limited applications and may cause sub-optimal solutions. Employing this set of holistic decision terms and boundary conditions, this work develops a scenario-based multi-stage stochastic capacity management model, which is capable of modelling different strategic terms such as capacity level management (slight, medium and large capacity volume adjustment to increase/decrease capacity), location/relocation decisions, merge/decomposition options, and product management (R&D, new product launch, product-to-plant and product-to-market allocation, and product phase-out management). Possibility matrix, production rates, different financial terms and international taxes, inflation rates, machinery depreciation, investment lead-time and product cycle-time are also embedded in the model in order to make it more practical, realistic and sensitive to strategic decisions and scenarios. A step-by-step open-box validation has been followed while designing the model and a holistic black-box validation plan has been designed and employed to widely validate the model. The model then has been verified by deploying a real-scaled case of Toyota Motors UK (TMUK) decision of mothballing one of their production lines in the UK after the global recession in 2010.     

An evaluation of flow-shop scheduling algorithms for makespan reduction in a stochastic environment

This paper addresses the problem of makespan reduction and improvement in related performance measures in the stochastic flow shop. The experimental design addresses the issues of the problem size in terms of the number of jobs and machines, the bottleneck location within the production facility, and the processing time distribution and sensitivity to variance. In other words, many of the assumptions that are typically made in the published literature are violated in favour of a more realistic production basis. Experiments are performed via simulation to examine the performance of several well known flow-shop scheduling algorithms and one new algorithm in this challenging environment. The authors conclude that distributional effects and bottleneck considerations can play a role in the performance of the various algorithms considered. This paper further indicates that the problem size also tends to drive the effectiveness of the scheduling strategies examined, and presents information regarding interesting interaction effects between the problem size and the other elements of experimental concern.     

An efficient approach for searching optimal multi-keywords coverage routes

Journal of Combinatorial Optimization - Keyword-aware optimal route queries are a combinatorial optimization problem with three factors, namely keyword coverage, route budget constraint and route...     

An efficient generalized network-simplex-based algorithm for manufacturing network flows

Fang and Qi (Optim. Methods Softw. 18:143–165, 2003) introduced a new generalized network flow model called manufacturing network flow model for manufacturing process modeling. A key distinguishing feature of such models is the assembling of component raw-materials, in a given proportion, into an end-product. This assembling operation cannot be modeled using usual generalized networks (which allow gains and losses in flows), or using multi-commodity networks (which allow flows of multiple commodity types on a single arc). The authors developed a network-simplex-based algorithm to solve a minimum cost flow problem formulated on such a generalized network and indicated systems of linear equations that need to be solved during the course of the network-simplex-based solution procedure. In this paper, it is first shown how various steps of the network-simplex-based solution procedure can be performed efficiently using appropriate data structures. Further, it is also shown how the resulting system of linear equations can be solved directly on the generalized network.     

An integrated system for capacity planning and facility layout

In order to achieve efficient facility design for service type activities, operating under dynamic conditions and a large number of constraints, the use of a traditional approach has proved to be tedious and time consuming. Development of an efficient decision support system for such a situation calls for the consideration of the complex nature of interaction between the system parameters and the relationship between the working environment and the resources within the system. Mathematical programming techniques, e.g. linear and integer programming as well as queuing models, though useful in handling combinatorial optimization problems, are incapable of dealing with stochastic utilization problems normally encountered in the design of facilities of a fast changing environment. This paper makes use of a pattern search algorithm for the optimal allocation of service facility resources. The layout of the facilities has then been optimized by the use of the CLASS algorithm. The two separate algorithms have suitably been integrated together into a single simulation-based system. The effectiveness of the proposed methodology has been demonstrated by means of a real case study pertaining to design and layout optimization of a multi-functional gasoline service station in Bangkok.     

An efficient heuristic procedure for solving the layout design problem

The limited ability of schematic procedures, constraints of linear programming techniques, inflexibility of construction methods and inadequacy of dynamic programming approaches to provide acceptable solutions to realistic size layout design problems has led to an ever increasing interest in heuristic procedures. Comparative studies have shown that heuristic procedures can satisfy more desirable qualities in an ‘ideal algorithm’ to a greater extent than competitive techniques. Excessive computational effort, which has been one of the main criticisms levelled against heuristic approaches in the past, proves to be less of a problem in relation to layout design. By utilizing unique attributes associated with real-life problems and using small incisive modifications it is demonstrated how a heuristic procedure can be significantly improved.     

An efficient scheduling algorithm for the hot coil making in the steel mini-mill

This paper investigates and suggests an efficient solution to the problem of scheduling the steel making line in the Mini Steel Mill, which consists of three major processes: molten steel making, continuous slab casting, and hot charged rolling. Careful synchronization of these processes is a key productivity factor, since a very limited amount of work-in-process inventory is allowed. Since each process must run in batch, the schedule for the Mini-Mill consists of grouping and sequencing of lots for each process. However, each process has its own criteria for judging the quality of its lot grouping, which often conflicts with other processes. An efficient scheduling algorithm for the Mini-Mill is proposed. Numerical experiments with real world data suggest that the proposed algorithm yield satisfactory schedules very efficiently. The algorithm is currently used for the actual scheduling of a Mini-Mill in Korea.     

An approximation algorithm for stochastic multi-level facility location problem with soft capacities

Journal of Combinatorial Optimization - Facility location problem is one of the most important problems in the combinatorial optimization. The multi-level facility location problem and the facility...     

An efficient spread-based evolutionary algorithm for solving dynamic multi-objective optimization problems

Dynamic multi-objective optimization algorithms are used as powerful methods for solving many problems worldwide. Diversity, convergence, and adaptation to environment changes are three of the most important factors that dynamic multi-objective optimization algorithms try to improve. These factors are functions of exploration, exploitation, selection and adaptation operators. Thus, effective operators should be employed to achieve a robust dynamic optimization algorithm. The algorithm presented in this study is known as spread-based dynamic multi-objective algorithm (SBDMOA) that uses bi-directional mutation and convex crossover operators to exploit and explore the search space. The selection operator of the proposed algorithm is inspired by the spread metric to maximize diversity. When the environment changed, the proposed algorithm removes the dominated solutions and mutated all the non-dominated solutions for adaptation to the new environment. Then the selection operator is used to select desirable solutions from the population of non-dominated and mutated solutions. Generational distance, spread, and hypervolume metrics are employed to evaluate the convergence and diversity of solutions. The overall performance of the proposed algorithm is evaluated and investigated on FDA, DMOP, JY, and the heating optimization problem, by comparing it with the DNSGAII, MOEA/D-SV, DBOEA, KPEA, D-MOPSO, KT-DMOEA, Tr-DMOEA and PBDMO algorithms. Empirical results demonstrate the superiority of the proposed algorithm in comparison to other state-of-the-art algorithms.

     

随机环境中的生产作业计划问题

生产系统中通常会涉及各种不确定因素 ,如不确定的顾客定单、不确定的生产作业时间等 .在当今时间竞争非常激烈的时代中 ,生产型企业如何把握生产系统中的这些不定因素变得尤为关键 .本文研究在不确定的作业时间、工序间延迟时间等情况下的生产作业计划问题 ,利用 scenario模型把这类随机生产计划问题归纳为一个多阶段随机决策问题 .进而 ,采用Lagrangian松弛和 scenario分解的方法求解这样一个大型的决策问题 .最后 ,就一个实例建立模型、进行计算和分析 ,以说明本文提出的随机生产计划方法的特点和有效性     

An efficient tabu search algorithm for the single- machine mean tardiness problem

In this paper, an efficient tabu search algorithm is prepared for solving the single-machine mean tardiness problem. The proposed implementation of the tabu search approach suggests simple techniques for generating neighbourhoods of a given sequence and a combined scheme for intensification and diversification. The tabu search method is shown to produce results very close to the optimal solution using randomly generated problems with varying degrees of difficulty.     

An immune algorithm with stochastic aging and kullback entropy for the chromatic number problem

We present a new Immune Algorithm, IMMALG, that incorporates a Stochastic Aging operator and a simple local search procedure to improve the overall performances in tackling the chromatic number problem (CNP) instances. We characterize the algorithm and set its parameters in terms of Kullback Entropy. Experiments will show that the IA we propose is very competitive with the state-of-art evolutionary algorithms.     

An algorithm to dynamically adjust the number of Kanbans in stochastic processing times and variable demand environment

In a real-life environment, the just-in-time JIT system is subjected to various types of uncertainties such as stochastic processing times and variable demand. Since, JIT was only meant to operate in a deterministic environment, its performance is seriously affected by variations in processing times and demand. In this paper, a newly developed Kanban system is presented which uses an algorithm to dynamically and systematically manipulate the number of Kanbans in order to offset the blocking and starvation caused by the said uncertainties during a production cycle. The new system is termed a flexible Kanban system FKS . The steps of the algorithm are detailed and the effectiveness of FKS is demonstrated using an example model. For the example model, the solution procedure, results and a discussion are presented.