一类含有随机和模糊参数的规划模型

提出一类模糊机会约束的随机期望值规划模型,该模型同时含有随机和模糊参数.对改进的“报童问题”进行的分析,说明了模型的合理性.运用随机模拟与模糊模拟相结合的技术,给出了求解该规划模型的遗传算法.并对改进的“报童问题”进行了数值求解,同时给出了其它数值例子,进一步说明了所给出模型的适用性和有效性.     

油田措施配置的随机机会约束规划模型

以油田措施增产最大化为目标,兼顾成本、措施量等目标,建立了油田措施配置的随机机会约束规划模型,并给出了模型的混合智能算法。实例表明,该模型理论基础严格,求解方法科学有效,并具有一定的智能性,为油田措施配置提供了新的决策依据。     

基于粒子群算法的随机和模糊混合机会约束规划研究

研究一类混合机会约束规划模型,该模型含有随机和模糊参数。基于粒子群算法运用随机模拟和模糊模拟相结合的技术,给出了一种求解该规划模型的混合智能算法。并通过对实际模型的规划问题进行分析和数值求解,说明了该模型和算法的合理性和有效性。     

求解随机机会约束规划的混合智能算法

随机机会约束规划是一类有着广泛应用背景的随机规划问题,采用随机仿真产生样本训练BP网络以逼近随机函数,然后在微粒群算法中利用神经网络计算适应值和实现检验解的可行性,从而提出了一种求解随机机会约束规划的混合智能算法。最后通过两个实例的仿真结果说明了算法的正确性和有效性。     

求解模糊机会约束规划的混合智能算法

模糊机会约束规划是一类重要的模糊规划,它广泛地存在于许多领域中,微粒群算法已实现了对其的有效求解,但求解速度仍不能满足大规模模糊机会约束规划问题的求解,为了寻找更为高效的求解模糊机会约束规划的算法,通过采用模糊模拟产生样本训练BP网络以逼近模糊函数,然后应用微粒群算法并以逼近模糊函数的神经网络作为适应值估计及检验解的可行性,从而提出了一种求解模糊机会约束规划的混合智能算法。最后通过仿真结果说明了算法的正确性和有效性。     

供应链库存的模糊机会约束规划模型

研究了不确定环境下的供应链库存优化问题。考虑需求为模糊量,且可能在一定条件下不满足约束条件的决策前提,用三角模糊数表示需求,结合可能性理论中的可信性测度,建立了多品种联合补充的模糊机会约束规划模型,目标函数为最小化供应链订货成本和库存成本的期望值。用遗传算法对优化模型求解,以目标函数值作为染色体适应度,给出了编码方案及选择、交叉、变异算子。用数值实例进行了仿真计算,证明了模型和算法的有效性和性能,并给出了不同置信水平下的计算结果。     

求解随机机会约束规划的混合智能算法及应用

为更有效地求解随机机会约束规划问题,提出一种基于克隆选择算法(CSA)、随机模拟技术及神经网络的混合智能算法。采用随机模拟技术产生随机变量样本矩阵训练反向传播(BP)网络以逼近不确定函数,之后在CSA中利用神经网络检验个体的可行性、计算适应度,从而得到优化问题的最优解。为保证算法搜索的快速性和有效性,CSA采用双克隆和双变异策略。仿真结果表明,与已有算法相比,混合智能算法在500代时已取得比较满意的结果,且其精度在单目标优化问题中提高了2.2%,在多目标优化问题中提高了65%;将该算法应用于求解水库优化调度的难题上,结果也表明所建立的模型及算法的可行性和有效性。     

基于随机模拟与PSO算法相结合的随机机会约束规划算法

随机机会约束规划作为一类重要的随机规划,广泛存在于许多领域中.为了寻找更有效的求解随机机会约束规划的算法,通过采用随机模拟来逼近随机函数,并在微粒群算法PSO(Particle Swarm Optimization)中利用随机模拟实现估计适应值和检验解的可行性,从而给出了求解随机机会约束规划的新算法,最后,测试其性能并与遗传算法进行了比较,实例结果表明该算法的正确性和有效性.     

求解模糊相关机会规划模型的混合差分进化算法

针对不确定规划领域中存在的模糊相关机会规划模型,基于群体智能的差分进化算法,设计一种新的求解模糊相关机会规划模型的混合智能算法．该算法基于粒子群优化算法对差分进化算法进行改进,并运用模糊模拟技术对模糊相关机会规划模型进行分析和数值求解,无需像传统的基于遗传算法的混合智能算法需要很长时间并经过复杂的计算才能得到合理的结果．最后,通过实例表明了所提混合智能算法的合理性和有效性．     

产品设计方案费效权衡的随机机会约束规划模型

针对产品设计方案费效权衡中由于未考虑生产过程中不确定性因素影响而导致的权衡结果易产生偏差的问题, 提出将不确定优化理论引入产品设计方案费效权衡模型中。在对关键设计参数敏感性分析的基础上,将敏感性变量以及费用估算的偏差描述为随机变量,构建基于以产品设计方案费效权衡的随机机会约束规划模型,并采用嵌入蒙特卡洛模拟的遗传算法求解,得到考虑不确定因素影响的最优产品设计方案。最后以混凝土泵车为实例,验证了模型的有效性。研究表明,采用费效权衡随机机会约束规划模型得到的产品设计方案,更能反映生产实际,可以最大程度保证不确定条件下产品设计决策目标的实现。     

求解随机相关机会规划的有效算法

随机相关机会规划作为一类重要的随机规划,存在于许多领域中.为了寻找更为有效的求解随机相关机会规划的算法,采用随机仿真来逼近机会函数,在微粒群算法中利用随机仿真估计适应值,提出一种将随机仿真与微粒群算法相结合的随机相关机会规划算法.通过实例仿真测试该算法的性能,并与遗传算法进行比较,结果表明本算法具有一定的优势.     

Optimising multi-product multi-chance-constraint inventory control system with stochastic period lengths and total discount under fuzzy purchasing price and holding costs

While the usual assumptions in multi-periodic inventory control problems are that the orders are placed at the beginning of each period (periodic review) or depending on the inventory level they can happen at any time (continuous review), in this article, we relax these assumptions and assume that the periods between two replenishments of the products are independent and identically distributed random variables. Furthermore, assuming that the purchasing price are triangular fuzzy variables, the quantities of the orders are of integer-type and that there are space and service level constraints, total discount are considered to purchase products and a combination of back-order and lost-sales are taken into account for the shortages. We show that the model of this problem is a fuzzy mixed-integer nonlinear programming type and in order to solve it, a hybrid meta-heuristic intelligent algorithm is proposed. At the end, a numerical example is given to demonstrate the applicability of the proposed methodology and to compare its performance with one of the existing algorithms in real world inventory control problems.     

Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems

This paper presents a procedure for solving a multiobjective chance-constrained programming problem. Random variables appearing on both sides of the chance constraint are considered as discrete random variables with a known probability distribution. The literature does not contain any deterministic equivalent for solving this type of problem. Therefore, classical multiobjective programming techniques are not directly applicable. In this paper, we use a stochastic simulation technique to handle randomness in chance constraints. A fuzzy goal programming formulation is developed by using a stochastic simulation-based genetic algorithm. The most satisfactory solution is obtained from the highest membership value of each of the membership goals. Two numerical examples demonstrate the feasibility of the proposed approach.     

Credibility-based chance-constrained integer programming models for capital budgeting with fuzzy parameters

In this paper, we discuss a problem of capital budgeting in a fuzzy environment. Two types of models are proposed using credibility to measure confidence level. Since the proposed optimization problems are difficult to solve by traditional methods, a fuzzy simulation-based genetic algorithm is applied. Two numerical experiments demonstrate the effectiveness of the proposed algorithm.     

Solving fuzzy (stochastic) linear programming problems using superiority and inferiority measures

In this paper, the author presents a model to measure the superiority and inferiority of fuzzy numbers/fuzzy stochastic variables. Then, the new measures are used to convert the fuzzy (stochastic) linear program into the corresponding deterministic linear program. Numerical examples are provided to illustrate the effectiveness of the proposed method.     

A parametric programming solution to the F-policy queue with fuzzy parameters

This paper investigates the F-policy queue using fuzzy parameters, in which the arrival rate, service rate, and start-up rate are all fuzzy numbers. The F-policy deals with the control of arrivals in a queueing system, in which the server requires a start-up time before allowing customers to enter. A crisp F-policy queueing system generalised to a fuzzy environment would be widely applicable; therefore, we apply the α-cuts approach and Zadeh's extension principle to transform fuzzy F-policy queues into a family of crisp F-policy queues. This study presents a mathematical programming approach applicable to the construction of membership functions for the expected number of customers in the system. Furthermore, we propose an efficient solution procedure to compute the membership function of the expected number of customers in the system under different levels of α. Finally, we give an example of the proposed system as applied to a case in the automotive industry to demonstrate its practicality.     

An approximate dynamic programming approach to solving a dynamic, stochastic multiple knapsack problem

We model a multiperiod, single resource capacity reservation problem as a dynamic, stochastic, multiple knapsack problem with stochastic dynamic programming. As the state space grows exponentially in the number of knapsacks and the decision set grows exponentially in the number of order arrivals per period, the recursion is computationally intractable for large-scale problems, including those with long horizons. Our goal is to ensure optimal, or near optimal, decisions at time zero when maximizing the net present value of returns from accepted orders, but solving problems with short horizons introduces end-of-study effects which may prohibit finding good solutions at time zero. Thus, we propose an approximation approach which utilizes simulation and deterministic dynamic programming in order to allow for the solution of longer horizon problems and ensure good time zero decisions. Our computational results illustrate the effectiveness of the approximation scheme.