Linear programming software tools on UNIX System

Linear programming(LP) is one of the most widely used Operations Research/Management Science/Industrial Engineering techniques. Recently, multiple criteria decision making or multiple objective linear programming has been well established as a practical approach to seeking satisfactory solutions to real-world decision problems.

In this paper we develop software tools for solving various linear programming problems such as a traditional LP problem, bicriteria LP problem, and multi-criteria LP problem on UNIX system. In a phase for reading data of various LP problems, we define a BNF(Backus-Nauel form) of various LP problems and implement BNF rules by using the C programming language.

In a phase for computing various LP problems, we use efficient methods for solving LP problems, develop various software tools on UNIX system, and combine each LP tool corresponding to an user request in which the Shell programming is used.

We also demonstrate some real-world LP problems by using LP software tools developed here on an UNIX System. Sanyo MPS 020.     

Software package for large-scale 0–1 linear programming on Unix system: GUB technique

Recently, a multiple criteria decision making (MCDM) has been well established as a practical approach to seek a satisfactory solution to a decision making problem. Linear programming (LP) is one of the most widely used OR/MS/IE techniques for solving MCDM problems. In the realistic decision making problems, many LP problems are involved a large number of 0–1 decision variables and a special type of system structures. So much kind of the large-scale 0–1 LP problems are simply too large fit into a microcomputer/workstation.

In this paper, we develop a software package micro 0–1LP(GUB) for solving LP problems with a generalized upper bounding (GUB) structure as large-scale 0–1LP problems on UNIX systems. From the views of the computational experience and storage requirement, micro 0–1LP(GUB) using the C programming language is implemented an efficient method in which the GUB structure would be effectively handled.

As a real-world large-scale 0–1LP problem with the GUB structures by the micro 0–1LP (GUB) software package developed here, we demonstrate an optimization problem of system reliability for selecting the allocating the components on an UNIX system, Sanyo/Icon MPS 020.     

INTERACTIVE DECISION MAKING FOR MULTI-OBJECTIVE LINEAR FRACTIONAL PROGRAMMINGPROBLEMS WITH FUZZY PARAMETERS

Abstract

In this paper, we focus on multiobjective linear fractional programming problems with fuzzy parameters and present a new interactive decision making method for obtaining the satisficing solution of the decision maker (DM) on the basis of the linear programming method. The fuzzy parameters in the objective functions and the constraints are characterized by fuzzy numbers. The concept of a-Pareto optimality is introduced in which the ordinary Pareto optimality is extended based on the α-level sets of the fuzzy numbers. In our interactive decision making method, in order to generate a candidate for the satisficing solution which is also a-Pareto optimal, if the DM specifies the degree α of the a-level sets and the reference objective values, the minimax problem is solved by combined use of the bisection method and the linear programming method and the DM is supplied with the corresponding α-Pareto optimal solution together with the trade-off rates among the values of the objective functions and the degree a. Then by considering the current values of the objective functions and a as well as the trade-off rates, the DM acts on this solution by updating his/her reference objective values and/or degree a. In this way the satisficing solution for the DM can be derived efficiently from among an a-Pareto optimal solution set. A numerical example illustrates various aspects of the results developed in this paper.     

权重不完全确定的直觉模糊多属性决策的灰色关联分析方法

针对属性权重信息不完全确定且属性值以直觉模糊数形式给出的多属性决策问题提出了一种灰色关联分析的方法. 首先介绍了直觉模糊理论的有关概念, 然后依据TOPSIS、灰色关联分析法给出了解决问题的步骤, 并通过一个单目标优化模型求得属性信息的确定值, 从而得到排序结果. 最后给出了一个应用实例, 其结果表明了该方法的实用性和有效性.     

Optimal decision making in multi-product dual sourcing procurement with demand forecast updating

In this paper, we will investigate a buyer's decision making problem in procuring multiple products, each treated as a newsvendor, from two markets. The contract market has a long lead time, a fixed wholesale price and resource constraints. While the spot market has an instant lead time and a highly volatile price. The purchasing decision at the spot market can be made near the beginning of the selling season to take the advantage of the most recent demand forecast. The buyer needs to determine the purchasing quantity for each product at the two markets to maximize the expected profit by trading off between the resource availability, demand uncertainty and price variability. The procurement decision making is modeled as a bi-level programming problem under both a single resource constraint and under multiple resource constraints. We show that this bi-level programming problem can be formulated as a single-level concave programming problem. We then develop a sequential algorithm which solves for a linear approximation of the concave programming problem in each iteration. This algorithm can be used to solve a real world problem with up to thousands of kinds of products, and is found to be highly efficient and effective.     

A fuzzy VIKOR method for supplier selection based on entropy measure for objective weighting

Recently, resolving the problem of evaluation and ranking the potential suppliers has become as a key strategic factor for business firms. With the development of intelligent and automated information systems in the information era, the need for more efficient decision making methods is growing. The VIKOR method was developed to solve multiple criteria decision making (MCDM) problems with conflicting and non-commensurable criteria assuming that compromising is acceptable to resolve conflicts. On the other side objective weights based on Shannon entropy concept could be used to regulate subjective weights assigned by decision makers or even taking into account the end-users’ opinions. In this paper, we treat supplier selection as a group multiple criteria decision making (GMCDM) problem and obtain decision makers’ opinions in the form of linguistic terms. Then, these linguistic terms are converted to trapezoidal fuzzy numbers. We extended the VIKOR method with a mechanism to extract and deploy objective weights based on Shannon entropy concept. The final result is obtained through next steps based on factors R, S and Q. A numerical example is proposed to illustrate an application of the proposed method.     

An entropy target-point approach to multiobjective programming

In this paper, we present a method for solving multiple objective programming problems. The method can be interpreted as a ‘distance’ method, i.e. the method minimizes the ‘distance’ from a target point specified by the decision maker. The auxiliary ‘distance’ objective we use in our method is the entropy function. With this choice of auxiliary objective, we obtain a computationally efficient method. This algorithmic efficiency is especially emphasized when the method is to be used in an interactive scheme where the auxiliary problem has to be solved repeatedly for a number of different target points. Another attractive feature of the choice of an entropy auxiliary objective function is that it generates stable solutions.     

An α-Fuzzy Goal Approximate Algorithm for Solving Fuzzy Multiple Objective Linear Programming Problems

Multiple conflicting objectives in many decision making problems can be well described by multiple objective linear programming (MOLP) models. This paper deals with the vague and imprecise information in a multiple objective problem by fuzzy numbers to represent parameters of an MOLP model. This so-called fuzzy MOLP (or FMOLP) model will reflect some uncertainty in the problem solution process since most decision makers often have imprecise goals for their decision objectives. This study proposes an approximate algorithm based on a fuzzy goal optimization under the satisfactory degree α to handle both fuzzy and imprecise issues. The concept of a general fuzzy number is used in the proposed algorithm for an FMOLP problem with fuzzy parameters. As a result, this algorithm will allow decision makers to provide fuzzy goals in any form of membership functions.     

Pythagorean Fuzzy LINMAP Method Based on the Entropy Theory for Railway Project Investment Decision Making

The uncertainty and complexity of the decision‐making environment and the subjectivity of the decision makers will lead to the inevitable errors of the decision‐making data. A poor decision will be produced with those errors, whereas the linear programming technique for multidimensional analysis of preference (LINMAP) method can adjust such errors through constructing an optimal programming model based on the consistency of the decision‐making information, and it has been applied widely in multiple attribute group decision making (MAGDM). Moreover, Pythagorean fuzzy information is useful to simulate the ambiguous and uncertain decision‐making environment. Therefore, the LINMAP method under the Pythagorean fuzzy circumstance will be proposed in this paper to solve MAGDM problems. To measure the fuzziness and uncertainty of Pythagorean fuzzy set (PFS) and interval‐valued PFS, Pythagorean fuzzy entropy (PFE) and interval‐valued PFE (IVPFE) grounded on the similarity and hesitancy parts have been defined, respectively. Then, Pythagorean fuzzy LINMAP (PF LINMAP) methods are constructed on the basis of the PFE and IVPFE correspondingly. Under the given preference relations, the maximum consistency and the amount of knowledge can be realized by the proposed methods. After investigating the relevant indicator system, the decision‐making problem concerning railway project investment has been solved through the proposed PF LINMAP method with PFE. Finally, the practicability and effectiveness of the PF LINMAP method has been verified via the comparative analysis with the existing methods.     

部分权重信息下对方案有偏好的多属性决策法

研究只有部分权重信息且对方案有偏好的多属性决策问题．首先对方案的偏好信息以互反判断矩阵和互补判断矩阵这两种形式给出的情形，分别建立一个目标规划模型，通过求解这两个模型可确定属性的权重；然后提出一种基于目标规划模型的多属性决策方法；最后通过实例说明了该方法的可行性和有效性。     

Algorithms for solving large-scale 0–1 goal programming and its application to reliability optimization problem

Goal programming(GP) is one of the most widely used Operations Research/Management Science/Industrial Engineering techniques for solving multiple criteria decision making (MCD M) problems. In the realistic decision making problems, many GP problems are involved a large number of 0–1 decision variables and a special type of system structures.

Inthis paper, we develop a computational algorithm for solving 0–1 goal programming with a generalized upper bounding (GUB) structures. From the views of the computational experience and storage requirement, we implemented an efficient software package for UN IX workstations in which we called it micro 0–1 GP(GUB). In the micro 0–1 GP(GUB) developed here, the GUB structures would be effectively handled and we designed user-friendly GP data entry subsystem.

As a real-world 0–1 goal programming problem with the GUB structures, we demonstrate an optimization problem of system reliability for allocating redundant units by the micro 0–1 GP(GUB) software package on an UN IX system.     

The augmented weighted Tchebychev norm for optimizing a linear function over an integer efficient set of a multicriteria linear program

In this paper, we propose a new exact algorithm, using an augmented weighted Tchebychev norm, for optimizing a linear function on the efficient set of a multiple objective integer linear programming problem. This norm is optimized progressively by improving the value of the linear criteria and going through some efficient solutions. The method produced not only the best efficient solution of the linear objective function but also a subset of nondominated solutions that can help decision makers to select the best decision among a large set of Pareto solutions.     

基于权重集结和相对优势关系的多属性决策方法

分析多属性决策方法中决策矩阵规范化和属性权重计算等步骤可能对决策方法合理性造成的不良影响,为克服这些不良影响,提出一种新的多属性决策方法.该方法采用群决策模式进行赋权,在对专家意见进行一致性分析的基础上,集结各位专家给出的属性权重,通过定义备选方案在属性值为实数、区间数和语言值等不同类型属性上的相对优势关系构造判断矩阵,并以此建立方案效用值计算的线性目标规划模型,从而实现备选方案的评价和排序.实例研究表明了所提出方法的可行性和有效性.     

Modelling a nationwide crop planning problem using a multiple criteria decision making tool

Multiple criteria decision making (MCDM) tools have been used in recent years to solve a wide variety of problems. In this paper we consider a nation-wide crop-planning problem and show how an MCDM tool can be used efficiently and effectively for these types of problems. A crop-planning problem is usually formulated as a single objective linear programming model. The objective is either the maximization of return from cultivated land or the minimization of cost of cultivation. This type of problem, however, normally involves more than one goal. We thus formulate a crop-planning problem as a goal program (an MCDM tool) and discuss the importance of three different goals for a case problem. We solve the goal program with a real world data set, and compare the solution with that of linear program. We argue that the goal program provides better insights to the problem and thus allows better decision support.     

An Interactive Satisfying Method Based on Alternative Tolerance for Multiple Objective Optimization With Fuzzy Parameters

An interactive satisfying method based on alternative tolerance is presented for the multiple objective optimization problem with fuzzy parameters. Using the $alpha $ -level sets of the fuzzy numbers, all the objectives are modeled as the fuzzy goals, and the tolerances of the objectives are iteratively changed according to a decision maker for a satisfying solution. Via a specific attainable point programming model, the membership functions can be modified, and then, a lexicographic two-phase programming procedure is constructed correspondingly to find the final solution. In a special case, the objective constraint is added instead of changing the membership functions; therefore, the dissatisfying objectives for the decision maker can be improved step by step. The presented method not only acquires the $alpha $ -Pareto optimal or weak $alpha $-Pareto optimal solution of the fuzzy multiple objective optimization, but also satisfies the progressive preference of the decision maker. A numerical example shows its power.      

Revisiting the supplier selection problem: An integrated approach for group decision support

Decision support for supplier selection is a highly researched theme in procurement management literature. However applications of group decision support theories are yet to be explored extensively in this domain. This study proposes an approach for group decision support for the supplier selection problem by integrating fuzzy Analytic Hierarchy Process (AHP) for group decision making and fuzzy goal programming for discriminant analysis. In the first step, the fuzzy AHP theory with the Geometric Mean Method has been used to prioritize and aggregate the preferences of a group of decision makers. Then consensus has been developed between these aggregated priorities using the Ordinal Consensus Improvement Approach. Subsequently, the consensual priorities of this group of decision makers have been integrated with fuzzy goal programming theory for discriminant analysis to provide predictive decision support. Finally it has been shown through a case study how the integrated approach using fuzzy AHP for group decision making and fuzzy goal programming with soft constraints has been more effective as compared to an existing approach for group decision making using only AHP.     

Fuzzy R&D portfolio selection of interdependent projects

Global competition of markets has forced firms to invest in targeted R&D projects so that resources can be focused on successful outcomes. A number of options are encountered to select the most appropriate projects in an R&D project portfolio selection problem. The selection is complicated by many factors, such as uncertainty, interdependences between projects, risk and long lead time, that are difficult to measure. Our main concern is how to deal with the uncertainty and interdependences in project portfolio selection when evaluating or estimating future cash flows. This paper presents a fuzzy multi-objective programming approach to facilitate decision making in the selection of R&D projects. Here, we present a fuzzy tri-objective R&D portfolio selection problem which maximizes the outcome and minimizes the cost and risk involved in the problem under the constraints on resources, budget, interdependences, outcome, projects occurring only once, and discuss how our methodology can be used to make decision support tools for optimal R&D project selection in a corporate environment. A case study is provided to illustrate the proposed method where the solution is done by genetic algorithm (GA) as well as by multiple objective genetic algorithm (MOGA).     

两层多目标规划的罚函数法

研究了一类非线性两层多目标规划问题.在下层多目标规划问题的目标函数是严格凸函 数、决策变量约束集是凸集的假设下,通过将两层多目标规划问题转化成一系列单层多目标规划 问题,建立了两层多目标规划的罚函数理论,并进行了收敛性分析.从而丰富了两层多目标规划的 理论,为解决实际中的两层多目标决策问题提供了有力的工具.     

Applying fuzzy multi-objective linear programming to project management decisions with the interactive two-phase method

The aim of this paper is to develop an interactive two-phase method that can help the Project Manager (PM) with solving the fuzzy multi-objective decision problems. Therefore, in this paper, we first revisit the related papers and focus on how to develop an interactive two-phase method. Next, we establish to consider the imprecise nature of the data by fulfilling the possibilistic programming model, and we also assume that each objective work has a fuzzy goal. Finally, for reaching our objective, the detailed numerical example is presented to illustrate the feasibility of applying the proposed approach to PM decision problems at the end of this paper. Results show that our model can be applied as an effective tool. Furthermore, we believe that this approach can be applied to solve other multi-objective decision making problems.     

Fuzzy optimization of units products in mix-product selection problem using fuzzy linear programming approach

In this paper, the modified S-curve membership function methodology is used in a real life industrial problem of mix product selection. This problem occurs in the production planning management where by a decision maker plays important role in making decision in an uncertain environment. As analysts, we try to find a good enough solution for the decision maker to make a final decision. An industrial application of fuzzy linear programming (FLP) through the S-curve membership function has been investigated using a set of real life data collected from a Chocolate Manufacturing Company. The problem of fuzzy product mix selection has been defined. The objective of this paper is to find an optimal units of products with higher level of satisfaction with vagueness as a key factor. Since there are several decisions that were to be taken, a table for optimal units of products respect to vagueness and degree of satisfaction has been defined to identify the solution with higher level of units of products and with a higher degree of satisfaction. The fuzzy outcome shows that higher units of products need not lead to higher degree of satisfaction. The findings of this work indicates that the optimal decision is depend on vagueness factor in the fuzzy system of mix product selection problem. Further more the high level of units of products obtained when the vagueness is low.