Fuzzy multi-objective chance-constrained programming model for hazardous materials transportation

Hazardous materials transportation is an important and hot issue of public safety. Based on the shortest path model, this paper presents a fuzzy multi-objective programming model that minimizes the transportation risk to life, travel time and fuel consumption. First, we present the risk model, travel time model and fuel consumption model. Furthermore, we formulate a chance-constrained programming model within the framework of credibility theory, in which the lengths of arcs in the transportation network are assumed to be fuzzy variables. A hybrid intelligent algorithm integrating fuzzy simulation and genetic algorithm is designed for finding a satisfactory solution. Finally, some numerical examples are given to demonstrate the efficiency of the proposed model and algorithm.     

A genetic algorithm for a bi-objective capacitated arc routing problem

The capacitated arc routing problem (CARP) is a very hard vehicle routing problem for which the objective—in its classical form—is the minimization of the total cost of the routes. In addition, one can seek to minimize also the cost of the longest trip.In this paper, a multi-objective genetic algorithm is presented for this more realistic CARP. Inspired by the second version of the Non-dominated sorted genetic algorithm framework, the procedure is improved by using good constructive heuristics to seed the initial population and by including a local search procedure. The new framework and its different flavour is appraised on three sets of classical CARP instances comprising 81 files.Yet designed for a bi-objective problem, the best versions are competitive with state-of-the-art metaheuristics for the single objective CARP, both in terms of solution quality and computational efficiency: indeed, they retrieve a majority of proven optima and improve two best-known solutions.     

Optimizing bi-objective imperfect preventive maintenance model for series-parallel system using established hybrid genetic algorithm

This study establishes a bi-objective imperfect preventive maintenance (BOIPM) model of a series-parallel system. The improvement factor method is used to evaluate the extent to which repairing components can restore the system reliability. The total maintenance cost and mean system reliability are optimized simultaneously through determining the most appropriate maintenance alternative. A bi-objective hybrid genetic algorithm (BOHGA) is established to optimize the BOIPM model. The BOHGA utilizes a Pareto-based technique to determine and retain the superior chromosomes as the GA chromosome evolutions are performed. Additionally, a unit-cost cumulative reliability expectation measure (UCCREM) is developed to evaluate the extent to which maintaining each individual component benefits the total maintenance cost and system reliability over the operational lifetime. This UCCREM is then incorporated into the genetic algorithm to construct a superior initial chromosome population and thereby enhance its solution efficiency. In order to obtain diverse bi-objective solutions as the Pareto-efficient frontier is approached, the closeness metric and diversity metric are employed to evaluate the superiority of the non-dominated solutions. Accordingly, decision makers can easily determine the most appropriate maintenance alternative. Three simulated cases verify the efficacy and practicality of this approach for determining an imperfect preventive maintenance strategy.     

Applying a sectioned genetic algorithm to word segmentation

This article presents a novel approach for morphological analysis based on the concept of genetic algorithms (GAs). Morphological analysis is of critical importance in data mining and information retrieval systems because it leads to a more homogeneous representation of words. The system presented here makes minimal use of language specific information and is therefore more general than the rule-based techniques that have been proposed in literature. A number of heuristics are created and tested as evaluation functions; both general-purpose ones as well as heuristics specifically designed for the task, and decisions are made on the optimum models for the genetic operators suitable for the specific implementation. Finally the system addresses the problem of simultaneous processing of a great number of words without excessively increasing the execution time or deteriorating the segmentation quality of the final results. This is accomplished by the division of the individuals into sections, following the application of a group of masks, and the operation of the GA on these smaller sections instead of on the entire individual.     

A new integrated mathematical model for a bi-objective multi-depot location-routing problem solved by a multi-objective scatter search algorithm

The location of manufacturing facilities is one of the most important strategic decisions considered in the design of logistic systems. Another important strategic decision is the structure and management of the fleets. Most often, even if two types of problem (i.e., location of facilities and vehicle routing) have occurred in a given scenario, they have been studied and solved separately. This paper presents a new integrated mathematical model for a bi-objective multi-depot location-routing problem where the total demand served is to be maximized and the total cost, consisting of start-up of the facility, fixed and variable depots and variable delivery cost, is to be minimized. Since this type of the problem is NP-hard, a new multi-objective scatter search (MOSS) algorithm is proposed to obtain the Pareto frontier for the given problem. To validate the performance of the proposed MOSS algorithm in terms of the solution quality and diversity level, various test problems are carried out and the efficiency of this algorithm based on some comparison metrics is compared with the elite tabu search (ETS). The computational results show that the proposed MOSS outperforms the ETS, especially in large-sized problems.     

A genetic algorithm for solving the fixed-charge transportation model: Two-stage problem

Transportation of goods in a supply chain from plants to customers through distribution centers (DCs) is modeled as a two-stage distribution problem in the literature. In this paper we propose genetic algorithms to solve a two-stage transportation problem with two different scenarios. The first scenario considers the per-unit transportation cost and the fixed cost associated with a route, coupled with unlimited capacity at every DC. The second scenario considers the opening cost of a distribution center, per-unit transportation cost from a given plant to a given DC and the per-unit transportation cost from the DC to a customer. Subsequently, an attempt is made to represent the two-stage fixed-charge transportation problem (Scenario-1) as a single-stage fixed-charge transportation problem and solve the resulting problem using our genetic algorithm. Many benchmark problem instances are solved using the proposed genetic algorithms and performances of these algorithms are compared with the respective best existing algorithms for the two scenarios. The results from computational experiments show that the proposed algorithms yield better solutions than the respective best existing algorithms for the two scenarios under consideration.     

Applying a genetic algorithm to the optimization of composite patches

This paper describes the application of genetic algorithms (GAs) to the optimization of a composite patch bonded on a metallic structure. The objective is to reduce the stress level in a given area under some constraints such as a maximum surface of the patch and some forbidden zones which cannot be covered by the patch. GAs are presently used for optimizing ply orientations of the stacking sequence as well as for the location and the shape of the patch which is modelled with a spline function. The design variables are ply orientations and coordinates of interpolation points which define a closed plane spline curve. Stress field calculations in the structure are carried out using the Ansys finite element package. The structure considered in this study is an aluminium plate with a circular hole around which the stress level must be reduced by bonding the composite patch. Shapes and ply stacking sequences resulting from the optimization procedure enable a local reinforcement in the neighbourhood of the patch and also a long-distance effect which consists in a deviation of the stress flow adjoining the area over which the stress level must be reduced.     

Effective selection and allocation of material handling equipment for stochastic production material demand problems using genetic algorithm

This paper addresses the stochastic production demand problem in a manufacturing company. The objective of this research is to minimize the waiting time of production workstations and reduce stochastic production material problems through coordinating pickup and delivery orders in a warehouse. RFID technology is adopted to visualize the actual status of operations in production and warehouse environments. A mathematical model is developed to address this problem and a meta-heuristic algorithm using genetic algorithm (GA) is also developed to improve performance. Computational experiments are undertaken to examine the performance of the algorithm when dealing with congestion in cases of heavy and normal demand for production material. The overall result shows that the algorithm efficiently minimizes the total makespan of the production shop floor.     

Modified savings heuristics and genetic algorithm for bi-objective vehicle routing problem with forced backhauls

The cost of distribution and logistics accounts for a sizable part of the total operating cost of a company. However, the cost associated with operating vehicles and crews for delivery purposes form an important component of total distribution costs. Small percentage saving in these expenses could result in a large amount of savings over a number of years. Increase in the number of automated teller machines (ATMs) in the bank industry enforced the researchers to concentrate much on the optimization of distribution logistics problem. The process of replenishing money in the ATMs is considered as a scope with bi-objectives such as minimizing total routing cost and minimizing the span of travel tour. Some of the pick-up routes of the problem are forced and it is termed as forced backhauls. This problem is termed as bi-objective vehicle routing problems with forced backhauls (BVFB). We developed three heuristics to solve BVFB. Two heuristics are modified savings heuristics and the third heuristic is based on adapted genetic algorithm (GA). Standard data sets of VRPB of real life cases for BVFB and randomly generated datasets for BVFB are solved using all the three heuristics. The results are compared and found that all the three heuristics are competitive in solving BVFB. GA yields better solution compared to the other two heuristics.     

A genetic algorithm using priority-based encoding with new operators for fixed charge transportation problems

In this paper, we propose a genetic algorithm using priority-based encoding (pb-GA) for linear and nonlinear fixed charge transportation problems (fcTP) in which new operators for more exploration are proposed. We modify a priority-based decoding procedure proposed by Gen et al. [1] to adapt with the fcTP structure. After comparing well-known representation methods for a transportation problem, we explain our proposed pb-GA. We compare the performance of the pb-GA with the recently used spanning tree-based genetic algorithm (st-GA) using numerous examples of linear and nonlinear fcTPs. Finally, computational results show that the proposed pb-GA gives better results than the st-GA both in terms of the solution quality and computation time, especially for medium- and large-sized problems. Numerical experiments show that the proposed pb-GA better absorbs the characteristics of the nonlinear fcTPs.     

A stochastic EM algorithm for a semiparametric mixture model

Recently, there has been a considerable interest in finite mixture models with semi-/non-parametric component distributions. Identifiability of such model parameters is generally not obvious, and when it occurs, inference methods are rather specific to the mixture model under consideration. Hence, a generalization of the EM algorithm to semiparametric mixture models is proposed. The approach is methodological and can be applied to a wide class of semiparametric mixture models. The behavior of the proposed EM type estimators is studied numerically not only through several Monte-Carlo experiments but also through comparison with alternative methods existing in the literature. In addition to these numerical experiments, applications to real data are provided, showing that the estimation method behaves well, that it is fast and easy to be implemented.     

Design of a genetic algorithm for bi-objective unrelated parallel machines scheduling with sequence-dependent setup times and precedence constraints

This paper presents a novel, two-level mixed-integer programming model of scheduling N jobs on M parallel machines that minimizes bi-objectives, namely the number of tardy jobs and the total completion time of all the jobs. The proposed model considers unrelated parallel machines. The jobs have non-identical due dates and ready times, and there are some precedence relations between them. Furthermore, sequence-dependent setup times, which are included in the proposed model, may be different for each machine depending on their characteristics. Obtaining an optimal solution for this type of complex, large-sized problem in reasonable computational time using traditional approaches or optimization tools is extremely difficult. This paper proposes an efficient genetic algorithm (GA) to solve the bi-objective parallel machine scheduling problem. The performance of the presented model and the proposed GA is verified by a number of numerical experiments. The related results show the effectiveness of the proposed model and GA for small and large-sized problems.     

A new stochastic approach for a reliable p-hub covering location problem

A hub location problem (HLP) is a fertile research field, in the aspect of interdisciplinary studies, such as transportation, operation research, network design, telecommunication and economics. The location of hub facilities and allocation of non-hub nodes to hubs configure the backbone of HLPs. This study presents a new mathematical model for a reliable HLP by a new stochastic approach to minimize the total transportation cost and obtain maximum flows that the network can carry, when its link capacities are subject to stochastic degradations, as in a form of daily traffic, earthquake, flood, etc. We consider the road capacity reliability as a probability that ensures the maximum network capacity is greater than or equal to the total incoming flow to the network by considering the road capacity as random variable. As a result, this paper assumes that link capacities satisfy in a Truncated Erlang $(\mathit{TErl})$ distribution function. Due to complexity of the HLP, a meta-heuristic algorithm, namely differential evolution (DE) algorithm, is applied on the problem in order to achieve near-optimal solutions. Furthermore, the performance of the proposed algorithm (i.e., DE) is evaluated by the performance of the genetic algorithm (GA) applied on the given problem. Some computational experiments are presented to illustrate the effectiveness of the presented model and proposed algorithm. Finally the conclusion is provided.     

An optimization model for reverse logistics network under stochastic environment by using genetic algorithm

Recovery of used products has become increasingly important recently due to economic reasons and growing environmental or legislative concern. Product recovery, which comprises reuse, remanufacturing and materials recycling, requires an efficient reverse logistic network. One of the main characteristics of reverse logistics network problem is uncertainty that further amplifies the complexity of the problem. The degree of uncertainty in terms of the capacities, demands and quantity of products exists in reverse logistics parameters. With consideration of the factors noted above, this paper proposes a probabilistic mixed integer linear programming model for the design of a reverse logistics network. This probabilistic model is first converted into an equivalent deterministic model. In this paper we proposed multi-product, multi-stage reverse logistics network problem for the return products to determine not only the subsets of disassembly centers and processing centers to be opened, but also the transportation strategy that will satisfy demand imposed by manufacturing centers and recycling centers with minimum fixed opening cost and total shipping cost. Then, we propose priority based genetic algorithm to find reverse logistics network to satisfy the demand imposed by manufacturing centers and recycling centers with minimum total cost under uncertainty condition. Finally, we apply the proposed model to a numerical example.     

Using genetic algorithm and TOPSIS technique for multiobjective transportation problem: a hybrid approach

A hybrid approach to solve the multiobjective transportation problem (TP) is presented. The TP as a special type of the network optimization problems that has the special data structure in solution characterized as transportation graph. In encoding TP, we introduce a new chromosome's structure which is adopted as it is capable of representing all possible feasible solutions. Also, in order to keep the feasibility of the chromosome, the crossover and the mutation were modified. The proposed approach maintains a finite-sized archive of non-dominated solutions which gets iteratively updated in the presence of new solutions based on the concept of ?-dominance. Moreover, to help the decision maker to extract the best compromise solution from a finite set of alternatives, a technique for order performance by similarity to ideal solution (TOPSIS) method is adopted. Numerical simulations show the effectiveness and efficiency of the proposed approach.     

Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model

On the basis of the market microstructure theory, a continuous time microstructure model is proposed for describing the dynamics of financial markets with stochastic volatility property. From the microstructure model, one may obtain the estimates of two state variables, which represent the market excess demand and liquidity respectively but cannot be directly observed. Based on the indirectly obtained excess demand information instead of the prediction of price, a simple asset dynamic allocation approach is investigated. The local linearization method, nonlinear Kalman filter and maximum likelihood method-based estimation approach for the microstructure model proposed is presented. Case studies on the financial markets modelling and the estimated model-based asset dynamic allocation control for the JPY/USD (Japanese Yen/US Dollar) exchange rate and Japan TOPIX (Tokyo stock Price IndeX) show a satisfactory modelling precision and dynamic allocation performance.     

GAVEL - a new tool for genetic algorithm visualization

This paper surveys the state of the art in evolutionary algorithm visualization and describes a new tool called GAVEL. It provides a means to examine in a genetic algorithm (GA) how crossover and mutation operations assembled the final result, where each of the alleles came from, and a way to trace the history of user-selected sets of alleles. A visualization tool of this kind can be very useful in choosing operators and parameters and in analyzing how and, indeed, whether or not a GA works. We describe the new tool and illustrate some of the benefits that can be gained from using it with reference to three different problems: a timetabling problem, a job-shop scheduling problem, and Goldberg and Horn's long-path problem. We also compare the tool to other available visualization tools, pointing out those features which are novel and identifying complementary features in other tools     

The decision model of task allocation for constrained stochastic distributed systems

In distributed systems, an application program is divided into several software modules, which need to be allocated to processors connected by communication links. The distributed system reliability (DSR) could be defined as the probability of successfully completing the distributed program. Previous studies about optimal task allocation with respect to DSR focused on the effects of the inter-connectivity of processors, the failure rates of the processors, and the failure rates of the communication links. We are the first to study the effects of module software reliabilities and module execution frequencies on the optimal task allocation. By viewing each module as a state in the Markov process, we build a task allocation decision model to maximize DSR for distributed systems with 100% reliable network. In this model, the DSR is derived from the module software reliabilities, the processor hardware reliabilities, the transition probabilities between modules, and the task allocation matrix. Resource constraints of memory space limitation and computation load limitation on each processor are considered. The constraint of total system cost, including the execution cost, the communication cost, and the failure cost, is also considered. We solve the problem by Constraint Programming using the ILOG SOLVER library. We then apply the proposed model to a case extended from previous studies. Finally, a sensitivity analysis is performed to verify the effects of module software reliabilities and processor hardware reliabilities on the DSR and on the task allocation decision.