Decision-making with uncertain data: Bayesian linear programming approach

This paper deals with decision making in a real time optimization context under uncertain data by linking Bayesian networks (BN) techniques (for uncertainties modeling) and linear programming (LP, for optimization scheme) into a single framework. It is supposed that some external events sensed in real time are susceptible to give relevant information about data. BN consists in graphical representation of probabilistic relationship between variables of a knowledge system and so permit to take into account uncertainty in an expert system by bringing together the classical artificial intelligence (AI) approach and statistics approach. They will be used to estimate numerical values of parameters subjected to the influence of random events for a linear programming program that perform optimization process in order to select optimal values of decision variables of a certain real time decision-making system.     

线性规划技术在石油化工行业的应用--生产计划优化的历史、现状

详细论述了线性规划技术(LP)在世界石油化工行业应用技术的开发和应用历史，着重阐述了LP在石化行业生产计划优化方面应用的主要关键技术的起源、开发历史和应用状态；详细论述了目前LP的主要应用技术以及相关的工艺模型技术在石化生产计划优化领域应用的最新应用，并以实例说明了应用LP技术可能获得的实际经济效益；论述了国内LP应用技术的近10年来的应用状态。     

Linear programming method for multiattribute group decision making using IF sets

The purpose of this paper is to develop a linear programming methodology for solving multiattribute group decision making problems using intuitionistic fuzzy (IF) sets. In this methodology, IF sets are constructed to capture fuzziness in decision information and decision making process. The group consistency and inconsistency indices are defined on the basis of pairwise comparison preference relations on alternatives given by the decision makers. An IF positive ideal solution (IFPIS) and weights which are unknown a priori are estimated using a new auxiliary linear programming model, which minimizes the group inconsistency index under some constraints. The distances of alternatives from the IFPIS are calculated to determine their ranking order. Moreover, some properties of the auxiliary linear programming model and other generalizations or specializations are discussed in detail. Validity and applicability of the proposed methodology are illustrated with the extended air-fighter selection problem and the doctoral student selection problem.     

Notes on “Possibilistic programming approach for fuzzy multidimensional analysis of preference in group decision making”

The aim of this note is to point out and correct some errors in the definitions, notations operations and possibilistic programming model introduced by Sadi-Nezhad and Akhtari (2008) and hereby develop two correct possibilistic programming models for fuzzy multidimensional analysis of preference in the fuzzy multiattribute group decision making problems with both the fuzzy weight vector and the fuzzy positive ideal solution (PIS) unknown a priori.     

Optimally solving Markov decision processes with total expected discounted reward function: Linear programming revisited

We compare the computational performance of linear programming (LP) and the policy iteration algorithm (PIA) for solving discrete-time infinite-horizon Markov decision process (MDP) models with total expected discounted reward. We use randomly generated test problems as well as a real-life health-care problem to empirically show that, unlike previously reported, barrier methods for LP provide a viable tool for optimally solving such MDPs. The dimensions of comparison include transition probability matrix structure, state and action size, and the LP solution method.     

Cross-border logistics with fleet management: A goal programming approach

In this paper, we introduce the cross-border logistics problem with fleet management. A major phenomenon of implementation of open-door policy in China is the move of Hong Kong-based manufacturers’ production lines to China, crossing the border to take advantages of lower production costs, lower wages and lower rental costs. The finished products are then transshipped to Hong Kong, an efficient logistics hub well-equipped with reliable transportation facility, for exporting. We present a preemptive goal programming model for multi-objective cross-border logistics problem, in which three objectives are optimized hierarchically. We also describe a framework for incorporating decision-makers’ opinions for determination of goal priorities and target values. A set of Hong Kong data have been used to test the effectiveness and efficiency of the proposed model. Results demonstrate the decision-makers can find the flexibility and robustness of the proposed model by adjusting the goal priorities with respect to the importance of each objective.     

Possibilistic programming approach for fuzzy multidimensional analysis of preference in group decision making

Multiple attribute decision making (MADM) problems are the most encountered problems in decision making. Fuzziness is inherent in decision making process and linguistic variables are well suited to assessing an alternative on qualitative attributes using fuzzy rating. A few techniques in MADM assess the weights of attributes based on preference information on alternatives. But they are not practical any more when the set of all paired comparison judgments from decision makers (DMs) on attributes are not crisp and also we have to deal with fuzzy decision matrix. This paper investigates the generation of a possibilistic model for multidimensional analysis of preference (LINMAP). The model assesses the fuzzy weights as well as locating the ideal solution with fuzzy decision making preference on attributes and fuzzy decision matrix. All of the information is assumed as triangular fuzzy numbers (TFNs). This method is developed in group decision making environments and formulates the problem as a possibilistic programming with multiple objectives.     

Leveraging technological knowledge transfer by using fuzzy linear programming technique for multiattribute group decision making with fuzzy decision variables

Despite the importance of knowledge transfer for firms involved in foreign direct investment activities, this area has not received appropriate attention from the perspectives of both the knowledge transferor (i.e., MNC parent) and the knowledge recipient. To fill in the gap in the current literature we propose a model to understand the links between criteria complicating the transfer of knowledge and preferences that the company has to focus. This model is based on both the existing literature as well as views of company representatives and provides a useful methodology for identifying decision making problems on the transfer of knowledge. In this paper, we investigate the fuzzy linear programming technique (FLP) to analyze these links and for multiple attribute group decision making (MAGDM) problems with preference information on criteria. To reflect the decision maker’s subjective preference information and to determine the weight vector of attributes, the technique for order preference by similarity to ideal solution (TOPSIS) developed by Hwang and Yoon (1995) and the linear programming technique for multidimensional analysis of preference (LINMAP) developed by Sirinivasan and Shocker (Psychometrica 38:337–369, 1973) are used.     

An Optimal Control Approach to Linear Systems Controlled by Multiple Controllers

This paper investigates the optimal control design methodology for linear systems which are collaboratively manipulated by multiple agents based on choices such that certain team targets are achieved. By minimizing the average energy cost subject to the set of specified target‐state constraints based on modern variation theory and the Lagrange method, a series of optimal control solutions are established for linear scalar and vector systems jointly controlled by two agents. In addition, a set of sub‐optimal controls are derived, which can lead to a tight upper bound on the average energy cost.     

GFUZ : An interactive program for solving a multicriteria decision making problem

In this paper, an interactive approach for dealing with a linear programing model under multiple and conflicting objectives is presented. The technique used can be regarded as fuzzy mathematical programming. A compromise solution is determined by eliciting from a single decision maker, a curve of preference for given aspiration levels of the objectives involved. Software was developed for a personal computer and can be helpful in providing support to practitioners utilizing mathematical modelling to justify their decisions.     

Linear programming applied to the flower sector: a Gladiolus bulb production case study

Mathematical modeling structure was developed to support representative Brazilian bulb growing and trading company's decision making process, during the Gladiolus production planning activity. The pertinent LP model was focused on client's bulb requests to be attended and showed interesting results (e.g., profit maximization and suggestions for optimal combinations of types of bulblet and spacing to be planted).     

Linear programming with interval right hand sides

In this paper, we study general linear programs in which right hand sides are interval numbers. This model is relevant when uncertain and inaccurate factors make difficult the assignment of a single value to each right hand side. When objective function coefficients are interval numbers in a linear program, classical criteria coming from decision theory (like the worst case criterion) are usually applied to determine robust solutions. When the set of feasible solutions is uncertain, we identify a class of linear programs for which these classical approaches are no longer relevant. However, it is possible to compute the worst optimum solution. We study the complexity of this optimization problem when each right hand side is an interval number. Then, we exhibit some duality relationships between the worst optimum solution problem and the best optimum solution to the dual problem.     

An integrated mathematical programming model for offset planning

The ability of a company to compete successfully in a global environment often extends beyond the ability to sell a product at a given price or service level. International “deals” are often based upon the company's ability to provide access to international markets (economic benefits), be perceived as socially responsible and meet political requirements. These requirements come in the form of offset, industrial participation or countertrade. Unfortunately, these factors cannot be measured in quantitative terms, but rather qualitative objectives. This paper presents the development of a quantitative model using multicriteria mathematical programming methods.This paper deals with the development of an integrated quantitative model for offset (countertrade) planning. The model includes multiple conflicting goals with inconsistent units requiring prioritization. As common in today's business environment, a single methodology for solving problems is insufficient. This paper discusses a case in which business decision-makers can take existing models from analytic hierarchy process (AHP) in socio-economic literature and apply it to the well-established goal programming model for an empirical example, based on the data obtained from the U.S. aerospace companies. The model is solved by a Micro Management Science computer software and its result is analyzed. The model validation is performed by sensitivity and factor analyses.     

An approach to multiattribute decision making with interval-valued intuitionistic fuzzy assessments and incomplete weights

This article proposes an approach to multiattribute decision making with incomplete attribute weight information where individual assessments are provided as interval-valued intuitionistic fuzzy numbers (IVIFNs). By employing a series of optimization models, the proposed approach derives a linear program for determining attribute weights. The weights are subsequently used to synthesize individual IVIFN assessments into an aggregated IVIFN value for each alternative. In order to rank alternatives based on their aggregated IVIFN values, a novel method is developed for comparing two IVIFNs by introducing two new functions: the membership uncertainty index and the hesitation uncertainty index. An illustrative investment decision problem is employed to demonstrate how to apply the proposed procedure and comparative studies are conducted to show its overall consistency with existing approaches.     

Linear programming support vector regression with wavelet kernel: A new approach to nonlinear dynamical systems identification

Wavelet theory has a profound impact on signal processing as it offers a rigorous mathematical framework to the treatment of multiresolution problems. The combination of soft computing and wavelet theory has led to a number of new techniques. On the other hand, as a new generation of learning algorithms, support vector regression (SVR) was developed by Vapnik et al. recently, in which ?-insensitive loss function was defined as a trade-off between the robust loss function of Huber and one that enables sparsity within the SVs. The use of support vector kernel expansion also provides us a potential avenue to represent nonlinear dynamical systems and underpin advanced analysis. However, for the support vector regression with the standard quadratic programming technique, the implementation is computationally expensive and sufficient model sparsity cannot be guaranteed. In this article, from the perspective of model sparsity, the linear programming support vector regression (LP-SVR) with wavelet kernel was proposed, and the connection between LP-SVR with wavelet kernel and wavelet networks was analyzed. In particular, the potential of the LP-SVR for nonlinear dynamical system identification was investigated.     

Fuzzy linear programming approach to multiattribute decision making with multiple types of attribute values and incomplete weight information

In the classical Linear Programming Technique for Multidimensional Analysis of Preference (LINMAP), the decision maker (DM) gives the pair-wise comparisons of alternatives with crisp truth degree 0 or 1. However, in the real world, DM is not sure enough in all comparisons and can express his/her opinion with some fuzzy truth degree. Thus, DM's preferences are given through pair-wise comparisons of alternatives with fuzzy truth degrees, which may be represented as trapezoidal fuzzy numbers (TrFNs). Considered such fuzzy truth degrees, the aim of this paper is to develop a new fuzzy linear programming technique for solving multiattribute decision making (MADM) problems with multiple types of attribute values and incomplete weight information. In this method, TrFNs, real numbers, and intervals are used to represent the multiple types of decision information. The fuzzy consistency and inconsistency indices are defined as TrFNs due to the alternatives’ comparisons with fuzzy truth degrees. Hereby a new fuzzy linear programming model is constructed and solved by the possibility linear programming method with TrFNs developed in this paper. The fuzzy ideal solution (IS) and the attribute weights are then obtained. The distances of alternatives from the fuzzy IS can be calculated to determine their ranking order. The implementation process of the method proposed in this paper is illustrated with a strategy partner selection example. The comparison analyzes show that the method proposed in this paper generalizes the classical LINMAP, fuzzy LINMAP and possibility LINMAP.     

A linear programming approximation to the eigenvector method in the analytic hierarchy process

Eigenvector method (EM) is a well-known approach to deriving priorities from pairwise comparison matrices in the analytic hierarchy process (AHP), which requires the solution of a set of nonlinear eigenvalue equations. This paper proposes an approximate solution approach to the EM to facilitate its computation. We refer to the approach as a linear programming approximation to the EM, or LPAEM for short. As the name implies, the LPAEM simplifies the nonlinear eigenvalue equations as a linear programming for solution. It produces true weights for perfectly consistent pairwise comparison matrices. Numerical examples are examined to show the validity and effectiveness of the proposed LPAEM and its significant advantages over a recently developed linear programming method entitled LP-GW-AHP in rank preservation.     

Interval-valued intuitionistic fuzzy mathematical programming method for hybrid multi-criteria group decision making with interval-valued intuitionistic fuzzy truth degrees

As an important component of group decision making, the hybrid multi-criteria group decision making (MCGDM) is very complex and interesting in real applications. The purpose of this paper is to develop a novel interval-valued intuitionistic fuzzy (IVIF) mathematical programming method for hybrid MCGDM considering alternative comparisons with hesitancy degrees. The subjective preference relations between alternatives given by each decision maker (DM) are formulated as an IVIF set (IVIFS). The IVIFSs, intuitionistic fuzzy sets (IFSs), trapezoidal fuzzy numbers (TrFNs), linguistic variables, intervals and real numbers are used to represent the multiple types of criteria values. The information of criteria weights is incomplete. The IVIFS-type consistency and inconsistency indices are defined through considering the fuzzy positive and negative ideal solutions simultaneously. To determine the criteria weights, we construct a novel bi-objective IVIF mathematical programming of minimizing the inconsistency index and meanwhile maximizing the consistency index, which is solved by the technically developed linear goal programming approach. The individual ranking order of alternatives furnished by each DM is subsequently obtained according to the comprehensive relative closeness degrees of alternatives to the fuzzy positive ideal solution. The collective ranking order of alternatives is derived through establishing a new multi-objective assignment model. A real example of critical infrastructure evaluation is provided to demonstrate the applicability and effectiveness of this method.     

上层含约束条件且具有模糊决策变量的二层多随从线性规划

提出并研究了一类上层含约束条件且具有模糊决策变量的二层多随从线性规划模型,利用结构元理论证明了该模型最优解等价于上层含约束条件的二层多随从线性规划模型最优解,利用Kuhn-Tucker方法得到了该模型最优解,并通过数值算例验证了该方法的可行性。