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This paper introduces the use of conditional-value-at-risk (CVaR) as a criterion for stochastic scheduling problems. This criterion has the tendency of simultaneously reducing both the expectation and variance of a performance measure, while retaining linearity whenever the expectation can be represented by a linear expression. In this regard, it offers an added advantage over traditional nonlinear expectation-variance-based approaches. We begin by formulating a scenario-based mixed-integer program formulation for minimizing CVaR for general scheduling problems. We then demonstrate its application for the single machine total weighted tardiness problem, for which we present both a specialized l-shaped algorithm and a dynamic programming-based heuristic procedure. Our numerical experimental results reveal the benefits and effectiveness of using the CVaR criterion. Likewise, we also exhibit the use and effectiveness of minimizing CVaR in the context of the parallel machine total weighted tardiness problem. We believe that minimizing CVaR is an effective approach and holds great promise for achieving risk-averse solutions for stochastic scheduling problems that arise in diverse practical applications. 相似文献
3.
In this paper, we address a product-disassembly optimization problem, which aims at minimizing the costs associated with the disassembly process (namely, the cost of breaking the joints and the sequence-dependent set-up cost associated with the disassembly operations), while maximizing the benefits resulting from the recovery of components and subassemblies that constitute the product. A method able to capture the mating relationships among the parts and joints of the product through a network representation scheme is developed. The disassembly optimization problem is formulated as a precedence-constrained asymmetric traveling salesman problem. A three-stage iterative procedure is designed to obtain optimal or near-optimal solutions to the problem. The results demonstrate that our procedure generates solutions that are within 2% of optimality for all test cases, while only requiring a reasonable computational effort. 相似文献
4.
D. C. Agarwal S. Sarin K. Wadhwa R. Vishwakarma M. B. Deshmukh S. Kurian 《Journal of Failure Analysis and Prevention》2005,5(6):70-78
The work presented in Part 1 of this article showed that additions of magnesium chloride (MgCl2) to ammonia solutions reduced the tendency of ammonia-induced stress-corrosion cracking (SCC) initiation in a Cu-5%Ni alloy.
The present work was undertaken to study the SCC behavior of the test alloy exposed to ammonia in the presence of varying
concentrations of MgCl2. The exposure to MgCl2 additions reduced the severity of the ammonia-induced SCC. 相似文献
5.
In this paper, we address a multi-product loading problem in which a vehicle (a truck or a ship) is used to transfer multiple products. The product demands are different but stationary over time. The vehicle consists of compartments of different sizes and each compartment can contain only one product type during each shipment. No shortages are permitted, and we assume that the inventory holding cost is significantly lower than the delivery cost. The objective is to minimize the setup rate, that is, the number of deliveries per time unit. A cyclic policy is shown to be optimal, and a heuristic algorithm is developed to determine the cycle length as well as the assignments of products to the compartments during each of the requisite number of shipments made during that cycle. A comparison of the solutions obtained by the proposed algorithm with the optimal solutions (or a bound) indicate that the algorithm provides solutions with optimal setup rates in most of the problem instances considered and, when not optimal, the setup rates of these solutions are close to optimal values. 相似文献
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Applied Intelligence - This paper presents techniques to improve the prediction accuracy of approximation methods used in Gaussian process regression models. Conventional methods such as... 相似文献
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The analog performance of gate misaligned dual material double gate junctionless transistor is demonstrated for the first time. The cases considered are where misalignment occurs towards source side and towards drain side. The analog performance parameters analyzed are: transconductance, output conductance, intrinsic gain and cut-off frequency. These figures of merits (FOMs) are compared with a dual material double gate inversion mode transistor under same gate misalignment condition. The impacts of different length of control gate (L1) for a given gate length (L) are also studied and the optimum lengths L1 under misalignment condition to have better analog FOMs and high tolerance to misalignment are presented. 相似文献
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S. L. Sarin 《Journal of Engineering Mathematics》1968,2(1):1-7
Conclusion The main aim of the present paper is to give a more general formulation for velocity distribution function and in consequence the advantages of the present method are discussed in detail in comparison with other methods, particularly that of Shen. The method is then applied to the problem of plane linearized couette flow and the method of analysis is outlined. Moreover, the method seems to be suitable for non-linear cases. Further work on the applicability of the present method is in progress and it will be published soon. 相似文献