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981.
This paper proposes a two-stage stochastic programming model for the parallel machine scheduling problem where the objective is to determine the machines' capacities that maximize the expected net profit of on-time jobs when the due dates are uncertain. The stochastic model decomposes the problem into two stages: The first (FS) determines the optimal capacities of the machines whereas the second (SS) computes an estimate of the expected profit of the on-time jobs for given machines' capacities. For a given sample of due dates, SS reduces to the deterministic parallel weighted number of on-time jobs problem which can be solved using the efficient branch and bound of M’Hallah and Bulfin [16]. FS is tackled using a sample average approximation (SAA) sampling approach which iteratively solves the problem for a number of random samples of due dates. SAA converges to the optimum in the expected sense as the sample size increases. In this implementation, SAA applies a ranking and selection procedure to obtain a good estimate of the expected profit with a reduced number of random samples. Extensive computational experiments show the efficacy of the stochastic model. 相似文献
982.
This paper considers an economic lot sizing model with constant capacity, non-increasing setup cost, and convex inventory cost function. Algorithms with computational time of O(N×TDN)have been developed for solving the model, where N is the number of planning periods and TDN is the total demand. This study partially characterizes the optimal planning structure of the model. A new efficient algorithm with computational time of O(N log N) has also been developed based on the partial optimal structure. Moreover, computational study demonstrates that the new algorithm is efficient. 相似文献
983.
The problem of a multi-period supplier selection and order allocation in make-to-order environment in the presence of supply chain disruption and delay risks is considered. Given a set of customer orders for finished products, the decision maker needs to decide from which supplier and when to purchase product-specific parts required for each customer order to meet customer requested due date at a low cost and to mitigate the impact of supply chain risks. The selection of suppliers and the allocation of orders over time is based on price and quality of purchased parts and reliability of supplies. For selection of dynamic supply portfolio a mixed integer programming approach is proposed to incorporate risk that uses conditional value-at-risk via scenario analysis. In the scenario analysis, the low-probability and high-impact supply disruptions are combined with the high probability and low impact supply delays. The proposed approach is capable of optimizing the dynamic supply portfolio by calculating value-at-risk of cost per part and minimizing expected worst-case cost per part simultaneously. Numerical examples are presented and some computational results are reported. 相似文献
984.
We present a computational study of parametric tabu search for solving 0–1 mixed integer programming (MIP) problems, a generic heuristic for general MIP problems proposed by Glover [Glover F. Parametric tabu-search for mixed integer programs. Computers and Operations Research 2006; 33: 2449–94.]. This approach solves a series of linear programming problems by incorporating branching inequalities as weighted terms in the objective function. New strategies are proposed for uncovering feasible and high-quality solutions and extensive computational tests are performed on instances from the literature. 相似文献
985.
This paper studies a generalization of the order acceptance and scheduling problem in a single-machine environment where a pool consisting of firm planned orders as well as potential orders is available from which an over-demanded company can select. The capacity available for processing the accepted orders is limited and each order is characterized by a known processing time, delivery date, revenue and a weight representing a penalty per unit-time delay beyond the delivery date. We prove that the existence of a constant-factor approximation algorithm for this problem is unlikely. We propose two linear formulations that are solved using an IP solver and we devise two exact branch-and-bound procedures able to solve instances with up to 50 jobs within reasonable CPU times. We compare the efficiency and quality of the results obtained using the different solution approaches. 相似文献
986.
In this paper, a new algorithm for solving constrained nonlinear programming problems is presented. The basis of our proposed algorithm is none other than the necessary and sufficient conditions that one deals within a discrete constrained local optimum in the context of the discrete Lagrange multipliers theory. We adopt a revised particle swarm optimization algorithm and extend it toward solving nonlinear programming problems with continuous decision variables. To measure the merits of our algorithm, we provide numerical experiments for several renowned benchmark problems and compare the outcome against the best results reported in the literature. The empirical assessments demonstrate that our algorithm is efficient and robust. 相似文献
987.
Jonathan Gaudreault Jean-Marc Frayret Alain Rousseau Sophie D’Amours 《Computers & Operations Research》2011
Many research initiatives carried out in production management consider process planning and operations scheduling as two separate and sequential functions. However, in certain contexts, the two functions must be better integrated. This is the case in divergent production systems with co-production (i.e. production of different products at the same time from a single product input) when alternative production processes are available. This paper studies such a context and focuses on the case of drying and finishing operations in a softwood lumber facility. The situation is addressed using a single model that simultaneously performs process planning and scheduling. We evaluate two alternative formulations. The first one is based on mixed integer programming (MIP) and the second on constraint programming (CP). We also propose a search procedure to improve the performance of the CP approach. Both approaches are compared with respect to their capacity to generate good solutions in short computation time. 相似文献
988.
Víctor Blanco 《Journal of Symbolic Computation》2011,46(5):511-533
Multiobjective discrete programming is a well-known family of optimization problems with a large spectrum of applications. The linear case has been tackled by many authors during the past few years. However, the polynomial case has not been studied in detail due to its theoretical and computational difficulties. This paper presents an algebraic approach for solving these problems. We propose a methodology based on transforming the polynomial optimization problem to the problem of solving one or more systems of polynomial equations and we use certain Gröbner bases to solve these systems. Different transformations give different methodologies that are theoretically stated and compared by some computational tests via the algorithms that they induce. 相似文献
989.
Shortest path problem with uncertain arc lengths 总被引:2,自引:0,他引:2
Yuan Gao 《Computers & Mathematics with Applications》2011,62(6):2591-2600
Uncertainty theory provides a new tool to deal with the shortest path problem with nondeterministic arc lengths. With help from the operational law of uncertainty theory, this paper gives the uncertainty distribution of the shortest path length. Also, it investigates solutions to the α-shortest path and the most shortest path in an uncertain network. It points out that there exists an equivalence relation between the α-shortest path in an uncertain network and the shortest path in a corresponding deterministic network, which leads to an effective algorithm to find the α-shortest path and the most shortest path. Roughly speaking, this algorithm can be broken down into two parts: constructing a deterministic network and then invoking the Dijkstra algorithm. 相似文献
990.
Jun Sun Wei FangXiaojun Wu Zhenping XieWenbo Xu 《Engineering Applications of Artificial Intelligence》2011,24(1):123-131
QoS multicast routing in networks is a very important research issue in networks and distributed systems. It is also a challenging and hard problem for high-performance networks of the next generation. Due to its NP-completeness, many heuristic methods have been employed to solve the problem. This paper proposes the modified quantum-behaved particle swarm optimization (QPSO) method for QoS multicast routing. In the proposed method, QoS multicast routing is converted into an integer programming problem with QoS constraints and is solved by the QPSO algorithm combined with loop deletion operation. The QPSO-based routing method, along with the routing algorithms based on particle swarm optimization (PSO) and genetic algorithm (GA), is tested on randomly generated network topologies for the purpose of performance evaluation. The simulation results show the efficiency of the proposed method on QoS the routing problem and its superiority to the methods based on PSO and GA. 相似文献