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Wyświetlanie 1-15 z 29
Tytuł:
Stochastic algorithms in discrete optimization with noisy values for the function
Autorzy:
Wieczorkowski, Robert
Powiązania:
https://bibliotekanauki.pl/articles/747459.pdf
Data publikacji:
1995
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic programming
Mathematical programming methods
Integer programming
Opis:
.
The paper deals with stochastic methods for searching approximately global minimum of function defined on discrete set. A measure of quality of solution is defined to compare different algorithms. Simple Monte Carlo method is analysed as main algorithm for which formulas dealing with the measure of quality are derived(two cases: exact values and noisy values of function). This Monte Carlo method is used as a base in simulation experiments for comparing other stochastic algorithms. The second part of the paper analyses asymptotic properties of the generalised simulated annealing algorithms. Theory of Markov chains is used in modelling this class of algorithms. Theorems about convergence of the records of algorithms to set of optima with probability one are presented in the case of function having random noisy values. The paper also reviews known results in the field of simulated annealing type algorithms for function with randomly perturbated values.
Źródło:
Mathematica Applicanda; 1995, 24, 38
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Decision makers preferences modeling for multiple objective stochastic linear programming problems
Autorzy:
Bellahcene, Fatima
Powiązania:
https://bibliotekanauki.pl/articles/406663.pdf
Data publikacji:
2019
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
multiobjective programming
stochastic programming
nonlinear programming
satisfaction function
Opis:
A method has been suggested which solves a multiobjective stochastic linear programming problem with normal multivariate distributions in accordance with the minimum-risk criterion. The approach to the problem uses the concept of satisfaction functions for the explicit integration of the preferences of the decision-maker for different achievement level of each objective. Thereafter, a nonlinear deterministic equivalent problem is formulated and solved by the bisection method. Numerical examples with two and three objectives are given for illustration. The solutions obtained by this method are compared with the solutions given by other approaches.
Źródło:
Operations Research and Decisions; 2019, 29, 3; 5-16
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic generalized transportation problem with discrete distribution of demand
Autorzy:
Anholcer, M.
Powiązania:
https://bibliotekanauki.pl/articles/406546.pdf
Data publikacji:
2013
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
stochastic generalized transportation problem
stochastic programming
equalization method
Opis:
The generalized transportation problem (GTP) allows us to model situations where the amount of goods leaving the supply points is not equal to the amount delivered to the destinations (this is the case, e.g. when fragile or perishable goods are transported or complaints may occur). A model of GTP with random, discretely distributed, demand has been presented. Each problem of this type can be transformed either into the form of a convex programming problem with a piecewise linear objective function, or a mixed integer LP problem. The method of solution presented uses ideas applied in the method of stepwise analysis of variables and in the equalization method.
Źródło:
Operations Research and Decisions; 2013, 23, 4; 9-19
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of the polyblock method to special integer chance constrained problem
Autorzy:
Bellahcene, Fatima
Powiązania:
https://bibliotekanauki.pl/articles/406257.pdf
Data publikacji:
2019
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
stochastic programming
integer nonlinear programming
monotone optimization
polyblock method
Opis:
The focus in this paper is on a special integer stochastic program with a chance constraint in which, with a given probability, a sum of independent and normally distributed random variables is bounded below. The objective is to maximize the expectation of a linear function of the random variables. The stochastic program is first reduced to an equivalent deterministic integer nonlinear program with monotonic objective and constraints functions. The resulting deterministic problem is solved using the discrete polyblock method which exploits its special structure. A numerical example is included for illustration and comparisons with LINGO, COUENNE, BONMIN and BARON solvers are performed.
Źródło:
Operations Research and Decisions; 2019, 29, 4; 23-40
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Algorithm for the stochastic generalized transportation problem
Autorzy:
Anholcer, M.
Powiązania:
https://bibliotekanauki.pl/articles/406627.pdf
Data publikacji:
2012
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
generalized transportation problem
stochastic programming
convex programming
equalization method
Opis:
The equalization method for the stochastic generalized transportation problem has been presented. The algorithm allows us to find the optimal solution to the problem of minimizing the expected total cost in the generalized transportation problem with random demand. After a short introduction and literature review, the algorithm is presented. It is a version of the method proposed by the author for the nonlinear generalized transportation problem. It is shown that this version of the method generates a sequence of solutions convergent to the KKT point. This guarantees the global optimality of the obtained solution, as the expected cost functions are convex and twice differentiable. The computational experiments performed for test problems of reasonable size show that the method is fast.
Źródło:
Operations Research and Decisions; 2012, 22, 4; 9-20
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic Models in Techno-Economic Analysis of Broadband Access Networks
Autorzy:
Olender, P.
Powiązania:
https://bibliotekanauki.pl/articles/309138.pdf
Data publikacji:
2010
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
broadband
decision support
FTTH
network planning
stochastic programming
Opis:
Development of networks, specially access networks, is very important and urgent task nowadays. However, it turns out that this segment of telecommunication networks is the most expensive and complicated part of this undertaking. Therefore, the thorough analyses are carried out to determine the best solution under specific circumstances before any decisions are made. This paper presents techno-economic model, which was implemented and used to carry out analyses for one of the biggest city in Poland. To take uncertainty into consideration the stochastic approach was applied providing more robust solution, therefore, improving the safety of investment. Analyses concern FTTH (fibre to the home) technology, type of generic FTTx network architecture. It uses optical fibre in local telecommunication loop, what is becoming more and more popular. Presented results show the usefulness of techno-economic surveys in planning access networks development. The appropriate choice of network parameters, such as the aggregation ratio, is essential and could significantly influence the investment profitability.
Źródło:
Journal of Telecommunications and Information Technology; 2010, 2; 43-51
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Selected problems in the theory of fuzzy sets
Autorzy:
Heilpern, Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/748068.pdf
Data publikacji:
1980
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic games, stochastic differential games
Stochastic programming
Fuzzy sets and logic
Opis:
.
From the introduction: "This paper contains a review of fundamental concepts and theorems of some areas of fuzzy mathematics, and an example of their application to the theory of decision making. Elementary definitions and properties of fuzzy sets are introduced in Chapters 1 and 2 [see L. A. Zadeh, Informat. and Control 8 (1965), 338–353; MR0219427]. Chapter 3 contains rudiments of fuzzy topology as presented by C. L. Chang [J. Math. Anal. Appl. 24 (1968), 182–190; MR0236859] and C. K. Wong [ibid. 43 (1973), 697–704; MR0324613; ibid. 45 (1974), 512–521; MR0341366]. Subsequent chapters deal with fuzzy probabilistic measures on the σ-field of fuzzy sets and contain original results of the author. In the last chapter the author discusses the concepts of fuzzy programming based on papers of R. Bellman and Zadeh [Management Sci. 17 (1970/71), B141-B164; MR0301613], and C. V. Negoiţă and D. A. Ralescu [Applications of fuzzy sets to systems analysis, English translation, Wiley, New York, 1975; MR0490082].''
Źródło:
Mathematica Applicanda; 1980, 8, 16
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic programming model for production planning with stochastic aggregate demand and spreadsheet-based solution heuristics
Autorzy:
Saadouli, Nasreddine
Powiązania:
https://bibliotekanauki.pl/articles/2100358.pdf
Data publikacji:
2021
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
production planning
stochastic programming
efficient algorithm
decision-making
Opis:
By discretising the stochastic demand, a deterministic nonlinear programming formulation is developed. Then, a hybrid simulation-optimisation heuristic that capitalises on the nature of the problem is designed. The outcome is an evaluation problem that is efficiently solved using a spreadsheet model. The main contribution of the paper is providing production managers with a tractable formulation of the production planning problem in a stochastic environment and an efficient solution scheme. A key benefit of this approach is that it provides quick near-optimal solutions without requiring in-depth knowledge or significant investments in optimisation techniques and software.
Źródło:
Operations Research and Decisions; 2021, 31, 4; 117--127
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust Optimisation Metaheuristics for the Inventory-Allocation Problem
Autorzy:
Vizinger, Tea
Žerovnik, Janez
Powiązania:
https://bibliotekanauki.pl/articles/578562.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Dystrybucja
Optymalizacja
Programowanie stochastyczne
Distribution
Optimalization
Stochastic programming
Opis:
As an example of a successful application of a relatively simple metaheuristics for a stochastic version of a multiple criteria optimisation problem, the inventory-allocation problem is discussed. Stochastic programming is introduced to deal with the demand of end consumers. It has been shown before that simple metaheuristics, i.e., local search may be a very competitive choice for solving computationally hard optimisation problems. In this paper, robust optimisation approach is applied to select more promising initial solutions which results in a significant improvement of time complexity of the optimisation algorithms. Furthermore, it allows more flexibility in choosing the final solution that need not always be minimising the sum of costs.
Źródło:
Multiple Criteria Decision Making; 2019, 14; 128-143
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Composite semi-infinite optimization
Autorzy:
Dentcheva, D.
Ruszczyński, A.
Powiązania:
https://bibliotekanauki.pl/articles/970266.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
semi-infinite optimization
nonsmooth optimization
composite optimization
stochastic programming
stochastic dominance
Opis:
We consider a semi-infinite optimization problem in Banach spaces, where both the objective functional and the constraint operator are compositions of convex nonsmooth mappings and differentiable mappings. We derive necessary optimality conditions for these problems. Finally, we apply these results to non-convex stochastic optimization problems with stochastic dominance constraints, generalizing earlier results.
Źródło:
Control and Cybernetics; 2007, 36, 3; 633-646
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dwuetapowe stochastyczne zagadnienie rozdziału
Two-stage stochastic generalized transportation problem
Autorzy:
Anholcer, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/587444.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Programowanie stochastyczne
Zagadnienie rozdziału
Generalized transportation problem
Stochastic programming
Opis:
Zagadnienie rozdziału, zwane również uogólnionym zagadnieniem transportowym (Generalized Transportation Problem, GTP), pozwala modelować sytuację, w której ilość towaru opuszczającego dostawców nie jest równa ilości docierającej do odbiorców (z sytuacją taką mamy do czynienia np. w sytuacji transportu towarów szybko psujących się lub w przypadku występowania reklamacji w wyniku braków). W pracy przedstawiono model dwuetapowego GTP z losowym popytem o ciągłym rozkładzie. Zaprezentowany został algorytm rozwiązywania omawianego zagadnienia.
The Generalized Transportation Problem (GTP) allows to model a situation, where the amounts of goods delivered to the destinations are not equal to the amounts leaving the supply points (this is the case i.e. when perishable goods are transported or some complaints occur because of products’ defects). In the article a model of two-stage stochastic GTP (2SGTP) has been presented, where the demands of customers are given as continuous random variables. An algorithm for such type of problems has been presented.
Źródło:
Studia Ekonomiczne; 2015, 235; 7-17
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Impact of government policies on Sustainable Petroleum Supply Chain (SPSC): A case study – Part II (The State of Nebraska)
Autorzy:
Ghahremanlou, Davoud
Kubiak, Wieslaw
Powiązania:
https://bibliotekanauki.pl/articles/1818474.pdf
Data publikacji:
2020
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
sustainable petroleum supply chain
two-stage stochastic programming
government policies
Opis:
The accompanying part I (Ghahremanlou and Kubiak 2020) developed the Lean Model (LM), a two-stage stochastic programming model which incorporates Renewable Fuel Standard 2 (RFS2), Tax Credits, Tariffs, and Blend Wall (BW), to study the policy impact on the Sustainable Petroleum Supply Chain (SPSC) using cellulosic ethanol. The model enables us to study the impact by running computational experiments more efficiently and consequently by arriving at robust managerial insights much faster. In this paper, we present a case study of the policy impact on the SPSC in the State of Nebraska using the model. The case study uses available real-life data. The study shows that increasing RFS2 does not impact the amount of ethanol blended with gasoline but it might lead to bankruptcy of the refineries. We recommend that the government consider increasing the BW because of its positive economic, environmental and social impacts. For the same reason, we recommend that the tax credit for blending the US produced ethanol with gasoline be at least 0:189 $/gal and the tariff for imported ethanol be at least 1:501 $/gal. These also make the State independent from foreign ethanol thereby enhancing its energy security. Finally, the change in policy impacts the SPSC itself, most importantly it influences the strategic decisions, however setting up a bio-refinery at York county and a blending site at Douglas county emerge as the most robust location decisions against the policy change in the study.
Źródło:
Decision Making in Manufacturing and Services; 2020, 14, 1; 57--80
1896-8325
2300-7087
Pojawia się w:
Decision Making in Manufacturing and Services
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Impact of government policies on Sustainable Petroleum Supply Chain (SPSC): A case study – Part I (Models)
Autorzy:
Ghahremanlou, Davoud
Kubiak, Wieslaw
Powiązania:
https://bibliotekanauki.pl/articles/1818475.pdf
Data publikacji:
2020
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
sustainable petroleum supply chain
two-stage stochastic programming
government policies
Opis:
Environmental concerns and energy security have led governments to establish legislations to convert Conventional Petroleum Supply Chain (CPSC) to Sustainable Petroleum Supply Chain (SPSC). The United States (US), one of the biggest oil consumers in the world, has created regulations to manage ethanol production and consumption for the last half century. Though these regulations have created new opportunities, they have also added new burdens to the obligated parties. It is thus key for the government, the obligated parties, and related businesses to study the impact of the policies on the SPSC. We develop a two-stage stochastic programming model, General Model (GM), which incorporates Renewable Fuel Standard 2 (RFS2), Tax Credits, Tariffs, and Blend Wall (BW) to study the policy impact on the SPSC using cellulosic ethanol. The model, as any other general model available in the literature, makes it highly impractical to study the policy impact due to the model’s computational complexity. We use the GM to derive a Lean Model (LM) to study the impact by running computational experiments more efficiently and consequently by arriving at robust managerial insights much faster. We present a case study of the policy impact on the SPSC in the State of Nebraska using the LM in the accompanying part II (Ghahremanlou and Kubiak 2020).
Źródło:
Decision Making in Manufacturing and Services; 2020, 14, 1; 23--55
1896-8325
2300-7087
Pojawia się w:
Decision Making in Manufacturing and Services
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A two-stage stochastic programming approach for production planning system with seasonal demand
Autorzy:
Mahmoud, Asmaa A.
Aly, Mohamed F.
Mohib, Ahmed M.
Afefy, Islam H.
Powiązania:
https://bibliotekanauki.pl/articles/952860.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
process manufacturing system
two-stage stochastic programming
sampling average approximation
Opis:
Seasonality is a function of a time series in which the data experiences regular and predictable changes that repeat each calendar year. Two-stage stochastic programming model for real industrial systems at the case of a seasonal demand is presented. Sampling average approximation (SAA) method was applied to solve a stochastic model which gave a productive structure for distinguishing and statistically testing a different production plan. Lingo tool is developed to obtain the optimal solution for the proposed model which is validated by Math works Matlab. The actual data of the industrial system; from the General Manufacturing Company, was applied to examine the proposed model. Seasonal future demand is then estimated using the multiplicative seasonal method, the effect of seasonality was presented and discussed. One might say that the proposed model is viewed as a moderately accurate tool for industrial systems in case of seasonal demand. The current research may be considered a significant tool in case of seasonal demand. To illustrate the applicability of the proposed model a numerical example is solved using the proposed technique. ANOVA analysis is applied using MINITAB 17 statistical software to validate the obtained results.
Źródło:
Management and Production Engineering Review; 2020, 11, 1; 31--42
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zastosowanie programowania stochastycznego w konstrukcji odpornych portfeli inwestycyjnych
An Application of the Stochastic Programming to Building Robust Investment Portfolios
Autorzy:
Orwat-Acedańska, Agnieszka
Acedański, Jan
Powiązania:
https://bibliotekanauki.pl/articles/591726.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Inwestycje
Portfel inwestycyjny
Programowanie stochastyczne
Investment
Investment portfolio
Stochastic programming
Opis:
The paper discusses application of stochastic programming approach to the portfolio selection problem involving estimation risk. It focuses on problems aiming at assuring that the portfolio risk does not exceed a given limit with high probability. For solving the problems the sample approximation approach is proposed for which the most important issues like a method used for generating subsamples, setting the correct number of subsamples and empirical confidence level parameter are discussed. As far as the first issue is concerned a bootstrap approach was superior to Monte Carlo method in a simulation study based on returns data of stocks listed on the Warsaw Stock Exchange. For the latter problems it is advised changing the empirical confidence level parameter instead of the number of subsamples to match expected confidence level of the stochastic program. It is also shown that the discussed approach is suitable for investors with high risk aversion.121-136
Źródło:
Studia Ekonomiczne; 2013, 135; 121-136
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 29

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