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Wyświetlanie 1-14 z 14
Tytuł:
Multicriteria models for fair resource allocation
Autorzy:
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/970408.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
multiple criteria optimization
efficiency
fairness
equity
inequality measures
Opis:
Resource allocation problems are concerned with the allocation of limited resources among competing activities so as to achieve the best performances. However, in systems which serve many users there is a need to respect some fairness rules while looking for the overall efficiency. The so-called Max-Min Fairness is widely used to meet these goals. However, allocating the resource to optimize the worst performance may cause dramatic worsening of the overall system efficiency. Therefore, several other fair allocation schemes are being considered and analyzed. In this paper we show how the concepts of multiple criteria equitable optimization can effectively be used to generate various fair and efficient allocation schemes. First, we demonstrate how the scalar inequality measures can be consistently used in bicriteria models to search for fair and efficient allocations. Further, two alternative multiple criteria models equivalent to equitable optimization are introduced, thus allowing to generate a larger variety of fair and efficient resource allocation schemes.
Źródło:
Control and Cybernetics; 2007, 36, 2; 303-332
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reference Point Method with Importance Weighted Partial Achievements
Autorzy:
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/307978.pdf
Data publikacji:
2008
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
aggregation methods
multicriteria decision making
reference point method
WOWA
Opis:
The reference point method (RPM) is based on the so-called augmented max-min aggregation where the worst individual achievement maximization process is additionally regularized with the average achievement. In order to avoid inconsistencies caused by the regularization, we replace it with the ordered weighted average (OWA) which combines all the individual achievements allocating the largest weight to the worst achievement, the second largest weight to the second worst achievement, and so on. Further following the concept of the weighted OWA (WOWA) we incorporate the importance weighting of several achievements into the RPM. Such a WOWA RPM approach uses importance weights to affect achievement importance by rescaling accordingly its measure within the distribution of achievements rather than by straightforward rescaling of achievement values. The recent progress in optimization methods for ordered averages allows us to implement the WOWA RPM quite effectively as extension of the original constraints and criteria with simple linear inequalities.
Źródło:
Journal of Telecommunications and Information Technology; 2008, 4; 17-25
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multiple criteria optimization and decisions under risk
Optymalizacja wielokryterialna a decyzje z ryzykiem
Autorzy:
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/206003.pdf
Data publikacji:
2002
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
decyzje z niepewnością
decyzje z ryzykiem
optymalizacja wielokryterialna
unikanie ryzyka
decisions under risk
decisions under uncertainty
multiple criteria optimization
risk aversion
Opis:
The mathematical background of multiple criteria optimization (MCO) is closely related to the theory of decisions under uncertainty. Most of the classical solution concepts commonly used in the MCO methodology have their origins in some approaches to handling uncertainty in decision analysis. Nevertheless, the MCO as a separate discipline has developed several advanced tools of interactive analysis leading to effective decision support techniques with successful applications. Progress made in the MCO tools raises a question of possible feedback to the decision making under risk. The paper shows how decisions under risk, and specifically the risk aversion preferences, can be modeled within the MCO methodology. This provides a methodological basis allowing for taking advantage of the interactive multiple criteria techniques for decision support under risk.
Podstawy matematyczne optymalizacji wielokryterialnej są blisko związane z teorią podejmowania decyzji w warunkach ryzyka. Większość klasycznych koncepcji rozwiązań zazwyczaj wykorzystywanych w metodach optymalizacji wielokryterialnej pochodzi z pewnych podejść uwzględniania niepewności w analizie decyzji. Jednakże, należy podkreślić, że optymalizacja wielokryterialna, jako niezależna dyscyplina, rozwinęła szereg zaawansowanych narzędzi analizy interaktywnej, prowadzących do efektywnych technik wspomagania decyzji, znajdujących rzeczywiste zastosowania. Postęp, jaki się dokonał w zakresie narzędzi wielokryterialnego podejmowania decyzji, stawia pytanie o ewentualne sprzężenie zwrotne w kierunku podejmowania decyzji w warunkach ryzyka. W artykule pokazano, jak decyzje z ryzykiem, a szczególnie preferencje co do unikania ryzyka, mogą być modelowane przy użyciu metodyki optymalizacji wielokryterialnej. W ten sposób stworzono podstawę metodyczną pozwalającą korzystać z interaktywnych technik wielokryterialnych we wspomaganiu decyzji z ryzykiem.
Źródło:
Control and Cybernetics; 2002, 31, 4; 975-1003
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Network Dimensioning with Maximum Revenue Efficiency for the Fairness Index
Autorzy:
Zalewski, G.
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/307749.pdf
Data publikacji:
2016
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
allocation problem
decision problems
dimensioning networks
fair-optimization
linear programming
maximization
multi-criteria
Opis:
Network dimensioning is a specific kind of the resource allocation problem. One of the tasks in the network optimization is to maximize the total flow on given pairs of nodes (so-called demands or paths between source and target). The task can be more complicated when different revenue/profit gained from each unit of traffic stream allocated on each demand is taken into account. When the total revenue is maximized the problem of starvation of less attractive paths can appear. Therefore, it is important to include some fairness criteria to preserve connections between all the demands on a given degree of quality, also for the least attractive paths. In this paper, a new bicriteria ratio optimization method which takes into account both, the revenue and the fairness is proposed. Mathematical model is built in a form of linear programming. The solutions are analyzed with some statistical measures to evaluate their quality, with respect to fairness and efficiency. In particular, the Gini’s coefficient is used for this purpose.
Źródło:
Journal of Telecommunications and Information Technology; 2016, 4; 15-21
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of Selected Fair-optimization Methods for Flow Maximization between Given Pairs of Nodes in Telecommunications Network
Autorzy:
Zalewski, G.
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/308874.pdf
Data publikacji:
2016
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
allocation problem
decision problems
fair-optimization
linear programming
multi-criteria
networks
ordered weighted averaging
OWA
reference point method
RPM
Opis:
Dimensioning of telecommunications networks requires the allocation of the ows (bandwidth) to given trac demands for the source-destination pairs of nodes. Unit ow allocated to the given demand is associated with revenue that may vary for dierent demands. Problem the decision-making basic algorithms to maximize the total revenue may lead to the solutions that are unacceptable, due to "starvation" or "locking" of some demand paths less attractive with respect to the total revenue. Therefore, the fair optimization approaches must be applied. In this paper, two fair optimization methods are analyzed: the method of ordered weighted average (OWA) and the reference point method (RPM). The study assumes that ows can be bifurcated thus realized in multiple path schemes. To implement optimization model the AMPL was used with general-purpose linear programming solvers. As an example of the data, the Polish backbone network was used.
Źródło:
Journal of Telecommunications and Information Technology; 2016, 3; 18-24
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A recursive procedure for selecting optimal portfolio according to the MAD model
Autorzy:
Michałowski, W.
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/205763.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja
programowanie liniowe
downside risk aversion
investment
linear programming
portfolio optimization
quadratic programming
risk management
Opis:
The mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. Im a classical Markowitz model the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was proposed where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is transformed into an easy to solve linear programming program. In this paper we poesent a recursive procedure which allows to identify optimal portfolio of the MAD model depending on investor's downside risk aversion.
Źródło:
Control and Cybernetics; 1999, 28, 4; 725-738
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On multi-criteria approaches to bandwidth allocation
Autorzy:
Ogryczak, W.
Wierzbicki, A.
Powiązania:
https://bibliotekanauki.pl/articles/970491.pdf
Data publikacji:
2004
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
optymalizacja wielokryterialna
efektywność
alokacja zasobów
multiple criteria optimization
efficiency
fairness
equity
reference point method
resource allocation
network design
elastic traffic
Opis:
Modern telecommunication networks face an increasing demand for services. Among these, an increasing number are services that can adapt to available bandwidth, and are therefore referred to as elastic traffic. Nominal network design for elastic traffic becomes increasingly significant. Typical resource allocation methods are concerned with the allocation of limited resources among competing activities so as to achieve the best overall performance of the system. In the network dimensioning problem for elastic traffic, one needs to allocate bandwidth to maximize service flows and simultaneously to reach a fair treatment of all the elastic services. Thus, both the overall efficiency (throughput) and the fairness (equity) among various services are important. In such applications, the so-called Max-Min Fairness (MMF) solution concept is widely used to formulate the resource allocation scheme. This approach guarantees fairness but may lead to significant losses in the overall throughput of the network. In this paper we show how the concepts of multiple criteria equitable optimization can be effectively used to generate various fair resource allocation schemes. We introduce a multiple criteria model ecluivalent to equitable optimization and we develop a corresponding reference point procedure to generate fair efficient bandwidth allocations. The procedure is tested on a sample network dimensioning problem and its abilities to model various preferences are demonstrated.
Źródło:
Control and Cybernetics; 2004, 33, 3; 427-448
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reference distribution based decision support platform
Autorzy:
Breja, K.
Ogryczak, W.
Powiązania:
https://bibliotekanauki.pl/articles/308085.pdf
Data publikacji:
2008
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
multiple criteria optimization
decision support systems
reference point method
reference distribution method
Opis:
There many decision problems where numerous partial achievement functions are considered impartially which makes the distribution of achievements more important than the assignment of several achievements to the specific criteria. Such models are generally related to the evaluation and optimization of various systems which serve many users where quality of service for every individual user defines the criteria. This applies to various technical systems, like to telecommunication ones among others, as well as to social systems. An example arises in location theory, where the clients of a system are entitled to equal treatment according to some community regulations. This paper presents an implementation of decision support framework for such problems. This platform is designed for multiple criteria problems analyzed with the reference distribution approach. Reference distribution approach is an extension of the reference point method.
Źródło:
Journal of Telecommunications and Information Technology; 2008, 3; 5-14
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Decision Support under Risk by Optimization of Scenario Importance Weighted OWA Aggregations
Autorzy:
Ogryczak, W.
Śliwiński, T.
Powiązania:
https://bibliotekanauki.pl/articles/308912.pdf
Data publikacji:
2009
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
aggregation methods
decisions under risk
OWA
scenarios
WOWA
Opis:
The problem of evaluation outcomes under several scenarios to form overall objective functions is of considerable importance in decision support under uncertainty. The fuzzy operator defined as the so-called weighted OWA (WOWA) aggregation offers a well-suited approach to this problem. The WOWA aggregation, similar to the classical ordered weighted averaging (OWA), uses the preferential weights assigned to the ordered values (i.e., to the worst value, the second worst and so on) rather than to the specific criteria. This allows one to model various preferences with respect to the risk. Simultaneously, importance weighting of scenarios can be introduced. In this paper we analyze solution procedures for optimization problems with the WOWA objective functions related to decisions under risk. Linear programming formulations are introduced for optimization of theWOWA objective representing risk averse preferences. Their computational efficiency is demonstrated.
Źródło:
Journal of Telecommunications and Information Technology; 2009, 3; 5-13
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On MILP Models for the OWA Optimization
Autorzy:
Ogryczak, W.
Olender, P.
Powiązania:
https://bibliotekanauki.pl/articles/309199.pdf
Data publikacji:
2012
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
location problem
mixed integer linear programming
multiple criteria
ordered weighted averaging (OWA)
Opis:
The problem of aggregating multiple outcomes to form overall objective functions is of considerable importance in many applications. The ordered weighted averaging (OWA) aggregation uses the weights assigned to the ordered values (i.e., to the largest value, the second largest and so on) rather than to the specific coordinates. It allows to evaluate solutions impartially, when distribution of outcomes is more important than assignments these outcomes to the specific criteria. This applies to systems with multiple independent users or agents, whose objectives correspond to the criteria. The ordering operator causes that the OWA optimization problem is nonlinear. Several MILP models have been developed for the OWA optimization. They are built with different numbers of binary variables and auxiliary constraints. In this paper we analyze and compare computational performances of the different MILP model formulations.
Źródło:
Journal of Telecommunications and Information Technology; 2012, 2; 5-12
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On equitable approaches to resource allocation problems: the conditional minimax solutions
Autorzy:
Ogryczak, W.
Śliwiński, T.
Powiązania:
https://bibliotekanauki.pl/articles/309239.pdf
Data publikacji:
2002
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
sieci telekomunikacyjne
telecommunication networks
resource allocation
equity
minmax solution
Opis:
In this paper we introduce and analyze a solution concept of the conditional minimax as a generalization of the minimax solution concept extended to take into account the number of services (the portion of demand) related to the worst performances. Namely, for a specified portion of demand we take into account the corresponding portion of the maximum results and we consider their average as the worst conditional mean to be minimized. We show that, similar to the standard minimax approach, the minimization of the worst conditional mean can be defined by a linear objective and a number of auxiliary linear inequalities. We report some results of initial computational experience with the new solution concept.
Źródło:
Journal of Telecommunications and Information Technology; 2002, 3; 40-48
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fair resource allocation schemes and network dimensioning problems
Autorzy:
Ogryczak, W.
Śliwiński, T.
Wierzbicki, A.
Powiązania:
https://bibliotekanauki.pl/articles/307704.pdf
Data publikacji:
2003
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
sieci telekomunikacyjne
telecommunication networks
network dimensioning
resource allocation
fairness
Opis:
Resource allocation problems are concerned with the allocation of limited resources among competing activities so as to achieve the best overall performances of the system but providing fair treatment of all the competitors. Telecommunication networks are facing the increasing demand for Internet services. Therefore, a problem of network dimensioning with elastic traffic arises which requires to allocate bandwidth to maximize service flows with fair treatment of all the services. In such applications, the so-called max-min fairness (MMF) solution concept is widely used to formulate the resource allocation scheme. This guarantees the fairness but may lead to significant losses in the overall throughput of the network. In this paper we show how multiple criteria optimization concepts can be used to generate various fair resource allocation schemes. The solution concepts are tested on the network dimensioning problem and their abilities to model various preferences are demonstrated.
Źródło:
Journal of Telecommunications and Information Technology; 2003, 3; 34-42
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Telecommunications network design and max-min optimization problem
Autorzy:
Ogryczak, W.
Pióro, M.
Tomaszewski, A.
Powiązania:
https://bibliotekanauki.pl/articles/309010.pdf
Data publikacji:
2005
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
network design
resource allocation
fairness
lexicographic optimization
lexicographic max-min
Opis:
Telecommunications networks are facing increasing demand for Internet services. Therefore, the problem of telecommunications network design with the objective to maximize service data flows and provide fair treatment of all services is very up-to-date. In this application, the so-called max-min fair (MMF) solution concept is widely used to formulate the resource allocation scheme. It assumes that the worst service performance is maximized and the solution is additionally regularized with the lexicographic maximization of the second worst performance, the third one, etc. In this paper we discuss solution algorithms for MMF problems related to telecommunications network design. Due to lexicographic maximization of ordered quantities, the MMF solution concept cannot be tackled by the standard optimization model (mathematical programme). However, one can formulate a sequential lexicographic optimization procedure. The basic procedure is applicable only for convex models, thus it allows to deal with basic design problems but fails if practical discrete restrictions commonly arriving in telecommunications network design are to be taken into account. Then, however, alternative sequential approaches allowing to solve non-convex MMF problems can be used.
Źródło:
Journal of Telecommunications and Information Technology; 2005, 3; 43-56
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Path Diversity Protection in Two-Layer Networks
Autorzy:
Dzida, M.
Śliwiński, T.
Zagożdżon, M.
Ogryczak, W.
Pióro, M.
Powiązania:
https://bibliotekanauki.pl/articles/308914.pdf
Data publikacji:
2009
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
link dimensioning
path diversity
resilient routing
two-layer network optimization
Opis:
The paper addresses an optimization problem related to dimensioning links in a resilient two-layer network. A particular version of the problem which assumes that links of the upper layer are supported by unique paths in the lower layer is considered. Two mixed-integer programming formulations of this problem are presented and discussed. Direct resolving of these formulations requirespre-selection of "good" candidate paths in the upper layer of the network. Thus, the paper presents an alternative approach which is based on decomposing the resolution process into two phases, resolved iteratively. The first phase subproblem is related to designing lower layer path flows that provide the capacities for the logical links of the upper layer. The second phase is related to designing the flow patterns in the upper layer with protection assured through diversity of paths. In this phase we take into account the failures of the logical links that result from the failures of the lower layer links (so called shared risk link groups).
Źródło:
Journal of Telecommunications and Information Technology; 2009, 3; 14-19
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-14 z 14

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