In this paper we study ambiguous chance constrained problems where the distributions of the random parameters in the problem are themselves uncertain. We focus primarily on the special case where the uncertainty set Q of the distributions is of the form Q = {Q : ρp(Q, Q0) ≤ β}, where ρp denotes the Prohorov metric. The ambiguous chance constrained problem is approximated by a robust sampled pro...

A chance-constraint multi-objective model under uncertainty in the availability of subassemblies is proposed for scheduling in ATO systems. The on-time delivery of customer orders as well as reducing the company's cost is crucial; therefore, a three-objective model is proposed including the minimization of1) overtime, idletime, change-over, and setup costs, 2) total dispersion of items’ deliver...

Constraint systems and alias protection schemes have been around for the last ten or fifteen years, but due to their reliance on run-time information, have never caught on in the static programming mainstream. With dynamic languages experiencing a resurgence in popularity, these techniques may finally have a chance to gain greater exposure and become more popular.

Joint chance-constrained optimization problems under discrete distributions arise frequently in financial management and business operations. These can be reformulated as mixed-integer programs. The size of integer programs is usually very large even though the original problem medium size. This paper studies an augmented Lagrangian decomposition method for finding high-quality feasible solutio...

for effective crisis management, appropriate telecommunications, which are required to fast response, are crucial. therefore, lack of existing proper telecommunications detract senior managers’ awareness about crisis conditions and also disturb rescuers in relief, causing increasing attendance time to the injured and fatalities. transfer point location problem is one of the new issues in the li...

For realizing large-scale distribution network simulation applicable to supply-chain management, it is required to solve hundreds of time constraint large-scale (100 cities) Traveling Salesman Problem (TSP) within interactive response time, with practicable optimality. Thus, a "selfish-gene with limited allowance" type GA is proposed. Here, each gene of an individual satisfies only its constrai...

In today’s competitive market, those producers who can quickly adapt themselves todiverse demands of customers are successful. Therefore, in order to satisfy these demands of market, Mixed-model assembly line (MMAL) has an increasing growth in industry. A mixed-model assembly line (MMAL) is a type of production line in which varieties of products with common base characteristics are assembled o...

Decentralized supply chain management is found to be significantly relevant in today’s competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final produc...

This paper deals with a capital to risk asset ratio chance-constrained optimization model in the presence of loans, treasury bill, fixed assets and non-interest earning assets. To model the dynamics of loans, we introduce a modified CreditMetrics approach. This leads to development of a deterministic convex counterpart of capital to risk asset ratio chance constraint. We pursue the scope of ana...