stochastic approach to vehicle routing problem: development and theories abstract in this article, a chance constrained (ccp) formulation of the vehicle routing problem (vrp) is proposed. the reality is that once we convert some special form of probabilistic constraint into their equivalent deterministic form then a nonlinear constraint generates. knowing that reliable computer software for lar...

this research aims to use var as a risk measure to find the optimum portfolio in tehran stock exchange. in this research var which is calculated with parametric method by using the 15 daily returns of 100 companies from march 21, 2001 to november 22, 2007 was added to the markowitz model of portfolio optimization as additional constraint. by changing the accepted var and accepted confidence lev...

Many combinatorial optimization problems lend themselves to be modeled as distributed constraint optimization problems (DisCOP). Problems such as job shop scheduling have an intuitive matching between agents and machines. In distributed constraint problems, agents control variables and are connected via constraints. We have equipped these agents with a full constraint solver. This makes it poss...

optimization of cutting conditions is a non-linear optimization with constraint and it is very important to the increase of productivity and the reduction of costs. in recent years, several evolutionary and meta-heuristic optimization algorithms were introduced. the cuckoo optimization algorithm (coa) is one of several recent and powerful meta-heuristics which is inspired by the cuckoos and the...

In this paper, a functional inequality constrained optimization problem is studied using a discretization method and an adaptive scheme. The problem is discretized by partitioning the interval of the independent parameter. Two methods are investigated as to how to treat the discretized optimization problem. The discretization problem is rstly converted into an optimization problem with a single...