The paper considers solving of linear programming problems with p-order conic constraints that are related to a certain class of stochastic optimization models with risk objective or constraints. The proposed approach is based on construction of polyhedral approximations for p-order cones, and then invoking a Benders decomposition scheme that allows for efficient solving of the approximating pr...

Fixed charge solid transportation problems are formulated as profit maximization problems under a budget constraint at each destination. Here item is purchased in different depots at different prices. Accordingly the item is transported to different destinations from different depots using different vehicles. Unitsare sold from different destinations to the customers at different selling prices...

In fuzzy optimization it is desirable that all fuzzy solutions under consideration be attainable, so that the decision maker will be able to make ‘‘a posteriori’’ decisions according to current decision environments. No additional optimization runs will be needed when the decision environment changes or when the decision maker needs to evaluate several decisions to establish the most appropriat...

In this paper, the ability of Immune Algorithm (IA) is investigated for VAr planning with the Static Var Compensator (SVC) in a large-scale power system. To enhance voltage stability, the planning problem is formulated as a multi-objective optimization problem for maximizing fuzzy performance indices. The multi-objective VAr planning problem is solved by the fuzzy IA and the results are compare...

this paper presents an efficient hybrid method, namely fuzzy particleswarm optimization (fpso) and fuzzy c-means (fcm) algorithms, to solve the fuzzyclustering problem, especially for large sizes. when the problem becomes large, thefcm algorithm may result in uneven distribution of data, making it difficult to findan optimal solution in reasonable amount of time. the pso algorithm does find ago...

In this we paper we study techniques for generating valid convex constraints for mixed 0-1 conic programs. We show that many of the techniques developed for generating linear cuts for mixed 0-1 linear programs, such as the Gomory cuts, the lift-and-project cuts, and cuts from other hierarchies of tighter relaxations, extend in a straightforward manner to mixed 0-1 conic programs. We also show t...

In this paper, we consider the multi-facility Weber location problem (MFWP) with uncertain location of demand points and transportation cost parameters. Equivalent formulations of its robust counterparts for both the Euclidean and block norms and interval and ellipsoidal uncertainty sets are given as conic linear optimization problems. 2014 Elsevier Inc. All rights reserved.

We consider the pricing problem faced by a retailer endowed with a finite inventory of a product offered over a finite planning horizon in an environment where customers are price-sensitive. The parameters of the product demand curve are fixed but unknown to the seller who only has at his disposal a history of sales data. We propose an adaptive optimization approach to setting prices that captu...

In this paper we introduce a conic optimization formulation for inequality-constrained convex programming, and propose a self-dual embedding model for solving the resulting conic optimization problem. The primal and dual cones in this formulation are characterized by the original constraint functions and their corresponding conjugate functions respectively. Hence they are completely symmetric. ...