نتایج جستجو برای: box set robust optimization

تعداد نتایج: 1177959  

2011
Antonio Mucherino M. Fuchs Xavier Vasseur Serge Gratton

Many real-life applications lead to the definition of robust optimization problems where the objective function is a black box. This may be due, for example, to the fact that the objective function is evaluated through computer simulations, and that some parameters are uncertain. When this is the case, existing algorithms for optimization are not able to provide good-quality solutions in genera...

2012
J. H. Wiebenga

The coupling of finite element simulations to mathematical optimization techniques has contributed significantly to product improvements and cost reductions in the metal forming industries. The next challenge is to bridge the gap between deterministic optimization techniques and the industrial need for robustness. This paper introduces a generally applicable strategy for modeling and efficientl...

Journal: :ژورنال بین المللی پژوهش عملیاتی 0
h. nozari a. aliahmadi m. jafari-eskandari gh. khaleghi

in this paper, we introduce a model  to optimization of milk run system that is one of vrp problem with time window and uncertainty in inventory. this approach led to the routes with minimum cost of transportation while satisfying all inventory in a given bounded set of uncertainty .the problem is formulated as a robust optimization problem. since the resulted problem illustrates that grows up ...

Kamran Shahanaghi Meysam Fereiduni

Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for humanitarian logistics which will assist in location and allocation decisions for multiple disaster per...

2005
William W. Hager Hongchao Zhang

A new active set algorithm (ASA) for large-scale box constrained optimization is introduced. The algorithm consists of a nonmonotone gradient projection step, an unconstrained optimization step, and a set of rules for switching between the two steps. Numerical experiments and comparisons are presented using box constrained problems in the CUTEr and MINPACK test problem libraries. keywords: Nonm...

Portfolio selection problem is one of the most important problems in finance. This problem tries to determine the optimal investment allocation such that the investment return be maximized and investment risk be minimized. Many risk measures have been developed in the literature until now; however, Conditional Drawdown at Risk is the newest one, which is a conditional risk value type problem. T...

This paper aims to develop a three-objective robust optimization model in Thaghdis Porcelain supply chain. Objectives weighted using AHP technique so the problem converts to a single-objective model. Then the problem turned to the robust optimization model through Bertsimas and Sim (2004) methodology. Research data were Prances and Flat 30-pieces type in a certain period, three supplier source ...

Journal: :international journal of nanoscience and nanotechnology 2014
s. honary p. ebrahimi h. asgari-rad f. mohamadpour

magnetic nanoparticles can bind to different drug delivery systems and can be used for drug targeting to a specific organ by using an external magnetic field as well as used in hyperthermia by heating in alternating magnetic fields. the characteristics of iron oxide nanoparticles are significantly affected by particle size, shape and zeta potential, among which the particle size plays the most ...

2011
Opher Baron Joseph Milner Hussein Naseraldin

I n this research, we apply robust optimization (RO) to the problem of locating facilities in a network facing uncertain demand over multiple periods. We consider a multi-period fixed-charge network location problem for which we find (1) the number of facilities, their location and capacities, (2) the production in each period, and (3) allocation of demand to facilities. Using the RO approach w...

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