نتایج جستجو برای: Scenario based robust optimization

تعداد نتایج: 3298069  

Journal: :international journal of management and business research 2012
mahdi bashiri amir moslemi

the paper discusses the location-allocation model for logistic networks and distribution centers through considering uncertain parameters. in real-world cases, demands and transshipment costs change over the period of the time. this may lead to large cost deviation in total cost. scenario based robust optimization approaches are proposed where occurrence probability of each scenario is not know...

Atousa Zarindast Mir Saman Pishvaee Seyed Mohamad Seyed Hosseini

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss dec...

The paper discusses the location-allocation model for logistic networks and distribution centers through considering uncertain parameters. In real-world cases, demands and transshipment costs change over the period of the time. This may lead to large cost deviation in total cost. Scenario based robust optimization approaches are proposed where occurrence probability of each scenario is not know...

2015
David S. Zamar Bhushan Gopaluni Shahab Sokhansanj Nathaniel K. Newlands

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. This paper develops a robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply our approach to address the problem of analyzing competing biomass supply chains subject to stochastic de...

Journal: :مهندسی صنایع 0
ابوالقاسم یوسفی بابادی دانشجوی کارشناسی ارشد مهندسی صنایع دانشگاه یزد داود شیشه بری استادیار گروه مهندسی صنایع دانشگاه یزد

in this paper, integrated direct and reverse logistics considering production, distribution, customer, devastation, retrieval centers under uncertainty are developed. in this model, cost parameters are not certain, thus the scenario-based robust optimization method is applied. the aim of this model is to minimize the total cost and obtain a robust solution. finally, a practical case study is pr...

Journal: :CoRR 2014
Kostas Margellos Maria Prandini John Lygeros

We investigate the connections between compression learning and scenario based optimization. We first show how to strengthen, or relax the consistency assumption at the basis of compression learning and study the learning and generalization properties of the algorithm involved. We then consider different constrained optimization problems affected by uncertainty represented by means of scenarios...

In the context of public transportation system, improving the service quality and robustness through minimizing the average passengers waiting time is a real challenge. This study provides robust stochastic programming models for train timetabling problem in urban rail transit systems. The objective is minimization of the weighted summation of the expected cost of passenger waiting time, its va...

Journal: :IEEE Transactions on Automatic Control 2013

Kais Zaman Md. Asadujjaman

In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...

Misugh Sahihi Mohsen Lashgari Seyed Jafar Sadjadi,

Determining supplier and optimum order of the quantity is an issue of great importance in logistics management for many companies. In this regard, it is crucial to determine the best decisions for the order quantity as well as the most suitable supplier through considering existing limitations and uncertainties. To optimize a multi-product, multi-period model with select supplier for deteriorat...

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