نتایج جستجو برای: robust optimization

تعداد نتایج: 509147  

Journal: :بین المللی مهندسی صنایع و مدیریت تولید 0
a.h. shokouhi h. shahriari

optimization of maintenance resources to maximize the system availability is a major concern in different manufacturing systems. therefore, a lot of effort is put to construct optimization models to reach the maximum availability level and to reduce the costs of lack of availability. however, despite these efforts, data uncertainty in the real world problems was neglected in proposed models whi...

Journal: :مدیریت صنعتی 0
علی محقر دانشگاه تهران محمد رضا مهرگان دانشگاه تهران محمدرضا نازآبادی

applying robust optimization to solve product mix problem in automotive industries in this article, applying robust optimization in product mix problem in automotive industries is presented. the problem includes determining both the quantity and the identification of each product to produce to maximize profit. at first, the deterministic model will be presented. then, robust model of product mi...

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 ...

Journal: :international journal of hospital research 2015
abbas jokar seyyed-mahdi hosseini-motlagh

background and objectives: a sudden jump in blood demand during natural disasters may have strong negative impact on the performance of blood supply chain. appropriate response to the emergency situations, requires predictive approach to determining the optimal allocation of blood supply chain resources for various disaster scenarios. the present study, thus, presents an optimization model aime...

Journal: :journal of industrial strategic management 2014
p. ghasemi

in this paper, a robust model presented is developed for hub covering flow problem in which hubs have capacity. this problem has two objective functions converting to a single-objective problem by using weighting method. firstly, the problem will be formulated in a certain case. then, by considering the demand as a non-random variable, it will be modeled by robust optimization. finally, by usin...

2007
Saša V. Raković

This document provides a brief proposal for “Robust Optimization & Robust Control Synthesis” reading group.

A. Csébfalvi,

This study has been inspired by the paper "An efficient 3D topology optimization code written in MATLAB” written by Liu and Tovar (2014) demonstrating that SIMP-based three-dimensional (3D) topology optimization of continuum structures can be implemented in 169 lines of MATLAB code. Based on the above paper, we show here that, by simple and easy-to-understand modificati...

Journal: :geopersia 2015
ali kadkhodaie-ilkhchi

optimization of reservoir parameters is an important issue in petroleum exploration and production. the ant colony optimization(aco) is a recent approach to solve discrete and continuous optimization problems. in this paper, the ant colony optimization is usedas an intelligent tool to estimate reservoir rock properties. the methodology is illustrated by using a case study on shear wave velocity...

Journal: :تحقیقات مالی 0
سعید فلاح پور استادیار، گروه مالی و بیمه، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران فرید تندنویس دانشجوی کارشناسی ارشد مهندسی مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران

index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

Journal: :international journal of supply and operations management 2015
mohsen saffarian farnaz barzinpour mohammad ali eghbali

abstractaccidents and natural disasters and crises coming out of them indicate the importance of an integrated planning to reduce their effected. therefore, disaster relief logistics is one of the main activities in disaster management. in this paper, we study the response phase of the disaster management cycle and a bi-objective model has been developed for relief chain logistic in uncertainty...

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