Search results for "mathematical programming"
showing 10 items of 20 documents
Regenerative scheduling problem in engineer to order manufacturing: an economic assessment
2021
The dynamic production scheduling is a very complex process that may arise from the occurrence of unpredictable situations such as the arrival of new orders besides the ones already accepted. As a consequence, companies may often encounter several difficulties to make decisions about the new orders acceptance and sequencing along with the production of the existing ones. With this recognition, a mathematical programming model for the regenerative scheduling problem with deterministic processing times is formulated in the present paper to evaluate the economic advantage of accepting a new order in an engineer to order (ETO) manufacturing organization. The real case of an Italian ETO company …
The Windy clustered prize-collecting arc-routing problem
2011
This paper introduces the windy clustered prize-collecting arc-routing problem. It is an arc-routing problem where each demand edge is associated with a profit that is collected once if the edge is serviced, independent of the number of times the edge is traversed. It is further required that if a demand edge is serviced, then all the demand edges of its component are also serviced. A mathematical programming formulation is given and some polyhedral results including several facet-defining and valid inequalities are presented. The separation problem for the different families of inequalities is studied. Numerical results from computational experiments are analyzed. © 2011 INFORMS.
Carbon sequestration in French agricultural soils: A spatial economic evaluation
2021
International audience; Soil organic carbon sequestration measures entail costs to farmers with different individual characteristics and located in different areas. A cost‐effective analysis taking into account these heterogeneities is crucial for developing effective public policy aimed at increasing carbon sequestration. We undertake such an analysis focusing on three soil organic carbon sequestration measures: no‐till, extension of temporary grasslands, and hedgerows. Through an optimization model applied to France, our results show that only extension of temporary grasslands can store carbon at low cost, though their potential for carbon sequestration is also low. For an ambitious carbo…
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
2008
AbstractThis paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.
Cross-Efficiency in Fuzzy Data Envelopment Analysis (FDEA): Some Proposals
2013
Different techniques have been proposed in the literature to rank decision making units (DMUs) in the context of Fuzzy Data Envelopment Analysis. In our opinion, those that result from using a ranking method to order the fuzzy efficiencies obtained are susceptible to a serious criticism: they are not based on objective criteria. Cross-efficiency evaluation was introduced as an extension of DEA aimed at ranking the DMUs. This methodology has found a significant number of applications and has been extensively investigated. In this chapter, we discuss some difficulties that arise with the definition of fuzzy cross-efficiencies and we propose a fuzzy cross-efficiency evaluation based on the FDE…
Modelling agricultural risk in a large scale positive mathematical programming model
2020
International audience; Mathematical programming has been extensively used to account for risk in farmers' decision making. The recent development of the positive mathematical programming (PMP) has renewed the need to incorporate risk in a more robust and flexible way. Most of the existing PMP-risk models have been tested at farm-type level and for a very limited sample of farms. This paper presents and tests a novel methodology for modelling risk at individual farm level in a large scale model, called individual farm model for common agricultural policy analysis (IFM-CAP). Results show a clear trade-off between including and excluding the risk specification. Albeit both alternatives provid…
Non-dominated “trade-off” solutions in television scheduling optimization
2014
The main approaches for the television scheduling design are commonly based on the ratings or revenues maximization objective, and thus, only a single optimal solution can be obtained, corresponding to the best result for the considered objective. Therefore, these approaches lead up to the alternative solutions loss which, even if less effective from the ratings or revenues maximization viewpoint, may be more suitable for the decision maker because of better compromise in relation to factors influencing the decision process. Specifically, such a compromise could be achieved through a suitable “trade-off” between these factors, with reference to the decision context in which the decision mak…
Applying fuzzy Particle Swarm Optimization to Multi-unit Double Auctions
2010
Abstract In the context of Quadratic Programming Problems, we use a fuzzy Particle Swarm Optimization (PSO) algorithm to analyze a Multi-unit Double Auction (MDA) market. We give also a Linear Programming (LP) based upper bound to help the decision maker in dealing with constraints in the mathematical model. In the computational study, we evaluate our algorithm and show that it is a feasible approach for processing bids and calculating assignments.
Stochastic model for electrical loads in Mediterranean residential building: validation and applications
2014
A major issue in modelling the electrical load of residential building is reproducing the variability between dwellings due to the stochastic use of different electrical equipment. In that sense and with the objective to reproduce this variability, a stochastic model to obtain load profiles of household electricity is developed. The model is based on a probabilistic approach and is developed using data from the Mediterranean region of Spain. A detailed validation of the model has been done, analysing and comparing the results with Spanish and European data. The results of the validation show that the model is able to reproduce the most important features of the residential electrical consum…
Frctionless contact: step by step analysis and mathematical programming technique
2011
The object of the paper concerns a consistent formulation of the classical Signorini's theory regarding the frictionless unilateral contact problem between two elastic bodies in the hypothesis of small displacements and strains. A variational approach employed in conjunction with the Symmetric Boundary Element Method (SBEM) leads to an algebraic formulation based on generalized quantities [1]. The contact problem is decomposed into two sub-problems: one is purely elastic, the other pertains to the unilateral contact conditions alone [2,3]. Following this methodology, the contact problem, by symmetric BEM, is characterized by symmetry and sign definiteness of the coefficient matrix, thus adm…