Using FSBT technique with Rough Set Theory for personal investment portfolio analysis

This study proposes a novel Forward Search and Backward Trace (FSBT) technique based on Rough Set Theory to improve data analysis and extend the scope of observations made from sample data to solve personal investment portfolio problems. Rough Set Theory mathematically classifies data into class sets. The class set with the most objects may generate one decision rule. The rules generated from RST are rough and fragmented, that are very difficult to interpret the information. An empirical case is used to generate more than 85 rules by the RST method in comparison with FSBT method which only generated 14 rules. This result can show our proposed method is better than traditional RST method based on class sets that contain the most objects. Much of human knowledge is described in natural language. It is a very important thing to convert information from computer databases into normal human language. Sample data taken from features with the same backgrounds are used to compile different portfolios that investment companies and investment advisors can employ to satisfy the investor’ needs. The method not only can provide decision-making rules, but also can offer alternative strategies for better data analysis. We believe that the FSBT technique can be fully applied in research on investment marketing.     

The Attractive Traveling Salesman Problem

In the Attractive Traveling Salesman Problem the vertex set is partitioned into facility vertices and customer vertices. A maximum profit tour must be constructed on a subset of the facility vertices. Profit is computed through an attraction function: every visited facility vertex attracts a portion of the profit from the customer vertices based on the distance between the facility and customer vertices, and the attractiveness of the facility vertex. A gravity model is used for computing the profit attraction. The problem is formulated as an integer non-linear program. A linearization is proposed and strengthened through the introduction of valid inequalities, and a branch-and-cut algorithm is developed. A tabu search algorithm is also implemented. Computational results are reported.     

Tabu search for non-permutation flowshop scheduling problem with minimizing total tardiness

This paper deals with the non-permutation flowshop problem which means that the job sequences are allowed to be different on machines. The objective function is minimizing the total tardiness. Firstly, three mixed-integer linear programming (MILP) models for non-permutation flowshop problems are described, and then are analyzed and assessed their relative effectiveness. Secondly, two Tabu search based algorithms, denoted by LH1 and LH2, are proposed to solve the complicated non-permutation flowshop problems. The algorithms are constructed on specific neighborhood structures which enable the searching method effective. Finally, the performance is evaluated against Taillard’s famous benchmark. Computational experiments show that the proposed algorithms, LH1 and LH2, are significantly superior to the L_TS algorithm. And the percentages of improved permutation flowshop instances by LH1 and LH2 algorithms are about 87.8% and 98.3% with respect to total tardiness, respectively. The non-permutation schedules also have achieved significant improvement in four different scenarios of due dates. Consequently, average percentage improvement (API) is 14.52% for flowshop problems with low tardiness factors. It is evident that exploring non-permutation schedule is effective and necessary for low tardiness factors.     

Transportation planning in freight forwarding companies: Tabu search algorithm for the integrated operational transportation planning problem

The integrated operational transportation planning problem extends the traditional vehicle routing and scheduling problem by the possibility of outsourcing a part of the requests by involving subcontractors. The purpose of this paper is to present the integrated planning problem and to propose an approach for solving it by a tabu search heuristic. Existing approaches from literature which discuss vehicle routing combined with outsourcing regard only one specific type of subcontracting. This paper describes and explores the complex situation where an own fleet and several types of subcontracting are used for request fulfillment. As the approach contains new aspects, unknown to the literature so far, tabu search is extended to special types of moves. On the basis of computational results the cost structure is analyzed in order to investigate the long-term planning question whether and to what extend it is profitable to maintain an own fleet.     

Tabu search for discrete–continuous scheduling problems with heuristic continuous resource allocation

Problems of scheduling non-preemptable, independent jobs on parallel identical machines under an additional continuous renewable resource to minimize the makespan are considered. Each job simultaneously requires for its processing a machine and an amount (unknown in advance) of the continuous resource. The processing rate of a job depends on the amount of the resource allotted to this job at a time. The problem is to find a sequence of jobs on machines and, simultaneously, a continuous resource allocation that minimize the makespan. A heuristic procedure for allocating the continuous resource is used. The tabu search metaheuristic to solve the considered problem is presented. The results produced by tabu search are compared with optimal solutions for small instances, as well as with the results generated by simple search methods – multi-start iterative improvement and random sampling for larger instances.     

Generalized Pattern Search methods for a class of nonsmooth optimization problems with structure

We propose a Generalized Pattern Search (GPS) method to solve a class of nonsmooth minimization problems, where the set of nondifferentiability is included in the union of known hyperplanes and, therefore, is highly structured. Both unconstrained and linearly constrained problems are considered. At each iteration the set of poll directions is enforced to conform to the geometry of both the nondifferentiability set and the boundary of the feasible region, near the current iterate. This is the key issue to guarantee the convergence of certain subsequences of iterates to points which satisfy first-order optimality conditions. Numerical experiments on some classical problems validate the method.     

基于卷积神经网络和松鼠优化算法的机翼结构混合优化设计#br#

针对大展弦比机翼的结构轻量化优化设计,提出了一种高效的布局和尺寸混合优化方法．在CFD/CSD气动弹性计算的基础上,对不同的结构变量进行统一编码,使用一维卷积神经网络建立代理模型,并使用松鼠优化算法建立了混合优化模型进行搜索寻优．以某型太阳能无人机的机翼结构优化为例,优化结果表明翼肋的布局变量和翼梁的尺寸变量之间存在着耦合关系,使用松鼠优化算法相比于遗传算法节省了35 %~45 %的计算成本,且混合优化后的结构比原始结构减重4.1 %,验证了该方法的有效性．     

Economic application in a finite capacity multi-channel queue with second optional channel

We consider a finite capacity M/M/R queue with second optional channel. The interarrival times of arriving customers follow an exponential distribution. The service times of the first essential channel and the second optional channel are assumed to follow an exponential distribution. As soon as the first essential service of a customer is completed, a customer may leave the system with probability (1 − θ) or may opt for the second optional service with probability θ (0 ? θ ? 1). Using the matrix-geometric method, we obtain the steady-state probability distributions and various system performance measures. A cost model is established to determine the optimal solutions at the minimum cost. Finally, numerical results are provided to illustrate how the direct search method and the tabu search can be applied to obtain the optimal solutions. Sensitivity analysis is also investigated.     

Bounds and Tabu Search for a Cyclic Max-Min Scheduling Problem

A cyclic scheduling problem with applications to transport efficiency is considered. Given a set of regular polygons, whose vertices represent regularly occurring events and are lying on a common circle line, the objective is to maximize the distance between the closest vertices of different polygons on the circle line. Lower and upper bounds for the optimal solution of this NP-hard scheduling problem are presented. They are used to improve the quality of a procedure which is applied to solve this problem heuristically. It consists of a greedy starting algorithm and a Tabu Search algorithm. The numerical results show the efficiency of the procedure proposed.     

The freight allocation problem with lane cost balancing constraint

We consider a problem faced by a buying office for one of the largest retail distributors in the world. The buying office plans the distribution of goods from Asia to various destinations across Europe. The goods are transported along shipping lanes by shipping companies, many of which have collaborated to form strategic alliances; each lane must be serviced by a minimum number of companies belonging to a minimum number of alliances. The task involves purchasing freight capacity from shipping companies for each lane based on projected demand, and subject to minimum quantity requirements for each selected shipping company, such that the total transportation cost is minimized. In addition, the allocation must not assign an overly high proportion of freight to the more expensive shipping companies servicing any particular lane, which we call the lane cost balancing constraint.This study is the first to consider the lane cost balancing constraint in the context of freight allocation. We formulate the freight allocation problem with this lane cost balancing constraint as a mixed integer programming model, and show that even finding a feasible solution to this problem is computationally intractable. Hence, in order to produce high-quality solutions in practice, we devised a meta-heuristic approach based on tabu search. Experiments show that our approach significantly outperforms the branch-and-cut approach of CPLEX 11.0 when the problem increases to practical size and the lane cost balancing constraint is tight. Our approach was developed into an application that is currently employed by decision-makers at the buying office in question.