Single machine scheduling with resource allocation and learning effect considering the rate-modifying activity

This paper addresses a single machine scheduling problem in which the actual job processing times are determined by resource allocation function, its position in a sequence and a rate-modifying activity simultaneously. We discuss two objective functions with two resource allocation functions under the consideration of a rate-modifying activity. We show that the problems are solvable in O(n⁴)$O(n^4)$ time for a linear resource allocation function and are solvable in O(n²logn)$O(n^2\mathit{logn})$ time for a convex resource allocation function.     

垄断服务系统公共损耗费用分摊理论基础分析

就具有最简单结构的抽象垄断服务系统的基本特性及其公共损耗的费用分摊问题建立了较为完整的公平性与合理性公理体系.同时,利用边际损耗原则导出了一类满足公理组的费用分摊方法,并将所得结论应用于电力系统有功网损费用分摊问题,从理论上统一了现有的几类主要的分摊方法.分析结论表明:损耗结构分析和费用分摊原则的确定在本质上从属于不同层次的问题.特别地,对不分明损耗而言:它们还是不可分割的统一体.对这一类问题进行描述必须考虑综合运用数学、社会学、经济学和方法论原则.     

Single Machine Batch Scheduling Problem with Resource Dependent Setup and Processing Time in the Presence of Fuzzy Due Date

We consider a batch scheduling problem on a single machine which processes jobs with resource dependent setup and processing time in the presence of fuzzy due-dates given as follows:1. There are n independent non-preemptive and simultaneously available jobs processed on a single machine in batches. Each job j has a processing time and a due-date.2. All jobs in a batch are completed together upon the completion of the last job in the batch. The batch processing time is equal to the sum of the processing times of its jobs. A common machine setup time is required before the processing of each batch.3. Both the job processing times and the setup time can be compressed through allocation of a continuously divisible resource. Each job uses the same amount of the resource. Each setup also uses the same amount of the resource.4. The due-date of each job is flexible. That is, a membership function describing non-decreasing satisfaction degree about completion time of each job is defined.5. Under above setting, we find an optimal batch sequence and resource values such that the total weighted resource consumption is minimized subject to meeting the job due-dates, and minimal satisfaction degree about each due-date of each job is maximized. But usually we cannot optimize two objectives at a time. So we seek non-dominated pairs i.e. the batch sequence and resource value, after defining dominance between solutions.A polynomial algorithm is constructed based on linear programming formulations of the corresponding problems.     

Heuristic Solution Methods for the Multilevel Generalized Assignment Problem

The multilevel generalized assignment problem is a problem of assigning agents to tasks where the agents can perform tasks at more than one efficiency level. A profit is associated with each assignment and the objective of the problem is profit maximization. Two heuristic solution methods are presented for the problem. The heuristics are developed from solution methods for the generalized assignment problem. One method uses a regret minimization approach whilst the other method uses a repair approach on a relaxation of the problem. The heuristics are able to solve moderately large instances of the problem rapidly and effectively. Procedures for deriving an upper bound on the solution of the problem are also described. On larger and harder instances of the problem one heuristic is particularly effective.     

Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

博弈联盟模糊收益的分配

提出了联盟模糊收益合理分配的一种新方法.首先,在模糊收益α截集上定义了α合理分配集,分析了该分配集与模糊收益Shapley值的关系.接着,给出了模糊收益的α合理Shapley分配函数,对其性质进行了讨论.然后,构造了模糊合理Shapley分配,证明其连续性,得到了联盟模糊收益与模糊合理Shapley分配具有包含关系的结论.     

A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation

We present a new approach to asset allocation with transaction costs. A multiperiod stochastic linear programming model is developed where the risk is based on the worst case payoff that is endogenously determined by the model that balances expected return and risk. Utilizing portfolio protection and dynamic hedging, an investment portfolio similar to an option-like payoff structure on the initial investment portfolio is characterized. The relative changes in the expected terminal wealth, worst case payoff, and risk aversion, are studied theoretically and illustrated using a numerical example. This model dominates a static mean-variance model when the optimal portfolios are evaluated by the Sharpe ratio. Received: August 15, 1999 / Accepted: October 1, 2000?Published online December 15, 2000     

集团分布式制造模式下生产调配优化模型研究及算法设计

基于分布式概念的集团分布式制造生产管理模式在市场中占据着越来越重要的地位,此种运营模式由制造型企业向服务型企业蔓延的趋势也越来越明显,然而针对这一具有自身特点的集团分布式概念下的生产管理模型的调度研究却很少。研究针对此生产管理模式下集团级的生产调配问题建立数学模型,综合考虑客户订单的分散情况、各分厂日生产能力限制和产品品种多样性的特点,采用改进的遗传算法求解该模型,提出一种基于订单和工厂的两段式非负整数染色体编码方法,保证了生产能力约束和订单约束,采用PMX交叉算法避免不合法染色体的出现。选取W集团一定计划期内的客户订单数据进行实例分析,验证了该生产调配模型和算法的有效性。     

具有恶化效应和凸资源分配关系的单机排序问题

研究工件加工时间具有恶化效应和凸资源关系的单机排序问题,其中工件的实际加工时间是其正常的加工时间,工件开工时间(具有恶化效应)及消耗资源量的函数。目标为在最大完工时间(总完工时间、总等待时间、完工时间总绝对差与等待时间总绝对差)小于或等于给定常数的条件下找到工件的最优排序和最优的资源分配使工件的总资源消耗量最少。在单机状态下,证明了此问题是多项式时间可解的,并给出了求解该问题的算法和数值实例。     

装配型企业订货量分配与订单排产联合决策研究

针对供应商交货数量不确定环境下,多品种小批量装配型制造企业因生产物料不配套造成生产计划不可行甚至客户订单拖期的问题,从企业运作整体出发,考虑订货量分配决策对订单生产和交货的影响,以最小化采购成本和最小化订单排产相关成本为优化目标,在允许零部件拖期交货且供应商提供拖期价格折扣条件下,建立订货量分配与订单排产联合优化模型。针对可行解空间巨大、传统数学规划方法难以求解的问题,从增强搜索性能角度出发,设计基于自定义邻域搜索算子的局部搜索机制和基于随机与种群重构变异机制的改进粒子群算法的模型求解策略。通过应用实例对本文模型和算法进行了有效性验证和灵敏度分析,结果表明,相比于传统的分散决策方案,本文模型能够有效降低整体成本水平,引入的改进机制能够显著提升算法搜索性能,为企业供应风险下的运营决策制定提供理论参考。