Solving multistage asset investment problems by the sample average approximation method

The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects the solution quality of multistage stochastic programming problems. We present a new heuristic for determining good feasible solutions for a multistage decision problem. For power and log-utility functions we address the question of how tree structures, number of stages, number of outcomes and number of assets affect the solution quality. We also present a new method for evaluating the quality of first stage decisions.     

基于城乡物流一体化的连锁经营配送网络优化研究

基于城乡物流一体化的目标设定和相应基础设施平台的支持,提出连锁经营配送网络的建设模式,依据对当前连锁经营网络发展的重点工作的分析,建立了关于配送中心和农产品收购中心选择的网络优化模型.并引入算例说明模型的可行性和适用性.     

路政应急管理中资源布局的混合整数规划模型

本文根据道路灾害事故的发生特点,对城市路桥养护系统的运行模式和资源的合理调用机理进行分析,考虑到事发地点潜在的资源需求概率,建立资源布局的混合整数规划模型.本模型中资源布局方案的调度决策基础是在灾害事故的资源需求不发生变化的条件下,使得每个救助点的资源同时部分地为辖区内现有事故和潜在事故服务,而现有事故的剩余需求由其他救助点派出资源来满足.该模型的目标是解决城市中因同一时间段内发生两起灾害事故而造成路桥破坏导致的救助资源短缺问题,同时避免资源的闲置浪费.最后,通过算例证明,本方法较通常方法对城市总的资源配置量大大减少.     

广义半无限规划问题的一种可行方向算法

基于Zoutendijk可行方向算法,本文提出了一种求解广义半无限规划问题的可行方向算法,在保证算法收敛的情况下,此算法比以往的算法在假设条件的要求上有着一定的优势,且数值试验表明此法是可行的.     

基于旅客选择的高速铁路客运收益管理研究

本文旨在探讨收益管理在高速铁路客运中的应用,给出了存在多级票价时,考虑旅客选择行为的铁路客运收益管理模型,优化结果能够同时给出发车指令和座位出售限制.利用模拟数据对模型进行了数值试验,表明在不同路段长度下,考虑旅客选择行为的总收益较需求独立模型均有所提高,且随着票价等级增多而增长.     

Hopfield neural networks in large-scale linear optimization problems

Hopfield neural networks and affine scaling interior point methods are combined in a hybrid approach for solving linear optimization problems. The Hopfield networks perform the early stages of the optimization procedures, providing enhanced feasible starting points for both primal and dual affine scaling interior point methods, thus facilitating the steps towards optimality. The hybrid approach is applied to a set of real world linear programming problems. The results show the potential of the integrated approach, indicating that the combination of neural networks and affine scaling interior point methods can be a good alternative to obtain solutions for large-scale optimization problems.     

On stability of minimizers in convex programming

In this paper, we establish conditions ensuring Hölder and Lipschitz continuity of minimizers in convex programming. Lipschitz continuity is proved by establishing and applying a generalized version of the implicit function theorem.     

Fuzzy data envelopment analysis (DEA): Model and ranking method

Data Envelopment Analysis (DEA) is a very effective method to evaluate the relative efficiency of decision-making units (DMUs). Since the data of production processes cannot be precisely measured in some cases, the uncertain theory has played an important role in DEA. This paper attempts to extend the traditional DEA models to a fuzzy framework, thus producing a fuzzy DEA model based on credibility measure. Following is a method of ranking all the DMUs. In order to solve the fuzzy model, we have designed the hybrid algorithm combined with fuzzy simulation and genetic algorithm. When the inputs and outputs are all trapezoidal or triangular fuzzy variables, the model can be transformed to linear programming. Finally, a numerical example is presented to illustrate the fuzzy DEA model and the method of ranking all the DMUs.     

Scheduling of corrugated paper production

Corrugated paper is produced by gluing three types of papers of the same breadth. Given a set of orders, we first assign each order to one of the standard breadths, and then sequence those assigned to each standard breadth so that they are continuously manufactured from the three rolls of the specified standard breadth equipped in the machine called corrugator. Here we are asked to achieve multi-goals of minimizing total length of roll papers, total loss of papers caused by the differences between standard breadths and real breadths of the orders, and the number of machine stops needed during production. We use integer programming to assign orders to standard breadths, and then develop a special purpose algorithm to sequence the orders assigned to each standard breadth. This is a first attempt to handle scheduling problems of the corrugator machine.