• 한국수학교육학회지시리즈B:순수및응용수학
• /
• 제3권1호
• /
• pp.73-81
• /
• 1996

Multiple objective programming has been a popular research area since 1970. The pervasiveness of multiple objective in decision problems have led to explosive growth during the 1980's. Several approaches (interactive methods, feasible direction methods, criterion weight space methods, Lagrange multiplies methods, etc) have been developed for solving decision problems having multiple objectives. However there are still many mathematically challengings including multiple objective integer, nonlinear optimization problems which require further mathematically oriented research. (omitted)

• 대한수학회보
• /
• 제32권2호
• /
• pp.287-296
• /
• 1995

Wets ([4],[5],[6]) considered single objective linear two-stage programming problem under uncertainty with complete recourse. Artstein, Dupacova, Romisch, Schultz and Wets studied stability of this problem id depth. But in many real world problems to make best decision, we need multiple objective functions. So we consider the following multiple objective two-stage programming problems with complete fixed recourse.

• 한국경영과학회:학술대회논문집
• /
• 한국경영과학회/대한산업공학회 2003년도 춘계공동학술대회
• /
• pp.660-667
• /
• 2003

In this study, a Multiple Objective Mixed Integer Programming (MOMIP) Model is developed for sewer rehabilitation planning by considering cost, inflow/infiltration. A sewer rehabilitation planning model is required to decide the economic life of the sewer by considering trade-off between cost and inflow/infiltration. And it is required to find the optimal rehabilitation timing, according to the cost effectiveness of each sewer rehabilitation within the budget. To develop such a model, a multiple objective mixed integer programming model is formulated based on network flow optimization. The network is composed of state nodes and arcs. The state nodes represent the remaining life and the arcs represent the change of the state. The model consider multiple objectives which are cost minimization and minimization of inflow/infiltration. Using the multiple objective optimization, the trade-off between the cost and inflow/infiltration is presented to the planner so that a proper sewer rehabilitation plan can be selected.

• 산업경영시스템학회지
• /
• 제26권4호
• /
• pp.31-41
• /
• 2003

This paper deals with a cell formation problem for a set of m-machines and n-processing parts. Generally, a cell formation problem is known as NP-completeness. Hence the cell formation problem with multiple objectives is more difficult than single objective problem. The paper considers multiple objectives; minimize number of intercell movements, minimize intracell workload variation and minimize intercell workload variation. We propose a multiple objective genetic algorithms(MOGA) resolving the mentioned three objectives. The MOGA procedure adopted Pareto optimal solution for selection method for next generation and the concept of Euclidean distance from the ideal and negative ideal solution for fitness test of a individual. As we consider several weights, decision maker will be reflected his consideration by adjusting high weights for important objective. A numerical example is given for a comparative analysis with the results of other research.

• The Journal of Asian Finance, Economics and Business
• /
• 제7권1호
• /
• pp.29-36
• /
• 2020

Stock price multiple is one of the most well-known equity valuation technique used to forecast equity price. It measures by multiplying "the ratio of stock price to a value driver" by a value driver. The value driver can be earning per share (EPS), sales or other financial measurements. The objective of price multiple technique is to evaluate the value of assets and compare how similar assets are priced in the market. Although stock price multiple technique is common in financial filed, studies on the application of the technique in Thailand is still limited. The present study is conducted to serve three major objectives. The first objective is to apply the technique to measure value of firms in banking sector in the Stock Exchange of Thailand. The second objective is to develop composite price multiple index to forecast equity prices. The third objective is to compare valuation accuracy of different value drivers of price multiple (i.e. EPS, Earnings Growth, Earnings Before Interest Taxes Depreciation and Amortization, Sales, Book Value and Composite Index) in forecasting equity prices. Results indicated that EPS is the most accurate value drivers of price multiple used to forecast equity price of firms in baking sector.

• 한국지능시스템학회:학술대회논문집
• /
• 한국퍼지및지능시스템학회 2003년도 ISIS 2003
• /
• pp.380-383
• /
• 2003

In this paper, we propose a fuzzy group decision making method for multiple decision maker-multiple objective programming problems to obtain the agreeable solution. In the proposed method, considering the vague nature of human subjective judgement it is assumed that each of multiple decision makers has a fuzzy goal for each of his/her own objective functions. After eliciting the membership functions from the decision makers for their fuzzy goals, total M-Pareto optimal solution concept is defined in membership spaces in order to deal with multiple decision maker-multiple objective programming problems. For generating a candidate of the agreeable solution which is total M-Pareto optimal, the extended weighted minimax problem is formulated and solved for some weighting vector which is specified by the decision makers in their subjective manner, Given the total M-Pareto optimal solution, each of the derision makers must either be satisfied with the current values of the membership functions, or update his/her weighting vector, However, in general, it seems to be very difficult to find the agreeable solution with which all of the decision makers are satisfied perfectly because of the conflicts between their membership functions. In the proposed method, each of the decision makers is requested to estimate the degree of satisfaction for the candidate of the agreeable solution. Using the estimated values or satisfaction of each of the decision makers, the core concept is desnfied, which is a set of undominated candidates. The interactive algorithm is developed to obtain the agreeable solution which satisfies core conditions.

• Industrial Engineering and Management Systems
• /
• 제3권2호
• /
• pp.116-122
• /
• 2004

This paper presents a process plan selection model with multiple objectives. The process plans for all parts should be selected under multiple objective environment as follows: (1) minimizing the sum of machine processing and material handling time of all the parts considering realistic shop factors such as production volume, processing time, machine capacity, and capacity of transfer device. (2) balancing the load between machines. A multiple objective mathematical model is proposed and an evolutionary algorithm with the adaptive recombination strategy is developed to solve the model. To illustrate the efficiency of proposed approach, numerical examples are presented. The proposed approach is found to be effective in offering a set of satisfactory Pareto solutions within a satisfactory CPU time in a multiple objective environment.

• 경영과학
• /
• 제10권2호
• /
• pp.11-26
• /
• 1993

This paper presents a new interactive procedure for multiple objective linear programming problem (MOLP). In practical multiple objective linear programming applications, there is usually no need for the decision maker to consider solutions which are not efficient. Therefore, the interactive procedure presented here searches only among efficient solutions and terminates with a solution that is guaranteed to be efficient. It also can converge to nonextreme efficient final solutions rather than being restricted to only extreme efficient points of the feasible set. The procedure does not require sophisticated judgements or inputs from the decision maker. One of the most attractive features of the procedure however, is that the method allows the DM to examine the efficient faces it finds. As iteration goes, the DM can explore a wide variety of efficient faces rather than efficient faces confined to only certain subregion of the feasible set of problem MOLP since the efficient faces that the procedure finds need not be adjacent. This helps the DM explore the nature of the efficient set of problem MOLP and also helps the DM have confidence with a final solution. For these reasons, I feel that the procedure offer significant promise in solving multiple objective linear programs rapidly and in a satisfying manner to the DM.

• 한국정보과학회:학술대회논문집
• /
• 한국정보과학회 2003년도 가을 학술발표논문집 Vol.30 No.2 (1)
• /
• pp.511-513
• /
• 2003

멀티미디어 서비스의 증가로 다양한 QoS(Quality of Service) 파라미터를 보장하는 멀티캐스트 라우팅 알고리즘이 필요하게 되었다. 이러한 멀티캐스트 라우팅에서 고려해야 하는 각각의 QoS 파리미터와 비용과의 관계는 Trade-off 관계에 있으며, 이들을 동시에 최적화하는 멀티캐스트 라우팅 문제는 다목적 최적화 문제(Multi-Objective Optimization Problem: MOOP)에 속하는 어려운 문제이다. 다목적 최적화 문제의 목표는 다양한 파레토 최적해(Pareto Optimal Solution)를 찾는데 있으며, 이를 해결하기 위해서 본 논문에서는 다목적 유전자 알고리즘(Multiple Objective Genetic Algorithms： MOGA)을 적용하였다.

• International Journal of Precision Engineering and Manufacturing
• /
• 제1권1호
• /
• pp.133-145
• /
• 2000

Plastic molding designers are frequently faced with optimizing multiple defects in injection molded parts. these defects are usually in conflict with each other, and thus a tradeoff needs to be made reach a final compromised solution. In this study, an automated injection molding design methodology has been developed to optimize multiple defects of injection molded parts. Two features of the proposed methodology are as follows: one is to apply the utility theory to transform the original multiple objective optimization problem into single objective optimization problem with utility as objective function, the other is an implementation of a direct search-based injection molding optimization procedure with automated consideration of process variation. The modified complex method is used as a general optimization tool in this research. The developed methodology was applied to an actual molding design and the results showed that the methodology was useful through the CAE simulation using a commercial injection molding software package. Applied to production, this study will be of immense value to industry in reducing the product development time and enhancing the product quality.