• Title/Summary/Keyword: stochastic optimal solution

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Optimal Electric Energy Subscription Policy for Multiple Plants with Uncertain Demand

  • Nilrangsee, Puvarin;Bohez, Erik L.J.
    • Industrial Engineering and Management Systems
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    • v.6 no.2
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    • pp.106-118
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    • 2007
  • This paper present a new optimization model to generate aggregate production planning by considering electric cost. The new Time Of Switching (TOS) electric type is introduced by switching over Time Of Day (TOD) and Time Of Use (TOU) electric types to minimize the electric cost. The fuzzy demand and Dynamic inventory tracking with multiple plant capacity are modeled to cover the uncertain demand of customer. The constraint for minimum hour limitation of plant running per one start up event is introduced to minimize plants idle time. Furthermore; the Optimal Weight Moving Average Factor for customer demand forecasting is introduced by monthly factors to reduce forecasting error. Application is illustrated for multiple cement mill plants. The mathematical model was formulated in spreadsheet format. Then the spreadsheet-solver technique was used as a tool to solve the model. A simulation running on part of the system in a test for six months shows the optimal solution could save 60% of the actual cost.

Using Genetic-Fuzzy Methods To Develop User-preference Optimal Route Search Algorithm

  • Choi, Gyoo-Seok;Park, Jong-jin
    • The Journal of Information Technology and Database
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    • v.7 no.1
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    • pp.42-53
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    • 2000
  • The major goal of this research is to develop an optimal route search algorithm for an intelligent route guidance system, one sub-area of ITS. ITS stands for intelligent Transportation System. ITS offers a fundamental solution to various issues concerning transportation and it will eventually help comfortable and swift moves of drivers by receiving and transmitting information on humans, roads and automobiles. Genetic algorithm, and fuzzy logic are utilized in order to implement the proposed algorithm. Using genetic algorithm, the proposed algorithm searches shortest routes in terms of travel time in consideration of stochastic traffic volume, diverse turn constraints, etc. Then using fuzzy logic, it selects driver-preference optimal route among the candidate routes searched by GA, taking into account various driver's preferences such as difficulty degree of driving and surrounding scenery of road, etc. In order to evaluate this algorithm, a virtual road-traffic network DB with various road attributes is simulated, where the suggested algorithm promptly produces the best route for a driver with reference to his or her preferences.

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A study on Inventory Policy (s, S) in the Supply Chain Management with Uncertain Demand and Lead Time (불확실한 수요와 리드타임을 갖는 공급사슬에서 (s,S) 재고정책에 관한 연구)

  • Han, Jae-Hyun;Jeong, Suk-Jae
    • Journal of the Korea Safety Management & Science
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    • v.15 no.1
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    • pp.217-229
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    • 2013
  • As customers' demands for diversified small-quantity products have been increased, there have been great efforts for a firm to respond to customers' demands flexibly and minimize the cost of inventory at the same time. To achieve that goal, in SCM perspective, many firms have tried to control the inventory efficiently. We present an mathematical model to determine the near optimal (s, S) policy of the supply chain, composed of multi suppliers, a warehouse and multi retailers. (s, S) policy is to order the quantity up to target inventory level when inventory level falls below the reorder point. But it is difficult to analyze inventory level because it is varied with stochastic demand of customers. To reflect stochastic demand of customers in our model, we do the analyses in the following order. First, the analysis of inventory in retailers is done at the mathematical model that we present. Then, the analysis of demand pattern in a warehouse is performed as the inventory of a warehouse is much effected by retailers' order. After that, the analysis of inventory in a warehouse is followed. Finally, the integrated mathematical model is presented. It is not easy to get the solution of the mathematical model, because it includes many stochastic factors. Thus, we get the solutions after the stochastic demand is approximated, then they are verified by the simulations.

Optimization Methodology for Sales and Operations Planning by Stochastic Programming under Uncertainty : A Case Study in Service Industry (불확실성하에서의 확률적 기법에 의한 판매 및 실행 계획 최적화 방법론 : 서비스 산업)

  • Hwang, Seon Min;Song, Sang Hwa
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.4
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    • pp.137-146
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    • 2016
  • In recent years, business environment is faced with multi uncertainty that have not been suffered in the past. As supply chain is getting expanded and longer, the flow of information, material and production is also being complicated. It is well known that development service industry using application software has various uncertainty in random events such as supply and demand fluctuation of developer's capcity, project effective date after winning a contract, manpower cost (or revenue), subcontract cost (or purchase), and overrun due to developer's skill-level. This study intends to social contribution through attempts to optimize enterprise's goal by supply chain management platform to balance demand and supply and stochastic programming which is basically applied in order to solve uncertainty considering economical and operational risk at solution supplier. In Particular, this study emphasizes to determine allocation of internal and external manpower of developers using S&OP (Sales & Operations Planning) as monthly resource input has constraint on resource's capability that shared in industry or task. This study is to verify how Stochastic Programming such as Markowitz's MV (Mean Variance) model or 2-Stage Recourse Model is flexible and efficient than Deterministic Programming in software enterprise field by experiment with process and data from service industry which is manufacturing software and performing projects. In addition, this study is also to analysis how profit and labor input plan according to scope of uncertainty is changed based on Pareto Optimal, then lastly it is to enumerate limitation of the study extracted drawback which can be happened in real business environment and to contribute direction in future research considering another applicable methodology.

Solution Algorithms for Logit Stochastic User Equilibrium Assignment Model (확률적 로짓 통행배정모형의 해석 알고리듬)

  • 임용택
    • Journal of Korean Society of Transportation
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    • v.21 no.2
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    • pp.95-105
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    • 2003
  • Because the basic assumptions of deterministic user equilibrium assignment that all network users have perfect information of network condition and determine their routes without errors are known to be unrealistic, several stochastic assignment models have been proposed to relax this assumption. However. it is not easy to solve such stochastic assignment models due to the probability distribution they assume. Also. in order to avoid all path enumeration they restrict the number of feasible path set, thereby they can not preciously explain the travel behavior when the travel cost is varied in a network loading step. Another problem of the stochastic assignment models is stemmed from that they use heuristic approach in attaining optimal moving size, due to the difficulty for evaluation of their objective function. This paper presents a logit-based stochastic assignment model and its solution algorithm to cope with the problems above. We also provide a stochastic user equilibrium condition of the model. The model is based on path where all feasible paths are enumerated in advance. This kind of method needs a more computing demand for running the model compared to the link-based one. However, there are same advantages. It could describe the travel behavior more exactly, and too much computing time does not require than we expect, because we calculate the path set only one time in initial step Two numerical examples are also given in order to assess the model and to compare it with other methods.

Image segmentation using adaptive clustering algorithm and genetic algorithm (적응 군집화 기법과 유전 알고리즘을 이용한 영상 영역화)

  • 하성욱;강대성
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.8
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    • pp.92-103
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    • 1997
  • This paper proposes a new gray-level image segmentation method using GA(genetic algorithm) and an ACA(adaptive clustering algorithm). The solution in the general GA can be moving because of stochastic reinsertion, and suffer from the premature convergence problem owing to deficiency of individuals before finding the optimal solution. To cope with these problems and to reduce processing time, we propose the new GBR algorithm and the technique that resolves the premature convergence problem. GBR selects the individual in the child pool that has the fitness value superior to that of the individual in the parents pool. We resolvethe premature convergence problem with producing the mutation in the parents population, and propose the new method that removes the small regions in the segmented results. The experimental results show that the proposed segmentation algorithm gives better perfodrmance than the ACA ones in Gaussian noise environments.

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Efficient Path Search Method using Ant Colony System in Traveling Salesman Problem (순회 판매원 문제에서 개미 군락 시스템을 이용한 효율적인 경로 탐색)

  • 홍석미;이영아;정태충
    • Journal of KIISE:Software and Applications
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    • v.30 no.9
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    • pp.862-866
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    • 2003
  • Traveling Salesman Problem(TSP) is a combinational optimization problem, Genetic Algorithm(GA) and Lin-Kernighan(LK) Heuristic[1]that is Local Search Heuristic are one of the most commonly used methods to resolve TSP. In this paper, we introduce ACS(Ant Colony System) Algorithm as another approach to solve TSP and propose a new pheromone updating method. ACS uses pheromone information between cities in the Process where many ants make a tour, and is a method to find a optimal solution through recursive tour creation process. At the stage of Global Updating of ACS method, it updates pheromone of edges belonging to global best tour of created all edge. But we perform once more pheromone update about created all edges before global updating rule of original ACS is applied. At this process, we use the frequency of occurrence of each edges to update pheromone. We could offer stochastic value by pheromone about each edges, giving all edges' occurrence frequency as weight about Pheromone. This finds an optimal solution faster than existing ACS algorithm and prevent a local optima using more edges in next time search.

Optimal design of nonlinear damping system for seismically-excited adjacent structures using multi-objective genetic algorithm integrated with stochastic linearization method (추계학적 선형화 방법 및 다목적 유전자 알고리즘을 이용한 지진하중을 받는 인접 구조물에 대한 비선형 감쇠시스템의 최적 설계)

  • Ok, Seung-Yong;Song, Jun-Ho;Koh, Hyun-Moo;Park, Kwan-Soon
    • Journal of the Earthquake Engineering Society of Korea
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    • v.11 no.6
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    • pp.1-14
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    • 2007
  • Optimal design method of nonlinear damping system for seismic response control of adjacent structures is studied in this paper. The objective functions of the optimal design are defined by structural response and total amount of the dampers. In order to obtain a solution minimizing two mutually conflicting objective functions simultaneously, multi-objective optimization technique based on genetic algorithm is adopted. In addition, stochastic linearization method is embedded into the multi-objective framework to efficiently estimate the seismic responses of the adjacent structures interconnected by nonlinear hysteretic dampers without performing nonlinear time-history analyses. As a numerical example to demonstrate the effectiveness of the proposed technique, 20-story and 10-story buildings are considered and MR dampers of which hysteretic behaviors vary with the magnitude of the input voltage are considered as nonlinear hysteretic damper interconnecting two adjacent buildings. The proposed approach can provide the optimal number and capacities of the MR dampers, which turned out to be more economical than the uniform distribution system while maintaining similar control performance. The proposed damper system is verified to show more stable performance in terms of the pounding probability between two adjacent buildings. The applicability of the proposed method to the design problem for optimally placing semi-active control system is examined as well.

The study of Estimation model for the short-term travel time prediction (단기 통행시간예측 모형 개발에 관한 연구)

  • LEE Seung-jae;KIM Beom-il;Kwon Hyug
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.3 no.1 s.4
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    • pp.31-44
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    • 2004
  • The study of Estimation model for the short-term travel time prediction. There is a different solution which has predicted the link travel time to solve this problem. By using this solution, the link travel time is predicted based on link conditions from time to time. The predicated link travel time is used to search the shortest path. Before providing a dynamic shortest path finding, the prediction model should be verified. To verify the prediction model, three models such as Kalman filtering, Stochastic Process, ARIMA. The ARIMA model should adjust optimal parameters according to the traffic conditions. It requires a frequent adjustment process of finding optimal parameters. As a result of these characteristics, It is difficult to use the ARIMA model as a prediction. Kalman Filtering model has a distinguished prediction capability. It is due to the modification of travel time predictive errors in the gaining matrix. As a result of these characteristics, the Kalman Filtering model is likely to have a non-accumulative errors in prediction. Stochastic Process model uses the historical patterns of travel time conditions on links. It if favorably comparable with the other models in the sense of the recurrent travel time condition prediction. As a result, for the travel time estimation, Kalman filtering model is the better estimation model for the short-term estimation, stochastic process is the better for the long-term estimation.

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Production and Remanufacturing Planning under Uncertain Supply of Recovery Cores and a Disassemble-to-order Environment (재생품 공급량이 불확실한 주문시분해 환경에서의 생산 및 재제조 계획)

  • Kang, Changmuk
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.2
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    • pp.43-63
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    • 2013
  • Remanufacturing is a process of recovering end-of-life products into serviceable parts for producing new products. Due to the limited supply of recovery cores to remanufacture, a remanufacturing firm also needs to produce or procure new parts for fulfilling the demand. This paper is targeted for solving the problem of determining the optimal amount of newly produced and remanufacturing parts, which is called production and remanufacturing planning (PRP) problem, under uncertain supply of recovery cores. The new production mitigates the risk of insufficient core supply while it takes more costs than the remanufacturing. The PRP model in this paper also considers disassemble-to-order (DTO) environment, in which multiple kinds of parts are remanufactured from multiple products on order of the parts. Whereas existing studies presents only heuristic solutions for DTO remanufacturing, this paper provides an exact solution for this problem and analytical sensitivity of the involved cost parameters, adopting multi-dimensional newsvendor modeling and stochastic linear programming techniques. The result shows that production and remanufacturing plans for multiple products are mutually dependent, and a change of cost parameters involved in only one part is propagated to all other parts.