Adaptive fuzzy particle swarm optimization for flow-shop scheduling problem

Ovaj rad razmatra novi pristup problemu raspoređivanja u protočnoj proizvodnji korištenjem kombinacije neizrazite logike i optimizacije rojevima čestica u cilju postizanja sub-optimalnog rješenja. Predlaže se upotreba Tip-1 i Tip-2 modela neizrazite logike u kombinaciji s adaptivnim modelom rojeva čestica. Razvijeni model je uspoređen na standardiziranim testnim funkcijama za stohastičke algoritme (prvo jednokriterijske, a zatim višekriterijske postavljene funkcije cilja) kako bi se utvrdila njegova upotrebljivost na opće postavljenim problemima. Zatim je testiran na standardiziranim testnim zadacima za probleme protočne proizvodnje te konačno na dva praktična problema protočne proizvodnje (linije montaže i linije pakiranja). Rezultati ostvareni novim modelom su uspoređeni s konvencionalnim pravilima prioriteta te je pokazan kvantitativan i kvalitativan napredak primjenom hibrida neizrazite logike i rojeva čestica.This paper describes the application of a hybrid of fuzzy logic and swarm intelligence in order to achieve sub-optimal solutions for flow-shop scheduling problem. A novel adaptive approach with fuzzy particle swarm optimization is proposed. The developed model is tested with the standardized test functions and compared with selected stochastic algorithms (first with one objective functions and later with multi objective functions) to determine its applicability to general problems. Benchmark examples were utilized to evaluate the approach and determine the optimal number of the algorithm evaluations. Finally, the proposed model is applied on two practical problems of flow production problems (assembly lines and packaging lines). The results achieved were compared with the conventional priority rules and the effectiveness of the application of hybrid fuzzy logic and adaptive particle swarm optimization algorithm was demonstrated

(R1958) On Deferred Statistical Convergence of Fuzzy Variables

In this paper, within framework credibility theory, we examine several notions of convergence and statistical convergence of fuzzy variable sequences. The convergence of fuzzy variable sequences such as the notion of convergence in credibility, convergence in distribution, convergence in mean, and convergence uniformly virtually certainly via postponed Cesàro mean and a regular matrix are researched using fuzzy variables. We investigate the connections between these concepts. Significant results on deferred statistical convergence for fuzzy variable sequences are thoroughly investigated

Combined impulse control and optimal stopping in insurance and interest rate theory.

Doctor of Philosophy in Financial Mathematics. University of KwaZulu-Natal, Durban 2015.In this thesis, we consider the problem of portfolio optimization for an insurance company with transactional costs. Our aim is to examine the interplay between insurance and interest rate. We consider a corporation, such as an insurance firm, which pays dividends to shareholders. We assume that at any time t the financial reserves of the insurance company evolve according to a generalized stochastic differential equation. We also consider that these liquid assets of the firm earn interest at a constant rate. We consider that when dividends are paid out, transaction costs are incurred. Due to the presence of transactions costs in the proposed model, the mathematical problem becomes a combined impulse and stochastic control problem. This thesis is an extension of the work by Zhang and Song [69]. Their paper considered dividend control for a financial corporation that also takes reinsurance to reduce risk with surplus earning interest at the constant force p > 0. We will extend their model by incorporating jump diffusions into the market with dividend payout and reinsurance policies. Jump-diffusion models, as compared to their diffusion counterpart, are a more realistic mathematical representation of real-life processes in finance. The extension of Zhang and Song [69] model to the jump case will require us to reduce the analytical part of the problem to Hamilton-Jacobi-Bellman Qausi-Variation Inequalities for combined impulse control in the presence of jump diffusion. This will assist us to find the optimal strategy for the proposed jump diffusion model while keeping the financial corporation in the solvency region. We will then compare our results in the jump-diffusion case to those obtained by Zhang and Song [69] in the no jump case. We will then consider models with stochastic volatility and uncertainty as a means of extending the current theory of modeling insurance reserves

Satisficing solutions for multiobjective stochastic linear programming problems

Multiobjective Stochastic Linear Programming is a relevant topic. As a matter of fact, many real life problems ranging from portfolio selection to water resource management may be cast into this framework. There are severe limitations in objectivity in this field due to the simultaneous presence of randomness and conflicting goals. In such a turbulent environment, the mainstay of rational choice does not hold and it is virtually impossible to provide a truly scientific foundation for an optimal decision. In this thesis, we resort to the bounded rationality and chance-constrained principles to define satisficing solutions for Multiobjective Stochastic Linear Programming problems. These solutions are then characterized for the cases of normal, exponential, chi-squared and gamma distributions. Ways for singling out such solutions are discussed and numerical examples provided for the sake of illustration. Extension to the case of fuzzy random coefficients is also carried out.Decision Science

ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

B

A critical review of the approaches to optimization problems under uncertainty

Ankara : The Department of Industrial Engineering and the Institute of Engineering and Science of Bilkent University, 2001.Thesis (Master's) -- Bilkent University, 2001.Includes bibliographical references leaves 58-72.In this study, the issue of uncertainty in optimization problems is studied. First of all, the meaning and sources of uncertainty are explained and then possible ways of its representation are analyzed. About the modelling process, different approaches as sensitivity analysis, parametric programming, robust optimization, stochastic programming, fuzzy programming, multiobjective programming and imprecise optimization are presented with advantages and disadvantages from different perspectives. Some extensions of the concepts of imprecise optimization are also presented.Gürtuna, FilizM.S

Quality control charts under random fuzzy measurements

Includes bibliographical references. .We consider statistical process control charts as tools that statistical process control utilizes for monitoring changes; identifying process variations and their causes in industrial processes (manufacturing processes) and which help manufacturers to take the appropriate action, rectify problems or improve manufacturing processes so as to produce good quality products. As an essential tool, researchers have always paid attention to the development of process control charts. Also, the sample sizes required for establishing control charts are often under discussion depending on the field of study. Of late, the problem of Fuzziness and Randomness often brought into modern manufacturing processes by the shortening product life cycles and diversification (in product designs, raw material supply etc) has compelled researchers to invoke quality control methodologies in their search for high customer satisfaction and better market shares (Guo et al 2006). We herein focus our attention on small sample sizes and focus on the development of quality control charts in terms of the Economic Design of Quality Control Charts; based on credibility measure theory under Random Fuzzy Measurements and Small Sample Asymptotic Distribution Theory. Economic process data will be collected from the study of Duncan (1956) in terms of these new developments as an illustrative example. or/Producer, otherwise they are undertaken with respect to the market as a whole. The techniques used for tackling the complex issues are diverse and wide-ranging as ascertained from the existing literature on the subject. The global ideology focuses on combining two streams of thought: the production optimisation and equilibrium techniques of the old monopolistic, cost-saving industry and; the new dynamic profit-maximising and risk-mitigating competitive industry. Financial engineering in a new and poorly understood market for electrical power must now take place in conjunction with - yet also constrained by - the physical production and distribution of the commodity

Integrated Production-Inventory Models in Steel Mills Operating in a Fuzzy Environment

Despite the paramount importance of the steel rolling industry and its vital contributions to a nation’s economic growth and pace of development, production planning in this industry has not received as much attention as opposed to other industries. The work presented in this thesis tackles the master production scheduling (MPS) problem encountered frequently in steel rolling mills producing reinforced steel bars of different grades and dimensions. At first, the production planning problem is dealt with under static demand conditions and is formulated as a mixed integer bilinear program (MIBLP) where the objective of this deterministic model is to provide insights into the combined effect of several interrelated factors such as batch production, scrap rate, complex setup time structure, overtime, backlogging and product substitution, on the planning decisions. Typically, MIBLPs are not readily solvable using off-the-shelf optimization packages necessitating the development of specifically tailored solution algorithms that can efficiently handle this class of models. The classical linearization approaches are first discussed and employed to the model at hand, and then a hybrid linearization-Benders decomposition technique is developed in order to separate the complicating variables from the non-complicating ones. As a third alternative, a modified Branch-and-Bound (B&B) algorithm is proposed where the branching, bounding and fathoming criteria differ from those of classical B&B algorithms previously established in the literature. Numerical experiments have shown that the proposed B&B algorithm outperforms the other two approaches for larger problem instances with savings in computational time amounting to 48%. The second part of this thesis extends the previous analysis to allow for the incorporation of internal as well as external sources of uncertainty associated with end customers’ demand and production capacity in the planning decisions. In such situations, the implementation of the model on a rolling horizon basis is a common business practice but it requires the repetitive solution of the model at the beginning of each time period. As such, viable approximations that result in a tractable number of binary and/or integer variables and generate only exact schedules are developed. Computational experiments suggest that a fair compromise between the quality of the solutions and substantial computational time savings is achieved via the employment of these approximate models. The dynamic nature of the operating environment can also be captured using the concept of fuzzy set theory (FST). The use of FST allows for the incorporation of the decision maker’s subjective judgment in the context of mathematical models through flexible mathematical programming (FMP) approach and possibilistic programming (PP) approach. In this work, both of these approaches are combined where the volatility in demand is reflected by a flexible constraint expressed by a fuzzy set having a triangular membership function, and the production capacity is expressed as a triangular fuzzy number. Numerical analysis illustrates the economical benefits obtained from using the fuzzy approach as compared to its deterministic counterpart

Constructive conversations on resilient urban futures

This publication is a co-created compilation of various conversations concerning our possibilities and pathways towards resilient urban futures. A series of interviews conducted so far within the Real Estate and Sustainable Crisis Management in Urban Environments (RESCUE) project on several occasions – such as conferences, research visit – have been documented here to give food for thinking and discussions concerning resilience. The questions of the interviews have been tailor-made to address the expertise of each interviewee, while the core of interviews touches upon the topic of urban resilience in its all dimensions as well as the issues of forward-looking thinking and action. Another type of anticipatory method, as a conversational tool we wish to experiment with, is a narrative. The researchers of the RESCUE project chose an actual case area for reviewing its crisis resilience as well as potential for wellbeing of its residents and the preservation of the environment. The related conversations were used to construct a narrative of the area in 2050 and test an imagined pathway towards resilience. The narrative is a work in progress – meant to be used for reflections, elaborations, discussions and further narratives among its readers, stakeholders to the area and the topic at hand as well those interested in designing and constructing resilient urban futures