Project scheduling under undertainty – survey and research potentials.

The vast majority of the research efforts in project scheduling assume complete information about the scheduling problem to be solved and a static deterministic environment within which the pre-computed baseline schedule will be executed. However, in the real world, project activities are subject to considerable uncertainty, that is gradually resolved during project execution. In this survey we review the fundamental approaches for scheduling under uncertainty: reactive scheduling, stochastic project scheduling, stochastic GERT network scheduling, fuzzy project scheduling, robust (proactive) scheduling and sensitivity analysis. We discuss the potentials of these approaches for scheduling projects under uncertainty.Management; Project management; Robustness; Scheduling; Stability;

A Novel Method for Optimal Solution of Fuzzy Chance Constraint Single-Period Inventory Model

A method is proposed for solving single-period inventory fuzzy probabilistic model (SPIFPM) with fuzzy demand and fuzzy storage space under a chance constraint. Our objective is to maximize the total profit for both overstock and understock situations, where the demand D~j for each product j in the objective function is considered as a fuzzy random variable (FRV) and with the available storage space area W~, which is also a FRV under normal distribution and exponential distribution. Initially we used the weighted sum method to consider both overstock and understock situations. Then the fuzziness of the model is removed by ranking function method and the randomness of the model is removed by chance constrained programming problem, which is a deterministic nonlinear programming problem (NLPP) model. Finally this NLPP is solved by using LINGO software. To validate and to demonstrate the results of the proposed model, numerical examples are given

Constructive solution methodologies to the capacitated newsvendor problem and surrogate extension

The newsvendor problem is a single-period stochastic model used to determine the order quantity of perishable product that maximizes/minimizes the profit/cost of the vendor under uncertain demand. The goal is to fmd an initial order quantity that can offset the impact of backlog or shortage caused by mismatch between the procurement amount and uncertain demand. If there are multiple products and substitution between them is feasible, overstocking and understocking can be further reduced and hence, the vendor\u27s overall profit is improved compared to the standard problem. When there are one or more resource constraints, such as budget, volume or weight, it becomes a constrained newsvendor problem. In the past few decades, many researchers have proposed solution methods to solve the newsvendor problem. The literature is first reviewed where the performance of each of existing model is examined and its contribution is reported. To add to these works, it is complemented through developing constructive solution methods and extending the existing published works by introducing the product substitution models which so far has not received sufficient attention despite its importance to supply chain management decisions. To illustrate this dissertation provides an easy-to-use approach that utilizes the known network flow problem or knapsack problem. Then, a polynomial in fashion algorithm is developed to solve it. Extensive numerical experiments are conducted to compare the performance of the proposed method and some existing ones. Results show that the proposed approach though approximates, yet, it simplifies the solution steps without sacrificing accuracy. Further, this dissertation addresses the important arena of product substitute models. These models deal with two perishable products, a primary product and a surrogate one. The primary product yields higher profit than the surrogate. If the demand of the primary exceeds the available quantity and there is excess amount of the surrogate, this excess quantity can be utilized to fulfill the shortage. The objective is to find the optimal lot sizes of both products, that minimize the total cost (alternatively, maximize the profit). Simulation is utilized to validate the developed model. Since the analytical solutions are difficult to obtain, Mathematical software is employed to find the optimal results. Numerical experiments are also conducted to analyze the behavior of the optimal results versus the governing parameters. The results show the contribution of surrogate approach to the overall performance of the policy. From a practical perspective, this dissertation introduces the applications of the proposed models and methods in different industries such as inventory management, grocery retailing, fashion sector and hotel reservation

Hyperspectral Unmixing Overview: Geometrical, Statistical, and Sparse Regression-Based Approaches

Imaging spectrometers measure electromagnetic energy scattered in their instantaneous field view in hundreds or thousands of spectral channels with higher spectral resolution than multispectral cameras. Imaging spectrometers are therefore often referred to as hyperspectral cameras (HSCs). Higher spectral resolution enables material identification via spectroscopic analysis, which facilitates countless applications that require identifying materials in scenarios unsuitable for classical spectroscopic analysis. Due to low spatial resolution of HSCs, microscopic material mixing, and multiple scattering, spectra measured by HSCs are mixtures of spectra of materials in a scene. Thus, accurate estimation requires unmixing. Pixels are assumed to be mixtures of a few materials, called endmembers. Unmixing involves estimating all or some of: the number of endmembers, their spectral signatures, and their abundances at each pixel. Unmixing is a challenging, ill-posed inverse problem because of model inaccuracies, observation noise, environmental conditions, endmember variability, and data set size. Researchers have devised and investigated many models searching for robust, stable, tractable, and accurate unmixing algorithms. This paper presents an overview of unmixing methods from the time of Keshava and Mustard's unmixing tutorial [1] to the present. Mixing models are first discussed. Signal-subspace, geometrical, statistical, sparsity-based, and spatial-contextual unmixing algorithms are described. Mathematical problems and potential solutions are described. Algorithm characteristics are illustrated experimentally.Comment: This work has been accepted for publication in IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensin

Fuzzy linear programming problems : models and solutions

We investigate various types of fuzzy linear programming problems based on models and solution methods. First, we review fuzzy linear programming problems with fuzzy decision variables and fuzzy linear programming problems with fuzzy parameters (fuzzy numbers in the definition of the objective function or constraints) along with the associated duality results. Then, we review the fully fuzzy linear programming problems with all variables and parameters being allowed to be fuzzy. Most methods used for solving such problems are based on ranking functions, alpha-cuts, using duality results or penalty functions. In these methods, authors deal with crisp formulations of the fuzzy problems. Recently, some heuristic algorithms have also been proposed. In these methods, some authors solve the fuzzy problem directly, while others solve the crisp problems approximately

Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times

Stochastic, as well as fuzzy uncertainty, can be found in most real-world systems. Considering both types of uncertainties simultaneously makes optimization problems incredibly challenging. In this paper we propose a fuzzy simheuristic to solve the Time Capacitated Arc Routing Problem (TCARP) when the nature of the travel time can either be deterministic, stochastic or fuzzy. The main goal is to find a solution (vehicle routes) that minimizes the total time spent in servicing the required arcs. However, due to uncertainty, other characteristics of the solution are also considered. In particular, we illustrate how reliability concepts can enrich the probabilistic information given to decision-makers. In order to solve the aforementioned optimization problem, we extend the concept of simheuristic framework so it can also include fuzzy elements. Hence, both stochastic and fuzzy uncertainty are simultaneously incorporated into the CARP. In order to test our approach, classical CARP instances have been adapted and extended so that customers' demands become either stochastic or fuzzy. The experimental results show the effectiveness of the proposed approach when compared with more traditional ones. In particular, our fuzzy simheuristic is capable of generating new best-known solutions for the stochastic versions of some instances belonging to the tegl, tcarp, val, and rural benchmarks.This work has been partially supported by the Spanish Ministry of Science (PID2019-111100RB-C21/AEI/10.13039/01100011033), as well as by the Barcelona Council and the “laCaixa” Foundation under the framework of the Barcelona Science Plan 2020-2023 (grant21S09355-01) and Generalitat Valenciana (PROMETEO/2021/065).Peer ReviewedPostprint (published version

Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times

[EN] Stochastic, as well as fuzzy uncertainty, can be found in most real-world systems. Considering both types of uncertainties simultaneously makes optimization problems incredibly challenging. In this paper we propose a fuzzy simheuristic to solve the Time Capacitated Arc Routing Problem (TCARP) when the nature of the travel time can either be deterministic, stochastic or fuzzy. The main goal is to find a solution (vehicle routes) that minimizes the total time spent in servicing the required arcs. However, due to uncertainty, other characteristics of the solution are also considered. In particular, we illustrate how reliability concepts can enrich the probabilistic information given to decision-makers. In order to solve the aforementioned optimization problem, we extend the concept of simheuristic framework so it can also include fuzzy elements. Hence, both stochastic and fuzzy uncertainty are simultaneously incorporated into the CARP. In order to test our approach, classical CARP instances have been adapted and extended so that customers' demands become either stochastic or fuzzy. The experimental results show the effectiveness of the proposed approach when compared with more traditional ones. In particular, our fuzzy simheuristic is capable of generating new best-known solutions for the stochastic versions of some instances belonging to the tegl, tcarp, val, and rural benchmarks.Spanish Ministry of Science, Grant/Award Number: PID2019-111100RB-C21/AEI/10.13039/501100011033; Barcelona Council and the "la Caixa" Foundation under the framework of the Barcelona Science Plan 2020-2023, Grant/Award Number: 21S09355-001; Generalitat Valenciana,Grant/Award Number: PROMETEO/2021/065Martín, XA.; Panadero, J.; Peidro Payá, D.; Pérez Bernabeu, E.; Juan-Pérez, ÁA. (2023). Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times. Networks. 82(4):318-335. https://doi.org/10.1002/net.2215931833582