Fuzzy Mathematical Model for a Lot-Sizing Problem In Closed-Loop Supply Chain

Size: px
Start display at page:

Download "Fuzzy Mathematical Model for a Lot-Sizing Problem In Closed-Loop Supply Chain"

Transcription

1 ournal of Opimizaion in Indusrial Engineering, Vol. 11, Issue 1,Winer and Spring 2018, DOI /OIE Fuzzy Mahemaical Model for a o-sizing roblem In losed-oop Supply hain Amir Faehi Kivi a,*, Amir Aydin Aashi Abkenar b, Hossin Alipuor c a Young Researchers and Elie lud, KhalkhalBranch Islamic Azad Universiy, Khalkhal, Iran, b Young Researchers and elie lud, KhalkhalBranch Islamic Azad Universiy, Khalkhal, Iran, c Assisan rofessor, Indusrial Eng. Dep., Khalkhal Branch, Islamic Azad Universiy, Khalkhal, Iran Received 6 Sepember 2015; Revised 16 ovember 2016; Acceped 26 December 2016 Absrac he aim of lo sizing problems is o deermine he periods where producion akes place and he quaniies o be produced in order o saisfy he cusomer demand while minimizing he oal cos. Due o is imporance on he efficiency of he producion and invenory sysems, o sizing problems are one of he mos challenging producion planning problems and have been sudied for many years wih differen modeling feaures. In his paper, we propose a fuzzy mahemaical model for he single-iem capaciaed lo-sizing problem in closed-loop supply chain. he possibiliy approach is chosen o conver he fuzzy mahemaical model o crisp mahemaical model. he obained crisp model is in he form of mixed ineger linear programming (MI), which can be solved by exising solver in crisp environmen o find opimal soluion. Due o he complexiy of he problems harmony search (HS) algorihm and geneic algorihm (GA) have been used o solve he model for fifeen problem. o verify he performance of he algorihm, we compuaionally compared he resuls obained by he algorihms wih he resuls of he branch-and-bound mehod. Addiionally, aguchi mehod was used o calibrae he parameers of he mea-heurisic algorihms. he compuaional resuls show ha, he objecive values obained by HS are beer from GA resuls for large dimensions es problems, also U ime obained by HS are beer han GA for arge dimensions. Keywords o-sizing, Harmony search, Reurned producs 1. Inroducion he lo-sizing problem is o find he righ balance beween hese coss so as o minimize he oal coss (Hoesel and Wagelmans, (1991). Wagner and Whiin presened a dynamic programming soluion algorihm for single produc, muli-period invenory lo-sizing problem. he Wagner-Whiin (1958) proposed algorihm for dynamic lo-sizing has ofen been misundersood as requiring inordinae compuaional ime and sorage requiremens. Mongomery e al. (1973) resened several single-echelon, single-iem, saic demand invenory models for siuaions in which, during he sock ou period, a fracion b of he demand is backordered and he remaining fracion 1 - b is los forever. Akbalik and enz (2009) sudied a special case of he single-iem capaciaed lo-sizing problem, where alernaive machines are used for he producion of a single-iem. hey proposed an exac pseudo-polynomial dynamic programming algorihm which makes i -hard in he ordinary sense. Akbalik and oche (2009) presened a new class of valid inequaliies for he single-iem capaciaed lo-sizing problem wih sep-wise producion coss. hey proposed a cuing plane algorihm for differen classes of valid inequaliies inroduced. Akbalik and Rapine (2012) considered he single-iem uncapaciaed lo-sizing problem wih bach delivery, focusing on he general case of ime-dependen bach sizes. hey showed ha he problem is polynomial solvable in ime O ( 3 ), where denoes he number of periods of he horizon. Abad (2001) considered he problem of deermining he opimal price and lo-size for a reseller. He assumed ha demand can be backlogged and ha he selling price is consan wihin he invenory cycle. Aksen e al. (2003) addressed a profi maximizaion version of he well-known Wagner Whiin model for he deerminisic single-iem uncapaciaed lo-sizing problem wih los sales. he auhors proposed an O ( 2 ) forward dynamic programming algorihm o solve he problem.brahimi e al. (2006) presened four differen mahemaical programming formulaions of he Single-iem lo sizing problems. hu e al. (2013) addressed a real-life producion planning problem arising in a manufacurer of luxury goods. his problem can be modeled as a single-iem dynamic losizing model wih backlogging, ousourcing and invenory *orresponding auhor addressesamir.faehi.g@gmail.com 133

2 Amir Faehi Kivi e al./fuzzy Mahemaical Model.. capaciy. hey showed ha his problem can be solved in O ( 4 log) ime where is he number of periods in he planning horizon. ang (2004) provides a brief presenaion of simulaed annealing echniques and heir applicaion in lo-sizing problems. Sadjadi e al. (2009) proposed an improved algorihm of he Wagner and Whiin mehod. In so doing, hey firs assumed ha shorage is no permied and invenory holding and seup coss are fixed, and hen assumed he possibiliy of shorage and variabiliy of seup and holding coss. Golany e al. (2001) sudied a producion planning problem wih remanufacuring. hey proved he problem is -complee and obain an O ( 3 ) algorihm for solve he problem. i e al. (2007) analyzed a version of he capaciaed dynamic lo-sizing problem wih subsiuions and reurn producs. hey firs applied a geneic algorihm o deermine all periods requiring seups for bach manufacuring and bach remanufacuring, and hen developed a dynamic programming approach o provide he opimal soluion o deermine how many new producs are manufacured or reurn producs are remanufacured in each of hese periods. an e al. (2009) addressed he capaciaed dynamic lo- sizing problem arising in closed-loop supply chain where reurned producs are colleced from cusomers. hey assumed ha he capaciies of producion, disposal and remanufacuring are limied, and backlogging is no allowed. Moreover, hey proposed a pseudo-polynomial algorihm for solving he problem wih boh capaciaed disposal and remanufacuring. Zhang e al. (2012) invesigaed he capaciaed lo-sizing problem in closed-loop supply chain considering seup coss, produc reurns, and remanufacuring. hey formulaed he problem as a mixed ineger program and propose a agrangian relaxaionbased soluion approach Fuzzy lo-sizing problem Fuzzy se heory was firs proposed by Zadeh(1965). I is a mahemaical ool o describe imprecision in he fuzzy environmen. Imprecision refers o he sense of vagueness raher han he lack of knowledge abou he value of parameers. he vagueness is due o he unique experiences and judgmens of decision makers. Fuzzy mahemaical programming or fuzzy opimizaion, which was proposed by Zimmermann (1996), is one applicaion of fuzzy se heory. here has been a lo of research which deals wih vagueness in lo-sizing models as one of he fuzzy mahemaical programming models. For example, Yao and ee (1999) invesigaed a group of compuing schemas for he economic order quaniy as fuzzy values of he invenory wih/wihou backorder. Yao and hiang (2003) fuzzified he oal demand and he cos of soring one uni per day o he riangular fuzzy numbers. hey defuzzified by he cenroid and he signed disance mehods. Finally, hey compared he resuls obained by cenroid and signed disance mehods in he case of he oal cos of invenory wihou backorders. hey expressed he fuzzy order quaniy as he normal rapezoid fuzzy number and hen solved he aforemenioned opimizaion problem. ai (2003) applied he fuzzy se heory o solve he capaciaed lo-size problem and by using numerical examples. Wong e al. (2012) proposed a sochasic dynamic lo-sizing problem wih asymmeric deerioraing commodiy, in which he opimal uni cos of maerial and uni holding cos would be deermined. hey used arificial neural nework (A) and modified an colony opimizaion (AO) o solve his sochasic dynamic losizing problem. Guillaume e al. (2003) invesigaed losizing problem wih fuzzy demands. Mandala e al. (2005) invesigaed muli-iem muli-objecive invenory model wih shorages and demand dependen uni cos has been formulaed along wih sorage space, number of orders and producion cos resricions. hey imposed he cos parameers, he objecive funcions and consrains are in fuzzy environmen. hey used geomeric programming mehod o solve he model. hang e al. (2006) presened a fuzzy exension of he economic lo-size scheduling problem (ES) for fuzzy demands. hey used a geneic algorihm o solve he problem. hen and hang (2008) sudied fuzzy economic producion quaniy (FEQ) model wih defecive producions which canno be repaired, fuzzy opporuniy cos. hey used funcion principle as arihmeical operaions of fuzzy oal producion invenory cos, and used he graded mean inegraion represenaion mehod o defuzzify he fuzzy oal producion and invenory cos. Halim e al. (2011) consider a single-uni unreliable producion sysem which produces a singleiem. hey developed wo producion planning models on he basis of fuzzy and sochasic demand paerns and defuzzified by using he graded mean inegraion represenaion mehod. Kesarapong e al. (2011) proposed a single-iem lo-sizing problem wih fuzzy parameers, which is called he fuzzy single-iem lo-sizing problem. hey used he possibiliy approach o conver he fuzzy model o he equivalen crisp single-iem lo- sizing problem (E-SIS). Sahebjamnia and orabi (2011) developed a fuzzy sochasic muli-objecive linear programming model for a muli-level, muli-iem capaciaed lo-sizing problem. In his paper, he single-iem capaciaed lo-sizing problem is discussed. An inegraed model wih backlogging, safey socks and ousourcing wih differen producion mehods and limied warehouse space is presened anda fuzzy mahemaical model is proposed. Four meaheurisic algorihms named simulaed annealing (SA), harmony search (HS), vibraion damping opimizaion (VDO) and 134

3 ournal of Opimizaion in Indusrial Engineering, Vol. 11, Issue 1,Winer and Spring 2018, geneic algorihm (GA) have been used o solve he proposed model. he remaining of his paper is organized as follows Secion 2 describes he single-iem capaciaed lo-sizing problem wih fuzzy parameers and equivalen crisp of he single-iem capaciaed lo-sizing problem. he soluion approaches for solving he proposed model inroduced in Secion 3. he aguchi mehod for uning he parameers and compuaional experimens is presened in Secion 4. he conclusions and suggesions for fu ur e sudies are included in Secion roblem Formulaion In his secion, w e presen an MI formulaion of he problem. he single-iem capaciaed lo-sizing problem wih backlogging, safey socks and limied ousourcing in closed-loop supply chain, is a producion planning problem in which here is a ime-varying demand for an iem over periods. In his secion, we presen a formulaion of he problem. Firs, he problem assumpions, parameers, and decision variables have horoughly been inroduced and hen he proposed model has been defined Assumpions Be for e he formulaion is considered, he oh er following assumpions are made on he problem. I. he s h o r a g e, invenory, safey sock defici coss, variable cos, seup cos, ou-sourcing cos and demand are non-deerminisic. II. he amoun of he reurned producs is regarded deerminisic over he planning horizon. III. Shorage is backlogged. IV. Shorage and invenory coss mus be aken ino consideraion a he end. V. he quaniy of invenory and shorage a he beginning of he planning horizon is zero. VI. he quaniy of invenory and shorage a he end of he planning horizon is zero arameers umber of periods in he planning horizon, =1,, umber of producion manner, j=1,, j he producion cos of each uni in he period hrough he manner j 2.4. he proposed model A j h h d he seup cos of he producion in he period hrough he manner j he uni holding cos in he period Uniary safey sock defici cos in period he demand in he period he quaniy of he safey sock of produc i in he period Uniary shorage cos in period Uni ou-sourcing cos a period M A large number d r R he uni holding cos of reurned producs in period he maximum number of reurned producs ha could be disposed in period he maximum number of reurned producs ha could be remanufacured in period he number of reurned producs in period 2.3. Decision Variables j roducion quaniy in he period hrough he manner j f he number of reurned producs ha remanufacured in period he number of reurned producs ha disposed in period s y Bi nar y variable, 1 if he produced in he period j hrough he manner j, oherwise U Ou-sourcing level a period I S y j = 0 he quaniy of shorage in he period he quaniy of oversock defici in he period S he quaniy of safey sock defici in he period f s r MinZ ( ( A y ) I h S h S U F g I ) Subjec o 1 j 1 j j j j i i (1) 135

4 Amir Faehi Kivi e al./fuzzy Mahemaical Model j 1 j 1 S S I I U S S d 1,2,..., S 0 (3) I 0 (4) I I R r r f s 1 j My j 1,2,...,, 1,2,..., j I d 1, 2,..., 1 (6) S 1,2,..., (8) 0 U I 1 S 1 d f s d r 1, 2,..., 1, 2,..., 1, 2,..., y {0,1} j 1,2,..., 1,2,..., (12) j (2) (5) (7) (9) (10) (11), f, s, r I, I, S, S 0 j 1,2,..., 1,2,... j (13) he objecive funcion (1) shows oal cos. onsrains (2) are he invenory flow conservaion equaions hrough he planning horizon. onsrains (3) and (4) define respecively, he demand shorage and he safey sock defici for iem a end period is zero. onsrains (5) are he invenory flow conservaion equaions for reurned producs. consrains (6) impose ha he quaniy produced mus no exceed a maximum producion level M. M is he oal demand requiremen for produc on secion [, ] of he horizon, M is hen equal Eq. (14) o M 1 d ( 14) onsrains (7) and (8) define upper bounds on, respecively, he demand shorage and he safey sock defici in period. onsrains (9) ensure ha ousourcing level U a period is nonnegaive and canno exceed he sum of he demand, safey sock of period and he quaniy backlogged, safey sock defici from previous periods. onsrains (10) and (11) are he capaciy consrains of disposal, remanufacuring.onsrains (12) and (13) characerize y j is a binary variable and he f s r variable's domains,,, I, I, S, S non-negaive for j and. j are 2.5. Equivalen crispsingle-iem capaciaed lo-sizing problem he possibiliy approach in he conex of fuzzy se heory was inroduced by Zadeh (1978) o deal wih nonsochasic imprecision and vagueness. According o he Dubois and rade (1988) and Dubois (2006), he possibiliy approach appropriaely was used o model various kinds of informaion, such as linguisic informaion and uncerain formulae, in logical seings. In his secion, he possibiliy approach will be used o conver he fuzzy model o he equivalen crisp model. In his paper, hance-onsrained rogramming () by harnes and ooper (1959), which is normally used o confron sochasic linear programming (S), is adoped as a way o conver he fuzzy single-iem capaciaed losizing problem o he Equivalen crisp single-iem capaciaed lo-sizing problem. he concep of guaranees ha he probabiliy of sochasic consrains is greaer han or equal o a pre-specified minimum probabiliy. erworasirikul e al. (2003) proved and proposed he below emma e ai for i = 1,..., n be fuzzy variables wih normal and convex membership funcions and b be a crisp variable. he lower and upper bounds of he -level se of ai are 136

5 ournal of Opimizaion in Indusrial Engineering, Vol. 11, Issue 1,Winer and Spring 2018, denoed by i ) α ( a and U ( a i ) α, respecively. hen, for any given possibiliy levels 1, 2 and 3 wih 0 < 1, 2, 3 < 1, (Kesarapong e al, 2011) iff ( a1) α ( an) α b, 1 1 if U U ( a1) α ( an ) α b, 2 2 if ( a ) ( a ) b and U U ( a ) ( a ) b. (i) π( a1 an b) α1 (ii) π( a1 an b) α2 (iii) π( a1 an b) α3 α n α M i n Z Subjec o 1 α n α he single-iem capaciaed lo-sizing problem wih fuzzy parameers is ransformed ino he equivalen crispsingleiem capaciaed lo-sizing problem by he above emma, as follows j 1 j 0 j A j 1 A j 0 y j I j1 ( (( ( ) ( 1 ) ( ) ) ( ( ) ( 1 )( ) ) ) ( ) ( ( h ) ( 1 )( h ) ) S ( ( h ) ( 1 )( h ) ) S ( ( ) ( 1 )( ) ) U f i 1 i 0 i s r ( ( F ) ( 1 ) ( F ) ) ( ( g ) ( 1 )( g ) ) ( ( ) ( 1 )( ) ) I ) U U U j d 1) j S S I I U S S ( ) ( ) ( 1, 2,...., j d 1) j1 (15) (16) (17) S S I I U S S ( ) ( ) ( 1, 2,...., S 0 (18) I 0 (19) r r f s I I R 1 j M y j 1,2,...,, 1,2,..., j U I ( d ) 1, 2,..., 1 (21) (22) S ( ) U 1,2,..., U U I S ( d ) ( ) f s d U ( ) r U ( ) 1, 2,..., 1, 2,..., U y { 0, 1 } j 1,2,..., 1,2,..., j 1, 2,..., (23) (24) (25) (26) (27), f, s, r I, I, S, S 0 j 1,2,..., 1, 2,.... (28) j 3. Soluion Approaches 3.1. Harmony search algorihm H a r m o n y search (HS) is a new heurisic mehod ha mimics he improvisaion of music players. H S w a s 137

6 Amir Faehi Kivi e al./fuzzy Mahemaical Model.. proposed by Geeme al. (2001). Inspiraion was drawn from musical performance processes ha occur when a musician searches for a beer sae of harmony, improvising he insrumen piches owards a beer aesheic oucome. he HS algorihm imposes fewer mahemaical requiremens and does no require specific iniial value seings of he decision variables. Because he HS algorihm is based on sochasic random searches, he derivaive informaion is also no necessary. In he HS algorihm, musicians search for a perfec sae of he harmony which deermined by aesheic esimaion, as he opimizaion algorihms search for a bes sae (i.e., global opimum) deermined by an objecive funcion. Harmony search Objecive funcion f(x i ), i=1 o Define HS parameers HMS, HMR, AR, and BW Generae iniial harmonics (for i=1 o HMS) Evaluae f (x i ) While (unil erminaing condiion) reae a new harmony x i new, i=1 o If(U(0,1) HMR), x i new =x j old, where x j old is a random from {1,,HMS} Else if (U (0, 1) AR), x i new =x (i)+ U(0, 1) [x U (i) - x (i)] Else x i new =x j old + BW[(2 U(0,1))-1], where x j old is a random from {1,,HMS} end if Evaluaion f (x i new ) Accep he new harmonics (soluions) if beer End while Fine he curren bes esimaes 3.2. Geneic algorihm he geneic algorihm (GA) has been proven o be powerful mehod for combinaorial opimizaion problems. I was firs proposed by Holland (1975) o encode he feaures of a problem by chromosomes, in which each gene represens a feaure of he problem. In general, he GA consiss of he following seps Sep 1 Iniialize a populaion of chromosomes. Sep 2 Evaluae he finess of each chromosome. Sep 3 reae new chromosomes by applying geneic operaors (e.g., crossover and muaion) o he curren seleced chromosomes. Sep 4 Evaluae he finess of he new populaion of chromosomes. Sep 5 If he erminaion condiion is saisfied, sop and reurn he bes chromosome; oherwise, go o Sep Represenaion schema In his paper, each chromosome is a producion plan and each chromosome formed as an ineger vecor wih genes as shown in Fig 1, where is he number of periods Selecion he selecion provides he opporuniy o deliver he gene of a good soluion o nex generaion. here are various selecion operaors available ha can be used o selec he parens. In his sudy, he ournamen selecion is employed rossover rossover is a process, in which chromosomes exchange genes hrough he breakage and reunion of wo chromosomes o generae a number of children. rossover s offspring should represen soluions ha combine subsrucures of heir parens. In his sudy, crossover generaes an offspring by combining wo selecive parens as shown in Fig Muaion A muaion scheme ha swaps he value of he (number of periods srongly muaion) random seleced genes of he curren soluion wih each oher. Fig. 3 illusraes his operaion on he=8 and Sm=0.5. In our implemened GA, crossover and muaion operaors are used wih he given probabiliies Finess funcion he finess funcion is he same as he objecive funcion defined in Secion erminaion condiion he search process sops if he sopping crierion (i.e., maximum number of improvisaions) is saisfied, hen compuaion is erminaed. 4. Experimenal Resuls We ry o es he performance of he GA and HS in finding good qualiy soluions in reasonable ime for he problem. For his purpose, 15 problems wih differen sizes are generaed for each algorihms. he producion manners and periods has he mos impac on problem hardness. he proposed model coded wih ingo (ver.8) sofware using for solving he insances, GA and HS is implemened o solve each insance in five imes o obain more reliable daa. he geneic algorihm and harmony search are coded in MAAB R2011a and all ess are conduced on a no 138

7 ournal of Opimizaion in Indusrial Engineering, Vol. 11, Issue 1,Winer and Spring 2018, book a Inel ore i5 rocessor 1.7 GHz and 6 GB of RAM. In his paper, he aguchi mehod applied o calibrae he parameers of he proposed algorihms. he aguchi mehod was developed by aguchi (2000). his mehod is ba sed on maximizing he performance measures, called signal-o-noise (S/) raio, in o r d e r o fin d he opimized levels of he effecive facors in he experimens. he S/ raio refers o he mean-square deviaion of he objecive funcion ha minimizes he mean and variance of qualiy characerisics o make hem closer o he expeced values. For he fa c or s ha have significan impac o n he S / raio, he highes S/ raio provides he opimum level for ha facor. able 1 liss differen levels of he facors for HS and GA. In his paper, according o he levels and he number of he facors, respecively he aguchi mehod 25 A (17000,18000,19000, 20000), A (19000,20000,21000,22000) E is used for he adjusmen of he parameers for he HS and GA. F i g s 4 and 5 shown S / raios. Bes evel of he facor for each algorihm is shown in able 2. ompuaional experimens are conduced o validae and ver i fy he behavior and he performance of he meaheurisic algorihms employed o solve he considered single-iem capaciaed lo-sizing problem. We ry o es he performance of he proposed GA and HS finding good qualiy soluions in a reasonable ime for he problem. For his purpose, 15 problems w i h differen sizes and 0.4 are generaed. For hese problems, w e used he rapezoidal fuzzy seup cos and uni price which would be classified as hree levels cheap, normal and expensive. I is respecively denoed by, A (21000,22000,23000,24000) (60,65,70,75), (70,75,80,85) and (70,75,80,85) he rapezoidal fuzzy demand and safey sock are classified as hree levels, low, medium and high. I is respecively denoed by d (8, 9,10,11), d (10,11,12,13), d H (13,14,15,16), ( 1, 2, 3, 4 ), (3,4,5,6) and (5, 6, 7,8). M H E M, he riangular fuzz y invenory holding cos, s h o r a g e cos, safey sock defici cos, ou-sourcing cos, repair cos, h h u F E h (6,7,8), (7,8,9) (12,13,14), h E (13,14,15), h E (8,9,10) dispose cos and invenory holding cos for reurn producs are classified as hree levels cheap, normal and expensive., (16,17,18), (17,18,19), (18,19,20), u (30000,35000, 40000), u (35000,40000,45000), (40000,45000,50000), g (55,60,65), g (60,65,70), g (65,70,75) Medium ow Medium (20,25,30), F (25,30,35), ow (4,5,6), Medium (5,6,7), (6,7,8). High High E High, h (11,12,13),, F (15,20,25), he number of manners and periods has he mos impac on he problem hardness. he proposed model coded wih ingo (Ver.8) sofware using for solving he insances. he bes resuls are recorded as a measure for he relaed problem. able 3 shows deails of compuaional resuls obained by soluion mehods for all es problems. he resuls of running he proposed GA and H S are compared w i h he opimal soluion of he insances, obained f r o m ingo sofware, F i g 6 depic comparison beween soluion qualiy of he ingo, GA and H S of he insances, and Fig 7 depic comparison beween soluion qualiy of GA and HS. he GA and HS algorihms can solve all he es problems for boh models. he GA and HS can find good qualiy soluions for small dimensions problems. he objecive values obained by HS are beer fr om GA resuls for arge dimensions es problems. Fig 8 shows he U ime of he HS is less han GA. 5. onclusion In his paper, we propose a mahemaical formulaion of a new single-iem capaciaed lo-sizing problem wih backlogging, safey socks and limied ousourcing in closed-loop supply chain. his formulaion akes ino accoun several indusrial consrains such as shorage coss, safey sock defici coss and limied ousourcing. Due o he complexiy of he problem, GA and H S algorihms is used o solve problem insances. Several problems wih differen sizes generaed and solved by HS and ingo sofware. he resuls s h o w ha he H S algorihm able o fi n d good qualiy soluions in 39

8 Amir Faehi Kivi e al./fuzzy Mahemaical Model.. reasonable ime. One sraighforward opporuniy for fuure research is exending he assumpion of he proposed model for including real condiions of producion sysems such as limied invenory and ec. Also, developing a new heurisic or mea-heurisic o consruc beer feasible soluions. References Abad,.. (2001). Opimal price and Order Size for a Reseller under arial Backordering.ompuers & Operaions Research, 28, Akbalik, A. &enz, B. (2009). Exac mehods for singleiem capaciaed lo sizing problem wih alernaive machines and piece-wise linear producion coss. In.. roducion Economics, 119, Akbalik, A. &oche, Y. (2009).Valid inequaliies for he single-iem capaciaed lo sizing problem wih sep-wise coss.european ournal of Operaional Research, 198, Akbalik, A. & Rapine,. (2012).olynomial ime algorihms for he consan capaciaed single-iem lo sizing problem wih sepwise producion cosv.operaions Research eers, 40, Aksen, D. Alinkemer, K. & hand, S. (2003). he single-iem lo-sizing problem wih immediae los sales.european ournal of Operaional Research, 147, B. Golany,. &Yang, G. Yu. (2001). Economic losizing wih remanufacuring opions.iie ransacions, 33, Brahimi,., Dauzere-eres, S., ajid,. &ordli,. (2006). Single iem lo sizing problems.european ournal of Operaional Research, 168, hang,., Yao, M., Huang, S. & hen,. (2006).A geneic algorihm for solving a fuzzy economic losize scheduling problem.inernaional ournal of roducion Economics, 102, harnes, A. & ooper, W.W. (1959). hance consrained programming. Managemen Science, 6, hen, S.H. & hang, S.M. (2008).Opimizaion of fuzzy producion invenory model wih unrepairable defecive producs.inernaional ournal of roducion Economics, 113, 2008, hu,., hu, F., Zhong,. & Yang, S. (2013). A polynomial algorihm for a lo-sizing problem wih backlogging, ou sourcing and limied invenory.ompuers& Indusrial Engineering, 64, Dubois, D.&rade, H. (1988).ossibiliy heory. lenum ress, ew York. Dubois, D.(2006). ossibiliy heory and saisical reasoning. ompuaional Saisics & Daa Analysis, 51, Geem, Z.W., Kim.H. &oganahan, G. (2001). A new heurisic opimizaion algorihm harmony search. Simulaion, 76, Guillaume, R., Kobyla nski,. &Zieli nski,. (2003).apaciaed o-size roblems Wih Fuzzy apaciy. Mahemaical and ompuer Modeling, 38, Halim, K.A., Girl, B.. &haudhuri, K.S. (2011).Fuzzy producion planning models for an unreliable producion sysem wih fuzzy producion rae and sochasic/fuzzy demand ra.inernaional ournal of Indusrial Engineering ompuaions, 2, Hoesel, S. V. &Wagelmans, A. (1991). A dual algorihm for he economic lo-sizing problem.european ournal of Operaional Research, 52, Holland,.H. (1975). Adapaion in naural and arificial sysems, Ann Arbor, he Universiy of Michigan ress. Kesarapong,S., unyangarm, V.&husava,K. (2011). he single iem lo sizing problem wih fuzzy parameers a possibiliy approach. roc. of he Inernaional onference on echnology Innovaion and Indusrial Managemen, OUU, Finland, une. erworasirikul, S., Fang, S.., oines.a. &ule, H..W. (2003). Fuzzy daa envelopmen analysis (DEA) A possibiliy approach. Fuzzy Ses and Sysems, 139, i, Y., hen,, & ai, X. (2007). Heurisic geneic algorihm for capaciaed producion planning problems wih bach processing and remanufacuring. In.. roducion Economics, 105, Mandala,.K., Roy,.K. &Maii, M. (2005). Muliobjecive fuzzy invenory model wih hree consrains a geomeric programming approach. Fuzzy Ses and Sysems, 150, Mongomery, D.., Bazaraa, M. S. &Keswani, A. K. (1973). Invenory models wih a mixure of backorders and los sales. aval Res. ogis.qua, 20, ai,.f. (2003). apaciaed o Size roblems wih Fuzzy apaciy. Mahemaical and ompuer Modelling, 38, an, Z., ang,. & iu, O. (2009). apaciaed dynamic lo sizing problems in closed-loop supply chainv. European ournal of Operaional Research, 198, Sadjadi, S.., Aryanezhad, Mir. B. Gh. &Sadeghi, H. A. (2009). An Improved WAGER-WHII Algorihm.Inernaional ournal of Indusrial Engineering & roducion Research, 3, Sahebjamnia,.&orabi, A. (2011).A fuzzy sochasic programming approach o solve he capaciaed lo size problem under uncerainy. roc. of he Inernaional onference on Fuzzy Sysems,aipei, aiwan, une, aguchi, G. & howdhury S. (2000). aguchi, Robus engineering, McGraw-Hill, ew York. ang, O. (2004). Simulaed annealing in lo sizing problems.in.. roducion Economics, 88,

9 ournal of Opimizaion in Indusrial Engineering, Vol. 11, Issue 1,Winer and Spring 2018, Wagner, H. M. and Whiin,. M. (1958).A dynamic version of he economic li size model.managemen Science, 5, Wong,., Su,. & Wang,. (2012).Sochasic dynamic lo-sizing problem using bi-level programming base on arificial inelligence echniques. Mahemaical Modelling, 26, Yao,.S. & hiang,. (2003). Invenory wihou backorder w i h fuzz y oal cos and fuzzy soring cos defuzzified by cenroid and signed disance. European ournal of Operaional Research, 148, Yao,.S. & ee, H. M. (1999).Fuzzy invenory wih or wihou backorder for fuzzy or der quaniy wih rapezoid fuzz y number.fuzzy Se s and Sy s e ms, 105, Zadeh,.A. (1965). Fuzzy ses. Informaion & onrol, 8, Zadeh,.A. (1978). Fuzzy ses as a basis for a heory of possibiliy. Fuzzy Ses and Sysems, 1, Zhang, Z.H., iang, H. & an, X. (2012). A agrangian relaxaion ba sed approach for he capaciaed lo sizing problem in closed-loop supply chain. In.. roducion Economics, 140, Zimmermann, H.. (1996). Fuzzy se heory and is applicaion, ondon, Kluwer Academic ublishers. his aricle can be cied.faehi Kivi, A., AashiAbkenar, A.A. &Alipuor, H.(2018). Fuzzy Mahemaical Model For A o-sizing roblem In losed-oop Supply hain ournal of Opimizaion in Indusrial Engineering. 11 (1), UR hp// DOI /OIE

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Capacity Constraints IJCSI Inernaional Journal of Compuer Science Issues, Vol 9, Issue 1, No 1, January 2012 wwwijcsiorg 18 Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Capaciy

More information

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space

Applying Genetic Algorithms for Inventory Lot-Sizing Problem with Supplier Selection under Storage Space Inernaional Journal of Indusrial and Manufacuring Engineering Applying Geneic Algorihms for Invenory Lo-Sizing Problem wih Supplier Selecion under Sorage Space Vichai Rungreunganaun and Chirawa Woarawichai

More information

Inventory Control of Perishable Items in a Two-Echelon Supply Chain

Inventory Control of Perishable Items in a Two-Echelon Supply Chain Journal of Indusrial Engineering, Universiy of ehran, Special Issue,, PP. 69-77 69 Invenory Conrol of Perishable Iems in a wo-echelon Supply Chain Fariborz Jolai *, Elmira Gheisariha and Farnaz Nojavan

More information

Two New Uncertainty Programming Models of Inventory with Uncertain Costs

Two New Uncertainty Programming Models of Inventory with Uncertain Costs Journal of Informaion & Compuaional Science 8: 2 (211) 28 288 Available a hp://www.joics.com Two New Uncerainy Programming Models of Invenory wih Uncerain Coss Lixia Rong Compuer Science and Technology

More information

An introduction to the theory of SDDP algorithm

An introduction to the theory of SDDP algorithm An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration

On a Discrete-In-Time Order Level Inventory Model for Items with Random Deterioration Journal of Agriculure and Life Sciences Vol., No. ; June 4 On a Discree-In-Time Order Level Invenory Model for Iems wih Random Deerioraion Dr Biswaranjan Mandal Associae Professor of Mahemaics Acharya

More information

Deteriorating Inventory Model with Time. Dependent Demand and Partial Backlogging

Deteriorating Inventory Model with Time. Dependent Demand and Partial Backlogging Applied Mahemaical Sciences, Vol. 4, 00, no. 7, 36-369 Deerioraing Invenory Model wih Time Dependen Demand and Parial Backlogging Vinod Kumar Mishra Deparmen of Compuer Science & Engineering Kumaon Engineering

More information

An Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging

An Inventory Model for Time Dependent Weibull Deterioration with Partial Backlogging American Journal of Operaional Research 0, (): -5 OI: 0.593/j.ajor.000.0 An Invenory Model for Time ependen Weibull eerioraion wih Parial Backlogging Umakana Mishra,, Chaianya Kumar Tripahy eparmen of

More information

A Hop Constrained Min-Sum Arborescence with Outage Costs

A Hop Constrained Min-Sum Arborescence with Outage Costs A Hop Consrained Min-Sum Arborescence wih Ouage Coss Rakesh Kawara Minnesoa Sae Universiy, Mankao, MN 56001 Email: Kawara@mnsu.edu Absrac The hop consrained min-sum arborescence wih ouage coss problem

More information

The Production-Distribution Problem in the Supply Chain Network using Genetic Algorithm

The Production-Distribution Problem in the Supply Chain Network using Genetic Algorithm Inernaional Journal o Applied Engineering Research ISSN 0973-4562 Volume 12, Number 23 (2017) pp. 13570-13581 Research India Publicaions. hp://www.ripublicaion.com The Producion-Disribuion Problem in he

More information

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand

Excel-Based Solution Method For The Optimal Policy Of The Hadley And Whittin s Exact Model With Arma Demand Excel-Based Soluion Mehod For The Opimal Policy Of The Hadley And Whiin s Exac Model Wih Arma Demand Kal Nami School of Business and Economics Winson Salem Sae Universiy Winson Salem, NC 27110 Phone: (336)750-2338

More information

An Inventory Model for Constant Deteriorating Items with Price Dependent Demand and Time-varying Holding Cost

An Inventory Model for Constant Deteriorating Items with Price Dependent Demand and Time-varying Holding Cost Inernaional Journal of Compuer Science & Communicaion An Invenory Model for Consan Deerioraing Iems wih Price Dependen Demand and ime-varying Holding Cos N.K.Sahoo, C.K.Sahoo & S.K.Sahoo 3 Maharaja Insiue

More information

A Study of Inventory System with Ramp Type Demand Rate and Shortage in The Light Of Inflation I

A Study of Inventory System with Ramp Type Demand Rate and Shortage in The Light Of Inflation I Inernaional Journal of Mahemaics rends and echnology Volume 7 Number Jan 5 A Sudy of Invenory Sysem wih Ramp ype emand Rae and Shorage in he Ligh Of Inflaion I Sangeea Gupa, R.K. Srivasava, A.K. Singh

More information

MODULE - 9 LECTURE NOTES 2 GENETIC ALGORITHMS

MODULE - 9 LECTURE NOTES 2 GENETIC ALGORITHMS 1 MODULE - 9 LECTURE NOTES 2 GENETIC ALGORITHMS INTRODUCTION Mos real world opimizaion problems involve complexiies like discree, coninuous or mixed variables, muliple conflicing objecives, non-lineariy,

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information

CENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS

CENTRALIZED VERSUS DECENTRALIZED PRODUCTION PLANNING IN SUPPLY CHAINS CENRALIZED VERSUS DECENRALIZED PRODUCION PLANNING IN SUPPLY CHAINS Georges SAHARIDIS* a, Yves DALLERY* a, Fikri KARAESMEN* b * a Ecole Cenrale Paris Deparmen of Indusial Engineering (LGI), +3343388, saharidis,dallery@lgi.ecp.fr

More information

MULTI-PERIOD PRODUCTION PLANNING UNDER FUZZY CONDITIONS

MULTI-PERIOD PRODUCTION PLANNING UNDER FUZZY CONDITIONS hp://dx.doi.org/.474/apem.. Advances in Producion Engineering & Managemen 7 (), 6-7 ISSN 854-65 Scienific paper MULTI-PERIOD PRODUCTION PLANNING UNDER FUY CONDITIONS Naadimuhu, G.; Liu, Y.L. & Lee, E.S.

More information

Random Walk with Anti-Correlated Steps

Random Walk with Anti-Correlated Steps Random Walk wih Ani-Correlaed Seps John Noga Dirk Wagner 2 Absrac We conjecure he expeced value of random walks wih ani-correlaed seps o be exacly. We suppor his conjecure wih 2 plausibiliy argumens and

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

Particle Swarm Optimization Combining Diversification and Intensification for Nonlinear Integer Programming Problems

Particle Swarm Optimization Combining Diversification and Intensification for Nonlinear Integer Programming Problems Paricle Swarm Opimizaion Combining Diversificaion and Inensificaion for Nonlinear Ineger Programming Problems Takeshi Masui, Masaoshi Sakawa, Kosuke Kao and Koichi Masumoo Hiroshima Universiy 1-4-1, Kagamiyama,

More information

20. Applications of the Genetic-Drift Model

20. Applications of the Genetic-Drift Model 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015

International Journal of Computer Science Trends and Technology (IJCST) Volume 3 Issue 6, Nov-Dec 2015 Inernaional Journal of Compuer Science Trends and Technology (IJCST) Volume Issue 6, Nov-Dec 05 RESEARCH ARTICLE OPEN ACCESS An EPQ Model for Two-Parameer Weibully Deerioraed Iems wih Exponenial Demand

More information

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Modal identification of structures from roving input data by means of maximum likelihood estimation of the state space model

Modal identification of structures from roving input data by means of maximum likelihood estimation of the state space model Modal idenificaion of srucures from roving inpu daa by means of maximum likelihood esimaion of he sae space model J. Cara, J. Juan, E. Alarcón Absrac The usual way o perform a forced vibraion es is o fix

More information

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives

Exponentially Weighted Moving Average (EWMA) Chart Based on Six Delta Initiatives hps://doi.org/0.545/mjis.08.600 Exponenially Weighed Moving Average (EWMA) Char Based on Six Dela Iniiaives KALPESH S. TAILOR Deparmen of Saisics, M. K. Bhavnagar Universiy, Bhavnagar-36400 E-mail: kalpesh_lr@yahoo.co.in

More information

Deteriorating Inventory Model When Demand Depends on Advertisement and Stock Display

Deteriorating Inventory Model When Demand Depends on Advertisement and Stock Display Inernaional Journal of Operaions Research Inernaional Journal of Operaions Research Vol. 6, No. 2, 33 44 (29) Deerioraing Invenory Model When Demand Depends on Adverisemen and Sock Display Nia H. Shah,

More information

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite American Journal of Operaions Research, 08, 8, 8-9 hp://wwwscirporg/journal/ajor ISSN Online: 60-8849 ISSN Prin: 60-8830 The Opimal Sopping Time for Selling an Asse When I Is Uncerain Wheher he Price Process

More information

Competitive and Cooperative Inventory Policies in a Two-Stage Supply-Chain

Competitive and Cooperative Inventory Policies in a Two-Stage Supply-Chain Compeiive and Cooperaive Invenory Policies in a Two-Sage Supply-Chain (G. P. Cachon and P. H. Zipkin) Presened by Shruivandana Sharma IOE 64, Supply Chain Managemen, Winer 2009 Universiy of Michigan, Ann

More information

Stochastic Model for Cancer Cell Growth through Single Forward Mutation

Stochastic Model for Cancer Cell Growth through Single Forward Mutation Journal of Modern Applied Saisical Mehods Volume 16 Issue 1 Aricle 31 5-1-2017 Sochasic Model for Cancer Cell Growh hrough Single Forward Muaion Jayabharahiraj Jayabalan Pondicherry Universiy, jayabharahi8@gmail.com

More information

Technical Report Doc ID: TR March-2013 (Last revision: 23-February-2016) On formulating quadratic functions in optimization models.

Technical Report Doc ID: TR March-2013 (Last revision: 23-February-2016) On formulating quadratic functions in optimization models. Technical Repor Doc ID: TR--203 06-March-203 (Las revision: 23-Februar-206) On formulaing quadraic funcions in opimizaion models. Auhor: Erling D. Andersen Convex quadraic consrains quie frequenl appear

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

Two-level lot-sizing with inventory bounds

Two-level lot-sizing with inventory bounds Two-level lo-sizing wih invenory bounds Siao-Leu Phourasamay, Safia Kedad-Sidhoum, Fanny Pascual Sorbonne Universiés, UPMC Univ Paris 06, CNRS, LIP6 UMR 7606, 4 place Jussieu 75005 Paris. {siao-leu.phourasamay,safia.kedad-sidhoum,fanny.pascual}@lip6.fr

More information

Macroeconomic Theory Ph.D. Qualifying Examination Fall 2005 ANSWER EACH PART IN A SEPARATE BLUE BOOK. PART ONE: ANSWER IN BOOK 1 WEIGHT 1/3

Macroeconomic Theory Ph.D. Qualifying Examination Fall 2005 ANSWER EACH PART IN A SEPARATE BLUE BOOK. PART ONE: ANSWER IN BOOK 1 WEIGHT 1/3 Macroeconomic Theory Ph.D. Qualifying Examinaion Fall 2005 Comprehensive Examinaion UCLA Dep. of Economics You have 4 hours o complee he exam. There are hree pars o he exam. Answer all pars. Each par has

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

Scheduling of Crude Oil Movements at Refinery Front-end

Scheduling of Crude Oil Movements at Refinery Front-end Scheduling of Crude Oil Movemens a Refinery Fron-end Ramkumar Karuppiah and Ignacio Grossmann Carnegie Mellon Universiy ExxonMobil Case Sudy: Dr. Kevin Furman Enerprise-wide Opimizaion Projec March 15,

More information

A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS

A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS Xinping Guan ;1 Fenglei Li Cailian Chen Insiue of Elecrical Engineering, Yanshan Universiy, Qinhuangdao, 066004, China. Deparmen

More information

Optimal Replenishment Policy for Ameliorating Item with Shortages under Inflation and Time Value of Money using Genetic Algorithm

Optimal Replenishment Policy for Ameliorating Item with Shortages under Inflation and Time Value of Money using Genetic Algorithm Inernaional Journal of Compuer Applicaions (975 8887) Volume 7 No., Augus Opimal Replenishmen Policy for Amelioraing Iem wih Shorages under Inflaion and ime Value of Money using Geneic Algorihm S.R. Singh

More information

Probabilistic Models for Reliability Analysis of a System with Three Consecutive Stages of Deterioration

Probabilistic Models for Reliability Analysis of a System with Three Consecutive Stages of Deterioration Yusuf I., Gaawa R.I. Volume, December 206 Probabilisic Models for Reliabiliy Analysis of a Sysem wih Three Consecuive Sages of Deerioraion Ibrahim Yusuf Deparmen of Mahemaical Sciences, Bayero Universiy,

More information

A Framework for Efficient Document Ranking Using Order and Non Order Based Fitness Function

A Framework for Efficient Document Ranking Using Order and Non Order Based Fitness Function A Framework for Efficien Documen Ranking Using Order and Non Order Based Finess Funcion Hazra Imran, Adii Sharan Absrac One cenral problem of informaion rerieval is o deermine he relevance of documens

More information

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems

Single-Pass-Based Heuristic Algorithms for Group Flexible Flow-shop Scheduling Problems Single-Pass-Based Heurisic Algorihms for Group Flexible Flow-shop Scheduling Problems PEI-YING HUANG, TZUNG-PEI HONG 2 and CHENG-YAN KAO, 3 Deparmen of Compuer Science and Informaion Engineering Naional

More information

Energy Storage Benchmark Problems

Energy Storage Benchmark Problems Energy Sorage Benchmark Problems Daniel F. Salas 1,3, Warren B. Powell 2,3 1 Deparmen of Chemical & Biological Engineering 2 Deparmen of Operaions Research & Financial Engineering 3 Princeon Laboraory

More information

A Dynamic Model for Facility Location in Closed-Loop Supply Chain Design

A Dynamic Model for Facility Location in Closed-Loop Supply Chain Design A Dynamic Model for Faciliy Locaion in Closed-Loop Supply Chain Design Orapadee Joochim 1 Inroducion A he sraegic level, closed-loop supply chain (CLSC managemen involves long-erm decisions regarding he

More information

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he

More information

Key words: EOQ, Deterioration, Stock dependent demand pattern

Key words: EOQ, Deterioration, Stock dependent demand pattern An Invenory Model Wih Sock Dependen Demand, Weibull Disribuion Deerioraion R. Babu Krishnaraj Research Scholar, Kongunadu Ars & Science ollege, oimbaore 64 9. amilnadu, INDIA. & K. Ramasamy Deparmen of

More information

not to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling?

not to be republished NCERT MATHEMATICAL MODELLING Appendix 2 A.2.1 Introduction A.2.2 Why Mathematical Modelling? 256 MATHEMATICS A.2.1 Inroducion In class XI, we have learn abou mahemaical modelling as an aemp o sudy some par (or form) of some real-life problems in mahemaical erms, i.e., he conversion of a physical

More information

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate.

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate. Inroducion Gordon Model (1962): D P = r g r = consan discoun rae, g = consan dividend growh rae. If raional expecaions of fuure discoun raes and dividend growh vary over ime, so should he D/P raio. Since

More information

Stochastic Perishable Inventory Systems: Dual-Balancing and Look-Ahead Approaches

Stochastic Perishable Inventory Systems: Dual-Balancing and Look-Ahead Approaches Sochasic Perishable Invenory Sysems: Dual-Balancing and Look-Ahead Approaches by Yuhe Diao A hesis presened o he Universiy Of Waerloo in fulfilmen of he hesis requiremen for he degree of Maser of Applied

More information

Air Traffic Forecast Empirical Research Based on the MCMC Method

Air Traffic Forecast Empirical Research Based on the MCMC Method Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,

More information

Final Spring 2007

Final Spring 2007 .615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o

More information

MATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES

MATHEMATICAL DESCRIPTION OF THEORETICAL METHODS OF RESERVE ECONOMY OF CONSIGNMENT STORES MAHEMAICAL DESCIPION OF HEOEICAL MEHODS OF ESEVE ECONOMY OF CONSIGNMEN SOES Péer elek, József Cselényi, György Demeer Universiy of Miskolc, Deparmen of Maerials Handling and Logisics Absrac: Opimizaion

More information

Comparing Means: t-tests for One Sample & Two Related Samples

Comparing Means: t-tests for One Sample & Two Related Samples Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion

More information

An EOQ Model with Verhulst s Demand and Time-Dependent Deterioration Rate

An EOQ Model with Verhulst s Demand and Time-Dependent Deterioration Rate An EOQ Model wih Verhuls s Demand and Time-Dependen Deerioraion Rae Yuan-Chih Huang Kuo-Hsien Wang Deparmen of Business Managemen, Takming niversiy of Science and Technology, Taiwan Yu-Je Lee, Deparmen

More information

International Journal of Approximate Reasoning

International Journal of Approximate Reasoning Inernaional Journal of Approximae Reasoning 50 (009) 59 540 Conens liss available a ScienceDirec Inernaional Journal of Approximae Reasoning journal homepage www.elsevier.com/locae/ijar Fuzzy economic

More information

Pade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol

Pade and Laguerre Approximations Applied. to the Active Queue Management Model. of Internet Protocol Applied Mahemaical Sciences, Vol. 7, 013, no. 16, 663-673 HIKARI Ld, www.m-hikari.com hp://dx.doi.org/10.1988/ams.013.39499 Pade and Laguerre Approximaions Applied o he Acive Queue Managemen Model of Inerne

More information

International Journal of Industrial Engineering Computations

International Journal of Industrial Engineering Computations Inernaional Journal of Indusrial Engineering Compuaions 5 (214) 497 51 Conens liss available a GrowingScience Inernaional Journal of Indusrial Engineering Compuaions homepage: www.growingscience.com/ijiec

More information

Mean-square Stability Control for Networked Systems with Stochastic Time Delay

Mean-square Stability Control for Networked Systems with Stochastic Time Delay JOURNAL OF SIMULAION VOL. 5 NO. May 7 Mean-square Sabiliy Conrol for Newored Sysems wih Sochasic ime Delay YAO Hejun YUAN Fushun School of Mahemaics and Saisics Anyang Normal Universiy Anyang Henan. 455

More information

Solutions to Assignment 1

Solutions to Assignment 1 MA 2326 Differenial Equaions Insrucor: Peronela Radu Friday, February 8, 203 Soluions o Assignmen. Find he general soluions of he following ODEs: (a) 2 x = an x Soluion: I is a separable equaion as we

More information

Journal of Chemical and Pharmaceutical Research, 2014, 6(5): Research Article

Journal of Chemical and Pharmaceutical Research, 2014, 6(5): Research Article Available online www.jocpr.com Journal of Chemical and Pharmaceuical Research, 204, 6(5):70-705 Research Aricle ISSN : 0975-7384 CODEN(USA) : JCPRC5 Cells formaion wih a muli-objecive geneic algorihm Jun

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED

0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED 0.1 MAXIMUM LIKELIHOOD ESTIMATIO EXPLAIED Maximum likelihood esimaion is a bes-fi saisical mehod for he esimaion of he values of he parameers of a sysem, based on a se of observaions of a random variable

More information

International Journal of Supply and Operations Management

International Journal of Supply and Operations Management Inernaional Journal of Supply and Operaions Managemen IJSOM May 05, Volume, Issue, pp 5-547 ISSN-Prin: 8-59 ISSN-Online: 8-55 wwwijsomcom An EPQ Model wih Increasing Demand and Demand Dependen Producion

More information

A new flexible Weibull distribution

A new flexible Weibull distribution Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.

More information

Lecture Notes 3: Quantitative Analysis in DSGE Models: New Keynesian Model

Lecture Notes 3: Quantitative Analysis in DSGE Models: New Keynesian Model Lecure Noes 3: Quaniaive Analysis in DSGE Models: New Keynesian Model Zhiwei Xu, Email: xuzhiwei@sju.edu.cn The moneary policy plays lile role in he basic moneary model wihou price sickiness. We now urn

More information

On the Optimal Policy Structure in Serial Inventory Systems with Lost Sales

On the Optimal Policy Structure in Serial Inventory Systems with Lost Sales On he Opimal Policy Srucure in Serial Invenory Sysems wih Los Sales Woonghee Tim Huh, Columbia Universiy Ganesh Janakiraman, New York Universiy May 21, 2008 Revised: July 30, 2008; December 23, 2008 Absrac

More information

Unit Commitment under Market Equilibrium Constraints

Unit Commitment under Market Equilibrium Constraints Uni Commimen under Marke Equilibrium Consrains Luce Brocorne 1 Fabio D Andreagiovanni 2 Jérôme De Boeck 3,1 Bernard Forz 3,1 1 INOCS, INRIA Lille Nord-Europe, France 2 Universié de Technologie de Compiègne,

More information

Stability and Bifurcation in a Neural Network Model with Two Delays

Stability and Bifurcation in a Neural Network Model with Two Delays Inernaional Mahemaical Forum, Vol. 6, 11, no. 35, 175-1731 Sabiliy and Bifurcaion in a Neural Nework Model wih Two Delays GuangPing Hu and XiaoLing Li School of Mahemaics and Physics, Nanjing Universiy

More information

Production Inventory Model with Different Deterioration Rates Under Shortages and Linear Demand

Production Inventory Model with Different Deterioration Rates Under Shortages and Linear Demand Inernaional Refereed Journal of Engineering and Science (IRJES) ISSN (Online) 39-83X, (Prin) 39-8 Volume 5, Issue 3 (March 6), PP.-7 Producion Invenory Model wih Differen Deerioraion Raes Under Shorages

More information

Particle Swarm Optimization

Particle Swarm Optimization Paricle Swarm Opimizaion Speaker: Jeng-Shyang Pan Deparmen of Elecronic Engineering, Kaohsiung Universiy of Applied Science, Taiwan Email: jspan@cc.kuas.edu.w 7/26/2004 ppso 1 Wha is he Paricle Swarm Opimizaion

More information

Speaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis

Speaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis Speaker Adapaion Techniques For Coninuous Speech Using Medium and Small Adapaion Daa Ses Consaninos Boulis Ouline of he Presenaion Inroducion o he speaker adapaion problem Maximum Likelihood Sochasic Transformaions

More information

A STUDY OF INFLATION EFFECTS ON AN EOQ MODEL FOR WEIBULL DETERIORATING/AMELIORATING ITEMS WITH RAMP TYPE OF DEMAND AND SHORTAGES

A STUDY OF INFLATION EFFECTS ON AN EOQ MODEL FOR WEIBULL DETERIORATING/AMELIORATING ITEMS WITH RAMP TYPE OF DEMAND AND SHORTAGES Yugoslav Journal of Operaions Research 3 (3) Numer 3, 44-455 DOI:.98/YJOR838V A SUDY OF INFLAION EFFECS ON AN EOQ MODEL FOR WEIBULL DEERIORAING/AMELIORAING IEMS WIH RAMP YPE OF DEMAND AND SHORAGES M. VALLIAHAL

More information

EOQ Model with Time Induced Demand, Trade Credits and Price Discount on Shortages: A Periodic Review

EOQ Model with Time Induced Demand, Trade Credits and Price Discount on Shortages: A Periodic Review Global Journal of Pure and Applied Mahemaics. ISSN 0973-768 Volume 3, Number 8 (07, pp. 396-3977 Research India Publicaions hp://www.ripublicaion.com EOQ Model wih ime Induced Demand, rade Credis and Price

More information

A Branch-and-Cut Method for Dynamic Decision Making under Joint Chance Constraints

A Branch-and-Cut Method for Dynamic Decision Making under Joint Chance Constraints Submied o Managemen Science manuscrip hp://dx.doi.org/10.1287/mnsc.2013.1822 A Branch-and-Cu Mehod for Dynamic Decision Making under Join Chance Consrains Minjiao Zhang, Simge Küçükyavuz and Saumya Goel

More information

Lecture 2 October ε-approximation of 2-player zero-sum games

Lecture 2 October ε-approximation of 2-player zero-sum games Opimizaion II Winer 009/10 Lecurer: Khaled Elbassioni Lecure Ocober 19 1 ε-approximaion of -player zero-sum games In his lecure we give a randomized ficiious play algorihm for obaining an approximae soluion

More information

An Inventory Model of Repairable Items with Exponential Deterioration and Linear Demand Rate

An Inventory Model of Repairable Items with Exponential Deterioration and Linear Demand Rate IOSR Journal of Mahemaics (IOSR-JM) e-issn: 78-578, p-issn: 19-765X. Volume 1, Issue Ver. IV (May - June 017), PP 75-8 www.iosrjournals.org An Invenory Model of Repairable Iems wih Exponenial Deerioraion

More information

A Note on the Equivalence of Fractional Relaxation Equations to Differential Equations with Varying Coefficients

A Note on the Equivalence of Fractional Relaxation Equations to Differential Equations with Varying Coefficients mahemaics Aricle A Noe on he Equivalence of Fracional Relaxaion Equaions o Differenial Equaions wih Varying Coefficiens Francesco Mainardi Deparmen of Physics and Asronomy, Universiy of Bologna, and he

More information

CHAPTER 2 Signals And Spectra

CHAPTER 2 Signals And Spectra CHAPER Signals And Specra Properies of Signals and Noise In communicaion sysems he received waveform is usually caegorized ino he desired par conaining he informaion, and he undesired par. he desired par

More information

4.1 Other Interpretations of Ridge Regression

4.1 Other Interpretations of Ridge Regression CHAPTER 4 FURTHER RIDGE THEORY 4. Oher Inerpreaions of Ridge Regression In his secion we will presen hree inerpreaions for he use of ridge regression. The firs one is analogous o Hoerl and Kennard reasoning

More information

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence Supplemen for Sochasic Convex Opimizaion: Faser Local Growh Implies Faser Global Convergence Yi Xu Qihang Lin ianbao Yang Proof of heorem heorem Suppose Assumpion holds and F (w) obeys he LGC (6) Given

More information

MAGISTERARBEIT. Titel der Magisterarbeit. Verfasserin. Sally Tischer, Bakk. Angestrebter akademischer Grad

MAGISTERARBEIT. Titel der Magisterarbeit. Verfasserin. Sally Tischer, Bakk. Angestrebter akademischer Grad MAGSERARBE iel der Magiserarbei Losizing and Scheduling Problems - A Review Verfasserin Sally ischer, Bakk. Angesreber akademischer Grad Magisra der Sozial- und Wirschafswissenschafen (Mag. rer. soc. oec.)

More information

Errata (1 st Edition)

Errata (1 st Edition) P Sandborn, os Analysis of Elecronic Sysems, s Ediion, orld Scienific, Singapore, 03 Erraa ( s Ediion) S K 05D Page 8 Equaion (7) should be, E 05D E Nu e S K he L appearing in he equaion in he book does

More information

Global Optimization for Scheduling Refinery Crude Oil Operations

Global Optimization for Scheduling Refinery Crude Oil Operations Global Opimizaion for Scheduling Refinery Crude Oil Operaions Ramkumar Karuppiah 1, Kevin C. Furman 2 and Ignacio E. Grossmann 1 (1) Deparmen of Chemical Engineering Carnegie Mellon Universiy (2) Corporae

More information

A Shooting Method for A Node Generation Algorithm

A Shooting Method for A Node Generation Algorithm A Shooing Mehod for A Node Generaion Algorihm Hiroaki Nishikawa W.M.Keck Foundaion Laboraory for Compuaional Fluid Dynamics Deparmen of Aerospace Engineering, Universiy of Michigan, Ann Arbor, Michigan

More information

Testing for a Single Factor Model in the Multivariate State Space Framework

Testing for a Single Factor Model in the Multivariate State Space Framework esing for a Single Facor Model in he Mulivariae Sae Space Framework Chen C.-Y. M. Chiba and M. Kobayashi Inernaional Graduae School of Social Sciences Yokohama Naional Universiy Japan Faculy of Economics

More information

10. State Space Methods

10. State Space Methods . Sae Space Mehods. Inroducion Sae space modelling was briefly inroduced in chaper. Here more coverage is provided of sae space mehods before some of heir uses in conrol sysem design are covered in he

More information

Sequencing algorithms for flexible flow shop problems with unrelated parallel machines, setup times, and dual criteria

Sequencing algorithms for flexible flow shop problems with unrelated parallel machines, setup times, and dual criteria Sequencing algorihms for flexible flow shop problems wih unrelaed parallel machines, seup imes, and dual crieria Jii Jungwaanaki a, Manop Reodecha a, Paveena Chaovaliwongse a, Frank Werner b,* a Deparmen

More information

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance

Evaluation of Mean Time to System Failure of a Repairable 3-out-of-4 System with Online Preventive Maintenance American Journal of Applied Mahemaics and Saisics, 0, Vol., No., 9- Available online a hp://pubs.sciepub.com/ajams/// Science and Educaion Publishing DOI:0.69/ajams--- Evaluaion of Mean Time o Sysem Failure

More information

Information Relaxations and Duality in Stochastic Dynamic Programs

Information Relaxations and Duality in Stochastic Dynamic Programs OPERATIONS RESEARCH Vol. 58, No. 4, Par 1 of 2, July Augus 2010, pp. 785 801 issn 0030-364X eissn 1526-5463 10 5804 0785 informs doi 10.1287/opre.1090.0796 2010 INFORMS Informaion Relaxaions and Dualiy

More information

Simulating models with heterogeneous agents

Simulating models with heterogeneous agents Simulaing models wih heerogeneous agens Wouer J. Den Haan London School of Economics c by Wouer J. Den Haan Individual agen Subjec o employmen shocks (ε i, {0, 1}) Incomplee markes only way o save is hrough

More information

RC, RL and RLC circuits

RC, RL and RLC circuits Name Dae Time o Complee h m Parner Course/ Secion / Grade RC, RL and RLC circuis Inroducion In his experimen we will invesigae he behavior of circuis conaining combinaions of resisors, capaciors, and inducors.

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information

2017 3rd International Conference on E-commerce and Contemporary Economic Development (ECED 2017) ISBN:

2017 3rd International Conference on E-commerce and Contemporary Economic Development (ECED 2017) ISBN: 7 3rd Inernaional Conference on E-commerce and Conemporary Economic Developmen (ECED 7) ISBN: 978--6595-446- Fuures Arbirage of Differen Varieies and based on he Coinegraion Which is under he Framework

More information

1. Consider a pure-exchange economy with stochastic endowments. The state of the economy

1. Consider a pure-exchange economy with stochastic endowments. The state of the economy Answer 4 of he following 5 quesions. 1. Consider a pure-exchange economy wih sochasic endowmens. The sae of he economy in period, 0,1,..., is he hisory of evens s ( s0, s1,..., s ). The iniial sae is given.

More information

Online Appendix to Solution Methods for Models with Rare Disasters

Online Appendix to Solution Methods for Models with Rare Disasters Online Appendix o Soluion Mehods for Models wih Rare Disasers Jesús Fernández-Villaverde and Oren Levinal In his Online Appendix, we presen he Euler condiions of he model, we develop he pricing Calvo block,

More information