• Management Science and Financial Engineering
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• v.17 no.2
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• pp.63-84
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• 2011

The ordinary multiple criteria decision making (MCDM) approach requires two types of input, alternative values and criterion weights, and employs two schemes of alternative prioritization, dominance and potential optimality. This paper allows for incomplete information on both types of input and gives rise to the dominance relationships and potential optimality of alternatives. Unlike the earlier studies, we emphasize that incomplete information frequently takes the form of strict inequalities, such as strict orders and strict bounds, rather than weak inequalities. Then the issues of rising importance include: (1) The standard mathematical programming approach to prioritize alternatives cannot be used directly, because the feasible region for the permissible decision parameters becomes an open set. (2) We show that the earlier methods replacing the strict inequalities with weak ones, by employing a small positive number or zeroes, which closes the feasible set, may cause a serious problem and yield unacceptable prioritization results. Therefore, we address these important issues and develop a useful and simple method, without selecting any small value for the strict preference information. Given strict information on both types of decision parameters, we first construct a nonlinear program, transform it into a linear programming equivalent, and finally solve it via a two-stage method. An application is also demonstrated herein.

• Journal of the Korean Society for Railway
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• v.8 no.4
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• pp.314-320
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• 2005

This paper is designed to help train dispatcher resolve railway conflicts in rent-time. We developed a mixed integer programming model to optimize the train schedule that determines the best overtaking or crossing positions, The objective of the model is to minimize the maximum lateness of the trains and reduce the total sum of the lateness, while satisfying the field constraints associated with the difference between passenger trains and freight trains, and the limited number of sidings. We applied the model on a portion of a single line track, Joong-Ang Line to ascertain the efficiency of the model, and showed how the model can be used to resolve the railway conflicts. The results indicates that our model can provide useful results in terms of optimal schedule for the test problem. This type of modeling approach would be useful for a train dispatcher to make a real-time railway conflict resolution.

• Korean Management Science Review
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• v.21 no.3
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• pp.101-113
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• 2004

In the rapidly propagating Internet based electronic transaction environment. the importance of real time order confirmation has been more emphasized, In this paper, using data mining techniques, we develop intelligent operations decision model to allow real time order confirmation at the time the customer places an order with required delivery terms. Among various operation plannings used for order fulfillment. mill routing is the first interface decision point to link the order receiving at the marketing with the production planning for order fulfillment. Though linear programming based mathematical optimization techniques are mostly used for mill routing problems, some early orders should wait until sufficient orders are gathered for optimization. And that could effect longer order fulfillment lead-time, and prevent instant order confirmation of delivery terms. To cope with this problem, we provide the intelligent decision model to allow instant order based mill routing decisions. Data mining techniques of decision trees and neural networks. which are more popular in marketing and financial applications, are used to develop the model. Through diverse computational trials with the industrial data from the steel company. we have reported that the performance of the proposed approach is effective compared to the present heuristic only mill routing results. Various issues of data mining techniques application to the mill routing problems having linear programming characteristics are also discussed.

• Asian-Australasian Journal of Animal Sciences
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• v.16 no.6
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• pp.894-902
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• 2003

Prebiotics (peptides, N-acetyglucoamine, fructo-oligosaccharides, isomalto-oligosaccharides and galactooligosaccharides) were added to skim milk in order to improve the growth rate of contained Lactobacillus acidophilus, Lactobacillus casei, Bifidobacterium longum and Bifidobacterium bifidum. The purpose of this research was to study the potential synergy between probiotics and prebiotics when present in milk, and to apply modern optimization techniques to obtain optimal design and performance for the growth rate of the probiotics using a response surface-modeling technique. To carry out response surface modeling, the regression method was performed on experimental results to build mathematical models. The models were then formulated as an objective function in an optimization problem that was consequently optimized using a genetic algorithm and sequential quadratic programming approach to obtain the maximum growth rate of the probiotics. The results showed that the quadratic models appeared to have the most accurate response surface fit. Both SQP and GA were able to identify the optimal combination of prebiotics to stimulate the growth of probiotics in milk. Comparing both methods, SQP appeared to be more efficient than GA at such a task.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2023.05a
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• pp.223-224
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• 2023

Optimal fleet management in the planning stage is one of the most critical activities that guarantee successful construction projects. In South Korea, the construction standard production rate database (CSPRD) is normally employed. However, when it comes to a trade-off problem that involves decision-making on optimal sets of equipment to perform a certain task, the method will require the planners' in-depth knowledge and experience regarding the target process and a time consuming estimation of the performance of every possible scenario must be conducted for the deduction of the optimal fleet management. On this account, this research paper proposes a lightweight method of using mixed integer nonlinear programming (MINLP) in multi-objective problems based on CSPRD-based mathematical equations to assist planners in the preplanning stage of choosing the optimal sets of types and size machinery to efficiently arrange the construction scheduling and budgeting.

• Journal of Korean Institute of Industrial Engineers
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• v.4 no.2
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• pp.97-105
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• 1978

A mathematical model is developed in order to describe the network configuration and heating distribution to a Central District Heating System for an Urban Residential Community. The purpose of using this model is to optimize operating costs and to distribute heat to the Residential Community efficiently. In particular, because of the inherent nonlinearity and dual optimization of the problem a dyamic programming approach is taken. It is turned out that the optimal cost of the system is a strong non-linear function of the network. In particular, it is found that increasing N, the number of houses, may not necessarily imply increased costs. It is felt that past failure of producing economical systems may be due to the improper attention given to the network.

• Water Engineering Research
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• v.4 no.1
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• pp.1-17
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• 2003

A mathematical model was developed to simulate the performance of a prototype wind-powered reverse osmosis desalination system. The model consists of two sub-models operated in a series. The first sub-model is the wind-energy conversion sub-model, which has wind energy and feed water as its input and pressurized feed water as its output. The second sub-model is a reverse osmosis (RO) process sub-model, with pressurized feed water as its input and the flow and salinity of the product water or permeate as its output. Model coefficients were determined based on field experiments of a prototype wind powered RO desalination system of the University of Hawaii, from June to December 2001. The mathematical model developed by this study predicts the performance of wind-powered RO desalination systems under different design conditions. The system optimization is achieved using a linear programming approach. Based on the results of system optimization, a design guide is prepared, which can be used by both manufacturer and end-user of the wind-driven reverse osmosis system.

• Bulletin of the Korean Mathematical Society
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• v.56 no.6
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• pp.1467-1483
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• 2019

This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.

• Industrial Engineering and Management Systems
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• v.9 no.1
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• pp.10-19
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• 2010

This paper presents an extended computing procedure for the global optimization of the triple response system (TRS) where the response functions are nonconvex (nonconcave) quadratics and the input factors satisfy a radial region of interest. The TRS arising from response surface modeling can be approximated using a nonlinear mathematical program involving one primary (objective) function and two secondary (constraints) functions. An optimization algorithm named triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the nondegenerate TRS. In TRSALG, the Lagrange multipliers of target (secondary) functions are computed by using the Hooke-Jeeves search method, and the Lagrange multiplier of the radial constraint is located by using the trust region (TR) method at the same time. To ensure global optimality that can be attained by TRSALG, included is the means for detecting the degenerate case. In the field of numerical optimization, as the family of TR approach always exhibits excellent mathematical properties during optimization steps, thus the proposed algorithm can guarantee the global optimal solution where the optimality conditions are satisfied for the nondegenerate TRS. The computing procedure is illustrated in terms of examples found in the quality literature where the comparison results with a gradient-based method are used to calibrate TRSALG.

• Safety and Health at Work
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• v.12 no.2
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• pp.154-166
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• 2021

Background: Occupational health and safety (OHS) is a significant interest of all governments to prevent workplace hazards. Although appropriate legislation and regulations are essentials for the protection of workers, they are solely not enough. Application of them in practice should be secured by an efficient inspection system. Fundamental components of an inspection system are inspectors and their audit tasks. Maintaining the fair balanced task assignment among inspectors strictly enhances the efficiency of the overall system. Methods: This study proposes a two-phased goal programming approach for OHS inspectors' task assignments and presents a case study. Results: The solution approach gives the balanced assignment of inspectors to the workplaces in different cities of the country in the planning period. The obtained schedule takes into account the distances covered by the work places and the number of the workplaces' employees to be audited and pays attention to the human factors by considering the preferences of the inspectors. The comparisons between the obtained optimal schedule and the implemented one that is produced manually show that the approach not only maintains the technical requirements of the problem, but also provides social and physical balance to the task assignment. Conclusion: Both the approach and the application study are expected to offer fruitful inspirations in the area of safety management and policy and they provide a good guide for social policy and organizational aspects in the field of OHS inspectors' task assignment.