• Title/Summary/Keyword: random programming

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Multiple Linear Goal Programming Using Scenario Approach to Obtain Fuzzy Solution

  • Namatame, Takashi;Yamaguchi, Toshikazu
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.512-516
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    • 1998
  • Fuzzy mathematical programming (FMP) can be treated an uncertainty condition using fuzzy concept. Further, it can be extended to the multiple objective (or goal) programming problem, naturally. But we feel that FMP have some shortcomings such as the fuzzy number in FMP is the one dimesional possibility set, so it can not be represented the relationship between them, and, in spite of FMP includes some (uncertainty) fuzzy paramenters, many alogrithms are only obtained a crisp solution.In this study, we propose a method of FMS. Our method use the scenario approach (or fuzzy random variables) to represent the relationship between fuzzy numbers, and can obtain the fuzzy solution.

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Stochastic Programming for the Optimization of Transportation-Inventory Strategy

  • Deyi, Mou;Xiaoqian, Zhang
    • Industrial Engineering and Management Systems
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    • v.16 no.1
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    • pp.44-51
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    • 2017
  • In today's competitive environment, supply chain management is a major concern for a company. Two of the key issues in supply chain management are transportation and inventory management. To achieve significant savings, companies should integrate these two issues instead of treating them separately. In this paper we develop a framework for modeling stochastic programming in a supply chain that is subject to demand uncertainty. With reasonable assumptions, two stochastic programming models are presented, respectively, including a single-period and a multi-period situations. Our assumptions allow us to capture the stochastic nature of the problem and translate it into a deterministic model. And then, based on the genetic algorithm and stochastic simulation, a solution method is developed to solve the model. Finally, the computational results are provided to demonstrate the effectiveness of our model and algorithm.

Impulse Noise Cancelling of Signals Using a Dynamic Programming Algorithm (동적 프로그래밍 알고리즘에 의한 신호의 임펄스 잡음제거)

  • Shin, Hyun-Ik;Lee, Kuhn-Il
    • Proceedings of the KIEE Conference
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    • 1987.07b
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    • pp.1587-1590
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    • 1987
  • A non-linear filtering for the noise cancelling of signals degraded by random impulsive noise is proposed. The non-linear algorithm is based on a criterion for the overall smoothness of the signal. The smoothness criterion is optimized by a dynamic programming strategy. It performs considerably better than a LDNF(low-distortion nonlinear filter), although being comparable in computing time.

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A Study on Dynamic Lot Sizing Problem with Random Demand (확률적 수요를 갖는 단일설비 다종제품의 동적 생산계획에 관한 연구)

  • Kim, Chang Hyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.31 no.3
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    • pp.194-200
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    • 2005
  • A stochastic dynamic lot sizing problem for multi-item is suggested in the case that the distribution of the cumulative demand is known over finite planning horizons and all unsatisfied demand is fully backlogged. Each item is produced simultaneously at a variable ratio of input resources employed whenever setup is incurred. A dynamic programming algorithm is proposed to find the optimal production policy, which resembles the Wagner-Whitin algorithm for the deterministic case problem but with some additional feasibility constraints.

Solving Integer Programming Problems Using Genetic Algorithms

  • Anh Huy Pham Nguyen;Bich San Chu Tat;Triantaphyllou E
    • Proceedings of the IEEK Conference
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    • summer
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    • pp.400-404
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    • 2004
  • There are many methods to find solutions for Integer Programming problems (IPs) such as the Branch-Bound philosophy or the Cutting Plane algorithm. However, most of them have a problem that is the explosion of sets in the computing process. In addition, GA is known as a heuristic search algorithm for solutions of optimization problems. It is started from a random initial guess solution and attempting to find one that is the best under some criteria and conditions. The paper will study an artificial intelligent method to solve IPs by using Genetic Algorithms (GAs). The original solution of this was presented in the papers of Fabricio Olivetti de Francaand and Kimmo Nieminen [2003]. However, both have several limitations which causes could be operations in GAs. The paper proposes a method to upgrade these operations and computational results are also shown to support these upgrades.

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The properties of Sb-doped $Ge_{1}Se_{1}Te_{2}$ thin films application for Phase-Change Random Access Memory (상변화 메모리 응용을 위한 Sb-doped $Ge_{1}Se_{1}Te_{2}$ 박막의 특성)

  • Nam, Ki-Hyeon;Choi, Hyuk;Ju, Long-Yun;Chung, Hong-Bay
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.1329-1330
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    • 2007
  • Phase-change random access memory(PRAM) has many advantages compare with the existing memory. For example, fast programming speed, low programming voltage, high sensing margin, low power consume and long cyclability of read/write. Though it has many advantages, there are some points which must be improved. So, we invented and studied new constitution of $Ge_{1}Se_{1}Te_{2}$ chalcogenide material. Actually, the performance properties have been improved surprisingly. However, crystallization time was as long as ever for amorphization time. In this paper, we studied in order to make set operation time and reset operation voltage reduced. In the present work, by alloying Sb in $Ge_{1}Se_{1}Te_{2}$. we could confirm that improved its set operation time and reset operation voltage. As a result, the method of Sb-alloyed $Ge_{1}Se_{1}Te_{2}$ can be solution to decrease the set operation time and reset operation voltage.

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Fast Double Random Phase Encoding by Using Graphics Processing Unit (GPU 컴퓨팅에 의한 고속 Double Random Phase Encoding)

  • Saifullah, Saifullah;Moon, In-Kyu
    • Proceedings of the Korea Multimedia Society Conference
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    • 2012.05a
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    • pp.343-344
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    • 2012
  • With the increase of sensitive data and their secure transmission and storage, the use of encryption techniques has become widespread. The performance of encoding majorly depends on the computational time, so a system with less computational time suits more appropriate as compared to its contrary part. Double Random Phase Encoding (DRPE) is an algorithm with many sub functions which consumes more time when executed serially; the computation time can be significantly reduced by implementing important functions in a parallel fashion on Graphics Processing Unit (GPU). Computing convolution using Fast Fourier transform in DRPE is the most important part of the algorithm and it is shown in the paper that by performing this portion in GPU reduced the execution time of the process by substantial amount and can be compared with MATALB for performance analysis. NVIDIA graphic card GeForce 310 is used with CUDA C as a programming language.

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Multi-Objective Stochastic Optimization in Water Resources System

  • Shim, Soon Bo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.8 no.1
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    • pp.41-59
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    • 1983
  • The purpose of this paper is to present a method of multi-objective, stochastic optimization in water resources system which investigates the development of potential non-normal deterministic equivalents for subsequent use in multiobjective stochastic programming methods, Given probability statement involving a function of several random variables, it is often possible to obtain a deterministic equivalent of it that does not include any orginal random variables. A Stochastic trade-off technique-MSTOT is suggested to help a decision maker achieve satisfactory levels for several objective functions. This makes use of deterministic equivalents to handle random variables in the objective functions. The emphasis is in the development of non-normal deterministic equivalents for use in multiobjective stochastic techniques.

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Application of the first-order perturbation method to optimal structural design

  • Lee, Byung Woo;Lim, O Kaung
    • Structural Engineering and Mechanics
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    • v.4 no.4
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    • pp.425-436
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    • 1996
  • An application of the perturbation method to optimum structural design with random parameters is presented. It is formulated on the basis of the first-order stochastic finite element perturbation method. It also takes into full account the stress, displacement and eigenvalue constraints, together with the rates of change of the random variables. A method for calculating the sensitivity coefficients in regard to the governing equation and the first-order perturbed equation has been derived, by using a direct differentiation approach. A gradient-based nonlinear programming technique is used to solve the problem. The numerical results are specifically noted, where the stiffness parameter and external load are treated as random variables.

Structural Optimization Using Stochastic Finite Element Second-Order Perturbation Method (확률 유한요소 이차섭동법을 사용한 구조물 최적설계)

  • 임오강;이병우
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.8
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    • pp.1822-1831
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    • 1995
  • A general formulation of the design optimization problem with the random parameters is presented here. The formulation is based on the stochastic finite element second-order perturbation method ; it takes into full account of the stress and displacement constraints together with the rates of change of the random variables. A method of direct differentiation for calculating the sensitivity coefficients in regard to the governing equation and the second-order perturbed equation is derived. A gradient-based nonlinear programming technique is used to solve the problem. The numerical results are specifically noted, where the stiffness parameter and external load are treated as random variables.