Scheduling sports leagues has drawn significant attention to itself in recent years, as it involves considerable revenue as well as challenging combinatorial optimization problems. A particular class of these problems...Scheduling sports leagues has drawn significant attention to itself in recent years, as it involves considerable revenue as well as challenging combinatorial optimization problems. A particular class of these problems is the Traveling Tournament Problem (TTP) which focuses on minimizing the total traveling distance for teams. In this paper, an efficient simulated annealing approach is presented for TTP which applies two simultaneous and disparate models for the problem in order to search the solutions space more effectively. Also, a computationally efficient modified greedy scheme is proposed for constructing a favorable initial solution for the simulated annealing algorithm. Our computational experiments, carried out on standard instances, demonstrate that this approach competes with previous offered methods in quality of found solutions and their computational time.展开更多
Layout design problem is to determine a suitable arrangement for the departments so that the total costs associated with the flow among departments become least. Single Row Facility Layout Problem, SRFLP, is one of &l...Layout design problem is to determine a suitable arrangement for the departments so that the total costs associated with the flow among departments become least. Single Row Facility Layout Problem, SRFLP, is one of </span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">the </span></span></span><span><span><span style="font-family:""><span style="font-family:Verdana;">layout problems that have many practical applications. This problem and its specific scenarios are often used to model many of the raised issues in the field of facility location. SRFLP is an arrangement of </span><i><span style="font-family:Verdana;">n</span></i><span style="font-family:Verdana;"> departments with a specified length in a straight line so that the sum of the weighted distances between the pairs of departments is minimized. This problem is NP-hard. In this paper, first, a lower bound for a special case of SRFLP is presented. Then, a general </span><span style="font-family:Verdana;">case of SRFLP is presented in which some new and real assumptions are added to generate more practical model. Then a lower bound, as well as an algorithm, is proposed for solving the model. Experimental results on some instances in literature show the efficiency of our algorithm.展开更多
In this paper, we address a basic production planning problem with price dependent demand and stochastic yield of production. We use price and target quantity as decision variables to lower the risk of low yield. The ...In this paper, we address a basic production planning problem with price dependent demand and stochastic yield of production. We use price and target quantity as decision variables to lower the risk of low yield. The value of risk control becomes more important especially for products with short life cycle. This is because, the profit implications of low yield might be unbearable in the short run. We apply Conditional Value at Risk (CVaR) to model the, risk. CVaR measure is a coherent risk measure and thereby having nice conceptual and mathematical underpinnings. It is also widely used in practice. We consider the problem under general demand function and general distribution function of yield and find sufficient conditions under which the problem has a unique local maximum. We also both analytically and numerically analyze the impact of parameter change on the optimal solution. Among our results, we analytically show that with increasing risk aversion, the optimal price increases. This relation is opposite to that of in Newsvendor problem where the uncertainty lies in demand side.展开更多
文摘Scheduling sports leagues has drawn significant attention to itself in recent years, as it involves considerable revenue as well as challenging combinatorial optimization problems. A particular class of these problems is the Traveling Tournament Problem (TTP) which focuses on minimizing the total traveling distance for teams. In this paper, an efficient simulated annealing approach is presented for TTP which applies two simultaneous and disparate models for the problem in order to search the solutions space more effectively. Also, a computationally efficient modified greedy scheme is proposed for constructing a favorable initial solution for the simulated annealing algorithm. Our computational experiments, carried out on standard instances, demonstrate that this approach competes with previous offered methods in quality of found solutions and their computational time.
文摘Layout design problem is to determine a suitable arrangement for the departments so that the total costs associated with the flow among departments become least. Single Row Facility Layout Problem, SRFLP, is one of </span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">the </span></span></span><span><span><span style="font-family:""><span style="font-family:Verdana;">layout problems that have many practical applications. This problem and its specific scenarios are often used to model many of the raised issues in the field of facility location. SRFLP is an arrangement of </span><i><span style="font-family:Verdana;">n</span></i><span style="font-family:Verdana;"> departments with a specified length in a straight line so that the sum of the weighted distances between the pairs of departments is minimized. This problem is NP-hard. In this paper, first, a lower bound for a special case of SRFLP is presented. Then, a general </span><span style="font-family:Verdana;">case of SRFLP is presented in which some new and real assumptions are added to generate more practical model. Then a lower bound, as well as an algorithm, is proposed for solving the model. Experimental results on some instances in literature show the efficiency of our algorithm.
文摘In this paper, we address a basic production planning problem with price dependent demand and stochastic yield of production. We use price and target quantity as decision variables to lower the risk of low yield. The value of risk control becomes more important especially for products with short life cycle. This is because, the profit implications of low yield might be unbearable in the short run. We apply Conditional Value at Risk (CVaR) to model the, risk. CVaR measure is a coherent risk measure and thereby having nice conceptual and mathematical underpinnings. It is also widely used in practice. We consider the problem under general demand function and general distribution function of yield and find sufficient conditions under which the problem has a unique local maximum. We also both analytically and numerically analyze the impact of parameter change on the optimal solution. Among our results, we analytically show that with increasing risk aversion, the optimal price increases. This relation is opposite to that of in Newsvendor problem where the uncertainty lies in demand side.