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Showing 6 results for Uncertainty

Feizollahi, Modarres Yazdi,
Volume 3, Issue 2 (9-2012)
Abstract

 We consider a generalization of the classical quadratic assignment problem, where coordinates of locations are uncertain and only upper and lower bounds are known for each coordinate. We develop a mixed integer linear programming model as a robust counterpart of the proposed uncertain model. A key challenge is that, since the uncertain model involves nonlinear objective function of the uncertain data, classical robust optimization approaches cannot be applied directly to construct its robust counterpart. We exploit the problem structure to develop exact solution methods and present some computational results. 
A.h. Shokouhi, H. Shahriari,
Volume 5, Issue 1 (5-2014)
Abstract

In traditional data envelopment analysis (DEA) the uncertainty of inputs and outputs is not considered when evaluating the performance of a unit. In other words, effects of uncertainty on optimality and feasibility of models are ignored. This paper introduces a new model for measuring the efficiency of decision making units (DMUs) having interval inputs and outputs. The proposed model is based on interval DEA (IDEA) in which the inputs and outputs are limited to be within uncertainty bounds. In this model, the inputs and outputs take fixed values for each DMU such that the sum of efficiencies is maximized. The DMUs are evaluated by the same production possibility set (PPS). The efficiency is measured based on the proposed conservatism level for each input and output. Indeed, the inputs and outputs are defined by the presented conservatism level. The proposed model is integrated measuring all the DMUs efficiencies simultaneously. These efficiency scores lie between the optimistic and pessimistic cases introduced by Despotis and Similar (2002) [11].
Mr. M. Namakshenas, Dr. Mir Saman Pishvaee, Dr. M. Mahdavi Mazdeh,
Volume 8, Issue 1 (4-2017)
Abstract

Over five decades have passed since the first wave of robust optimization studies conducted by Soyster and Falk. It is outstanding that real-life applications of robust optimization are still swept aside; there is much more potential for investigating the exact nature of uncertainties to obtain intelligent robust models. For this purpose, in this study, we investigate a more refined description of the uncertain events including (1) event-driven and (2) attribute-driven. Classical methods transform convex programming classes of uncertainty sets. The structural properties of uncertain events are analyzed to obtain a more refined description of the uncertainty polytopes. Hence, tractable robust models with a decent degree of conservatism are introduced to avoid the over-protection induced by classical uncertainty sets.
Dr. Davood Darvishi,
Volume 9, Issue 1 (7-2018)
Abstract

Linear programming problems with interval grey numbers have recently attracted some interest. In this paper, we study linear programs in which right hand sides are interval grey numbers. This model is relevant when uncertain and inaccurate factors make difficult the assignment of a single value to each right hand side. Some methods have been developed for solving these problems. In this paper, we propose a new approach for solving interval grey number linear programming problems is introduced without converting them to classical linear programming problems. A numerical example is provided to illustrate the proposed approach.
Dr. Bijan Mohammadi,
Volume 10, Issue 2 (9-2019)
Abstract

This contribution gathers some of the ingredients presented during the Iranian Operational Research community gathering in Babolsar in 2019.It is a collection of several previous publications on how to set up an uncertainty quantification (UQ) cascade with ingredients of growing computational complexity for both forward and reverse uncertainty propagation.
Dr. Fahimeh Baroughi, Mrs. Akram Soltani, Dr. Behrooz Alizadeh,
Volume 10, Issue 2 (9-2019)
Abstract

Here, we investigate the classical p-median location problem on a network in which the vertex weights and the distances between vertices are uncertain. We propose a programming model for the uncertain p-median location problem with tail value at risk objective. Then, we show that it is NP-hard. Therefore, a novel hybrid modified binary particle swarm optimization algorithm is presented to obtain the approximate optimal solution of the proposed model. The algorithm contains the tail value at risk simulation and the expected value simulation. Finally, by computational experiments, the algorithm is illustrated to be efficient.

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مجله انجمن ایرانی تحقیق در عملیات Iranian Journal of Operations Research
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