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Optimization in Permutation Problems and Fuzzy Linear Programs with Applications to a Case of Master Production Scheduling
Dissertation

Optimization in Permutation Problems and Fuzzy Linear Programs with Applications to a Case of Master Production Scheduling

Kuang-Yao Wu
Doctor of Philosophy (PHD), 國立清華大學, 工業工程與工程管理學系
2003

Abstract

最佳化方法 排列問題 模糊線性規劃 基因演算法 偏好式模式化 一般化線性分式規劃 主生產排程 optimization approach permutation problem fuzzy linear programming genetic algorithm preference modeling generalized linear fractional programming master production scheduling
Optimization is a process of decision making which aims to finding the best alternative in order to achieve the goals as concerned. Regarding the kinds of variables, relations and the performance criterion, optimization problems are manifold. In this dissertation, we consider two kinds of optimization problems motivated from a case of Master Production Scheduling (MPS), namely optimization in permutation problems (in short, permutation optimization (PO)) and optimization in fuzzy linear programs (in short, fuzzy linear optimization (FLO)). Both optimization problems are of significance in application and in theorem. As optimization approaches, this study is meant to investigate the model structures and algorithms for PO, and for FLO. Both developments are outlined below: (1) Permutation property has been recognized as a common but challenging feature in combinatorial problems. We express a general form of PO, which is capable of presenting the structures and complexity of various permutation problems. Because of their complexity, recent research has turned to genetic algorithms for solving such problems. Although genetic algorithms have been proven to facilitate the entire space search, they lack in fine-tuning capability for obtaining the global optimum. Therefore, in this study a hybrid genetic algorithm is developed by integrating both evolutional and neighborhood searches for PO. On the analysis of such hybridization, the pros and cons compensation between genetic algorithm and neighborhood search are particularly addressed. (2) In real-world applications, certain kinds of uncertainty are not stochastic. For intrinsic uncertainty, the concept of fuzzy sets was suggested. With these fuzzy input data that are presented by subjective membership functions, fuzzy linear programming is to enhance the capability of linear programs by individual’s perception. Although a number of researches have focused on the development of optimization in fuzzy linear programs, how to explicitly present one’s preference has never been addressed, neither the overall tolerance, and solution procedure. In this study, we developed an FLO model based on preference approach, which is capable of incorporating one’s optimistic or pessimistic attitude as well as admitting tolerances of all coefficients. Because of its complex with a non-linear model, the time consumed in finding a compromise solution is also a core issue for the development of FLO. However, by investigating its inherited linear character, we elaborate a basis-based algorithm for solving the proposed FLO problem. The results of this study have shown to be effectively applicable for the case of MPS. Experimental results of the MPS problem indicate that the hybrid genetic algorithm outperforms the other tested methods, in particular for larger scaled problems. Moreover, this implementation verifies the need of applying our proposed preference approach for the fuzzy optimization, and signifies the superiority of the proposed basis-based algorithm comparing to the Dinkelbach-type-2 algorithm and the bisection procedure.

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