Asia-Pacific Journal of Operational Research

Bus network design is an important problem in public transportation. In practice, some parameters of this problem are uncertain. We propose two models for the bus terminal location problem with fuzzy parameters. In the first formulation, the number of passengers corresponding to each node is a fuzzy number. In the second formulation, an additional assumption of fuzzy neighborhood is considered. These problems being NP-hard, we use a genetic algorithm (GA) and a simulated annealing (SA) algorithm for solving them. We also propose an idea to hybridize these algorithms. In our hybrid algorithm, SA is applied as a neighborhood search procedure of GA on the best individual of the population, which is the best available approximation of the optimal solution, with a varying probability that is gradually increased with the increase in the number of iterations in GA. We then implement GA, SA, our hybrid algorithm, and a recently proposed hybrid algorithm making use of a constant probability for application of SA on all the individuals of the population of GA, and use a nonparametric statistical test to compare their performances on a collection of randomly generated medium to large-scale test problems. Results of computational experiments demonstrating the efficiency and practicability of our proposed algorithm are reported.

Evaluating group performance of decision-making units (DMUs) is an application of data envelopment analysis (DEA) and usually provides a measure to compare the frontiers of the production possibility sets (PPSs) corresponding to different groups and the internal inefficiencies of DMUs associated with their group. In this paper, first, a method is presented for obtaining the minimum distance of DMUs from the frontier of the PPS by ‖⋅‖₁, which itself can be a very important subject in DEA, and then, for stating an application of these distances, an approach is provided for evaluating group performance of DMUs based on the production ability of the PPSs such that both constant and variable returns to scale assumptions can be used in this method in contrast with some other methods. Therefore, providing the methods for both obtaining the minimum distance of DMUs from the frontier of the PPS and evaluating group performance of DMUs is the most important contribution of this paper.

Data envelopment analysis (DEA) can be used for assessing the relative efficiency of a number of operating units, finding, for each unit, a target operating point lying on the strong efficient frontier. Most DEA models project an inefficient unit onto a most distant target, which makes its attainment more difficult. In this paper, a linear bilevel programming problem for obtaining the closest targets and minimum distance of a unit from the strong efficient frontier by different norms is provided. The idea behind this approach is that closer targets determine less demanding levels of operation for the inputs and outputs of the units to perform efficiently. Finally, it will be shown that the proposed method is an extension of the existing methods.

This paper presents a hybrid harmony search (HHS) algorithm for solving no-wait flow shop scheduling problems with total flowtime criterion. First, an initial harmony memory (HM) is formed by taking advantage of the NEH heuristic. Second, the harmony memory is divided into several small groups and each group executes its evolution process independently. At the same time, groups share information reciprocally by dynamic re-grouping mechanism. Third, to stress the balance between the global exploration and local exploration, a variable neighborhood search algorithm is developed and embedded in the HHS algorithm. In addition, a speed-up method is applied to reduce the running time requirement. Computational simulation results based on the well-known benchmarks and statistical performance comparisons are provided. It is shown that the proposed HHS algorithm is superior to the recently published hybrid DE-based (HDE) algorithm and hybrid particle swarm optimization (HPSO) algorithm in terms of effectiveness and efficiency.

A single-machine two-agent scheduling problem with a truncation learning effect is being addressed in the study. The truncation learning effect means that the actual processing time of a job is a function of the sum of processing times of already scheduled jobs and a control parameter. The aim is to find an optimal schedule to minimize the total weighted completion time of jobs of the first agent under the circumstances that no tardy job is allowed for the second agent. A branch-and-bound and three heuristic-based genetic algorithms (GAs) are proposed to solve the problem. Also presented in the study are the computational results of all proposed algorithms.

In this paper, we discuss the Expected Residual Minimization (ERM) method, which is to minimize the expected residue of some merit function for box constrained stochastic variational inequality problems (BSVIPs). This method provides a deterministic model, which formulates BSVIPs as an optimization problem. We first study the conditions under which the level sets of the ERM problem are bounded. Then, we show that solutions of the ERM formulation are robust in the sense that they may have a minimum sensitivity with respect to random parameter variations in BSVIPs. Since the integrality involved in the ERM problem is difficult to compute generally, we then employ sample average approximation method to solve it. Finally, we show that the global optimal solutions and generalized KKT points of the approximate problems converge to their counterparts of the ERM problem. On the other hand, as an application, we consider the model of European natural gas market under price uncertainty. Preliminary numerical experiments indicate that the proposed approach is applicable.

In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones by employing the framework of Euclidean Jordan algebras. At each iteration, we use only full Nesterov and Todd steps. The currently best known iteration bound for small-update method, namely, , is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and ε the desired accuracy.

This paper presents motivations and algorithmic details of some generalized controlled random search (CRS) algorithms for global optimization. It also carries out an extensive numerical study of the generalized CRS algorithms to demonstrate their superiorities over their original counterparts. The numerical study is carried out using a set of 50 test problems many of which are inspired by practical applications. Numerical experiments indicate that the generalized algorithms are considerably better than the previous versions. The algorithms are also compared with the DIRECT algorithm (Jones et al., 1993). The comparison shows that the generalized CRS algorithms are better than the DIRECT algorithm in high dimensional problems. Thus, they offer a reasonable alternative to many currently available stochastic algorithms, especially for problems requiring "direct search type" methods.