Multi-Objective Programming and Goal Programming

by Tanino, Tetsuzo; Tanaka, Tamaki; Inuiguchi, Masahiro

• ISBN13: 9783540006534
• ISBN10: 3540006532
• Format: Paperback
• Copyright: 2003-04-01
• Publisher: Springer Nature

Summary

This volume constitutes the proceedings of the Fifth International Conference on Multi-Objective Programming and Goal Programming held in Nara, Japan 2002. The book is dedicated to multi-objective methods in decision making. One half of the book is devoted to theoretical aspects, covering a broad range of multi-objective methods such as multiple linear programming, fuzzy goal programming, data envelopment analysis, game theory, and dynamic programming. Readers interested in practical applications will find in the remaining parts, a variety of approaches applied in numerous fields; including production planning, logistics, marketing, and finance.

Table of Contents

PART I: Invited Papers	1	(84)
Multiple Objective Combinatorial Optimization - A Tutorial	3	(16)
Matthias Ehrgott, Xavier Gandibleux
1 Importance in Practice	3	(1)
2 Definitions	4	(1)
3 Characteristics of MOCO Problems	4	(1)
4 Exact Solution Methods	5	(3)
5 Heuristic Solution Methods	8	(4)
6 Directions of Research and Resources	12	(1)
References	13	(6)
Analysis of Trends in Distance Metric Optimisation Modelling for Operational Research and Soft Computing	19	(8)
D.F. Jones, M. Tamiz
1 Introduction	19	(1)
2 Distance Metric Optimisation and Meta Heuristic Methods	20	(1)
3 Distance Metric Optimisation and the Analytical Hierarchy Process	21	(1)
4 Distance Metric Optimisation and Data Mining	22	(1)
5 Some Further Observations on Goal Programming Modelling Practice	22	(1)
6 Conclusions	23	(1)
References	23	(4)
MOP/GP Approaches to Data Mining	27	(8)
Hirotaka Nakayama
1 Introduction	27	(1)
2 Multisurface Method (MSM)	28	(1)
3 Goal Programming Approaches to Pattern Classification	29	(1)
4 Revision of MSM by MOP/GP	30	(1)
5 Support Vector Machine	31	(3)
6 Concluding Remarks	34	(1)
References	34	(1)
Computational Investigations Evidencing Multiple Objectives in Portfolio Optimization	35	(10)
Ralph E. Steuer, Yue Qi
1 Introduction	35	(3)
2 Different Perspectives	38	(2)
3 Computational Investigations	40	(2)
4 Concluding Remarks	42	(1)
References	43	(2)
Behavioral Aspects of Decision Analysis with Application to Public Sectors	45	(12)
Hiroyuki Tamura
1 Introduction	45	(1)
2 Behavioral Models to Resolve Expected Utility Paradoxes	45	(4)
3 Behavioral Models to Resolve Restrictions of Additive/Utility In dependence in Consensus Formation Process	49	(5)
4 Concluding Remarks	54	(1)
References	54	(3)
Optimization Models for Planning Future Energy Systems in Urban Areas	57	(8)
Kiichiro Tsúji
1 Introduction	57	(1)
2 Optimization Problems in Integrated Energy Service System	58	(1)
3 Energy System Optimization for Specific Area	59	(2)
4 Optimization of DHC System[5]	61	(1)
5 Optimization of Electric Power Distribution Network[6]	62	(1)
6 Concluding Remarks	63	(1)
References	64	(1)
Multiple Objective Decision Making in Past, Present, and Future
Gwo-Hshiung Tzeng
1 Introduction	65	(2)
2 Fuzzy Multiple Objectives Linear Programming	67	(1)
3 Fuzzy Goal Programming	67	(1)
4 Fuzzy Goal and Fuzzy Constraint Programming	68	(1)
5 Two Phase Approach for Solving FMOLP Problem	69	(1)
6 Goal Programming with Achievement Functions	70	(1)
7 Multiple Objective Programming with DEA	71	(2)
8 De Novo Programming Method in MODM	73	(1)
9 Summary	74	(1)
References	75	(2)
Dynamic Multiple Goals Optimization in Behavior Mechanism	77	(8)
P.L. Yu, C.Y. Chiang Lin
1 Introduction	78	(1)
2 Goal Setting and State Evaluation	79	(2)
3 Charge Structures and Attention Allocation	81	(1)
4 Least Resistance Principle	82	(1)
5 Information Input	82	(1)
6 Conclusion	83	(1)
References	83	(2)
PART II: General Papers - Theory	85	(222)
An Example-Based Learning Approach to Multi-Objective Programming	87	(6)
Masami Amano, Hiroyuki Okano
1 Introduction	87	(1)
2 Our Learning Approach	88	(2)
3 Numerical Experiments	90	(2)
4 Concluding Remarks	92	(1)
References	92	(1)
Support Vector Machines using Multi Objective Programming	93	(6)
Takeshi Asada, Hirotaka Nakayama
1 Principle of SVM	93	(1)
2 Multi Objective Programming formulation	94	(3)
3 Application to Stock Investment problem	97	(1)
4 Conclusion	97	(1)
References	98	(1)
On the Decomposition of DEA Inefficiency	99	(6)
Yao Chen, Hiroshi Monta, Joe Zhu
1 Introduction	99	(1)
2 Scale and Congestion Components	100	(4)
3 Conclusion	104	(1)
References	104	(1)
An Approach for Determining DEA Efficiency Bounds	105	(6)
Yao Chen, Hiroshi Morita, Joe Zhu
1 Introduction	105	(1)
2 Determination of the Lower Bounds	106	(4)
References	110	(1)
An Extended Approach of Multicriteria Optimization for MODM Problems	111	(6)
Hua-Kai Chiou, Gwo-Hshiung Tzeng
1 Introduction	111	(1)
2 The Multicriteria Metric for Compromise Ranking Methods	112	(1)
3 The Extended Compromise Ranking Approach	113	(1)
4 Illustrative Example	114	(2)
5 Conclusion	116	(1)
References	116	(1)
The Method of Elastic Constraints for Multiobjective Combinatorial Optimization and its Application in Airline Crew Scheduling	117	(6)
Matthias Ehrgott, David M. Ryan
1 Multiobjective Combinatorial Optimization	117	(1)
2 The Method of Elastic Constraints	118	(1)
3 Bicriteria Airline Crew Scheduling: Cost and Robustness	119	(2)
4 Numerical Results	121	(1)
5 Conclusion	121	(1)
References	122	(1)
Some Evaluations Based on DEA with Interval Data	123	(6)
Tomoe Entani, Hideo Tanaka
1 Introduction	123	(1)
2 Relative Efficiency Value	124	(1)
3 Approximations of Relative Efficiency Value with Interval Data	125	(2)
4 Numerical Example	127	(1)
5 Conclusion	127	(1)
References	128	(1)
Possibility and Necessity Measures in Dominance-based Rough Set Approach	129	(6)
Salvatore Greco, Masahiro Inuiguchi, Roman Slowinski
1 Introduction	129	(1)
2 Possibility and Necessity Measures	130	(2)
3 Approximations by Means of Fuzzy Dominance Relations	132	(2)
4 Conclusion	134	(1)
References	134	(1)
Simplex Coding Genetic Algorithm for the Global Optimization of Nonlinear Functions	135	(6)
Abdel-Rahman Hedar, Masao Fukushima
1 Introduction	135	(1)
2 Description of SCCA	136	(2)
3 Experimental Results	138	(1)
4 Conclusion	139	(1)
References	140	(1)
On Minimax and Maximin Values in Multicriteria Games	141	(6)
Masakazu Higuchi, Tamaki Tanaka
1 Introduction	141	(1)
2 Multicriteria Two-person Zero-sum Game	141	(3)
3 Coincidence Condition	144	(2)
References	146	(1)
Backtrack Beam Search for Multiobjective Scheduling Problem
Naoya Honda
1 Introduction	147	(1)
2 Problem Formulation	148	(1)
3 Search Method	148	(3)
4 Numerical Experiments	151	(1)
5 Conclusion	152	(1)
References	152	(1)
Cones to Aid Decision Making in Multicriteria Programming	153	(6)
Brian J. Hunt, Margaret M. Wiecek
1 Introduction	153	(1)
2 Problem Formulation	154	(1)
3 Pointed and Non-Pointed Cones in Multicriteria Programming	154	(2)
4 Decision Making with Polyhedral Cones	156	(1)
5 Example	157	(1)
6 Conclusion	158	(1)
References	158	(1)
Efficiency in Solution Generation Based on Extreme Ray Generation Method for Multiple Objective Linear Programming ..	159	(6)
Masaaki Ida
1 Introduction	159	(1)
2 Cone Representation and Efficiency Test	160	(1)
3 Efficient Solution Generation Algorithm	161	(2)
4 Numerical Example	163	(1)
5 Conclusion	164	(1)
References	164	(1)
Robust Efficient Basis of Interval Multiple Criteria and Multiple Constraint Level Linear Programming	165	(6)
Masaaki Ida
1 Introduction	165	(1)
2 Multiple Criteria and Multiple Constraint Level Linear Programming	166	(1)
3 Interval Coefficient Problem	167	(1)
4 Main Results	168	(1)
5 Conclusion	169	(1)
References	169	(2)
An Interactive Satisficing Method through the Variance Minimization Model for Fuzzy Random Multiobjective Linear Programming Problems	171	(6)
Hideki Katagiri, Masatoshi Sakawa, Shuuji Ohsaki
1 Introduction	171	(1)
2 Formulation	172	(2)
3 Interactive Decision Making Using the Variance Minimization Model Based on a Possibility Measure	174	(2)
4 Conclusion	176	(1)
References	176	(1)
On Saddle Points of Multiob jective Functions	177	(6)
Kenji Kimura, El Mostafa Kalmoun, Tamaki Tanaka
1 Introduction	177	(1)
2 Preliminary and Terminology	177	(1)
3 Existence Results of Cone Saddle Points	178	(3)
References	181	(2)
An Application of Fuzzy Multiobjective Programming to Fuzzy AHP	183	(8)
Hiroaki Kuwano
1 Introduction	183	(1)
2 Preliminaries	184	(1)
3 Subjective Evaluation	185	(2)
4 A Numerical Example	187	(1)
5 Conclusions	188	(1)
References	189	(2)
On Affine Vector Variational Inequality	191	(6)
Gue Myung Lee, Kwang Baik Lee
1 Introduction and Preliminaries	191	(1)
2 Main Result	192	(2)
References	194	(3)
Graphical Illustration of Pareto Optimal Solutions	197	(6)
Kaisa Miettinen
1 Introduction	197	(1)
2 Graphical Illustration	198	(3)
3 Discussion	201	(1)
4 Conclusions	201	(1)
References	202	(1)
An Efficiency Evaluation Model for Company System Organization	203	(6)
Takashi Namatame, Hiroaki Tanimoto, Toshikazu Yamaguchi
1 Introduction	203	(1)
2 Characteristics of the Company System Organization	203	(1)
3 Evaluation Model	204	(3)
4 Example	207	(1)
5 Conclusion	208	(1)
References	208	(1)
Stackelberg Solutions to Two-Level Linear Programming Problems with Random Variable Coefficients	209	(6)
Ichiro Nishizaki, Masatoshi Sakawa, Kosure Kato, Hideki Katagiri
1 Introduction	209	(1)
2 Two-level Linear Programming Problems with Random Variable Coefficients	209	(4)
3 A Numerical Example	213	(1)
References	214	(1)
On Inherited Properties for Vector-Valued Multifunctions	215	(6)
Shogo Nishizawa, Tamaki Tanaks, Pando Gr. Georgiev
1 Introduction	215	(1)
2 Inherited Properties of Convexity	216	(2)
3 Inherited Properties of Semicontinuity	218	(1)
4 Conclusions	219	(1)
References	220	(1)
Multicriteria Expansion of a Competence Set Using Genetic Algorithm	221	(6)
Serafim Opricovic, Gwo-Hshiung Tzeng
1 Introduction	221	(1)
2 Multicriteria Expansion of a Competence Set	222	(1)
3 Multicriteria Genetic Algorithm	222	(2)
4 Illustrative Example	224	(2)
5 Conclusion	226	(1)
References	226	(1)
Comparing DEA and MCDM Method	227	(6)
Serafim Opricovic, Gwo-Hshiung Tzeng
1 Introduction	227	(1)
2 Comparison of DEA and VIKOR	228	(2)
3 Numerical Experiment	230	(2)
4 Conclusions	232	(1)
References	232	(1)
Linear Coordination Method for Multi-Objective Problems	233	(6)
Busaba Phruksaphanrat, Ario Ohsato
1 Introduction	233	(1)
2 Lexicographic Models	234	(1)
3 Efficient Linear Coordination Method Based on Convex Cone Concept	235	(1)
4 Numerical Example	235	(3)
5 Conclusions	238	(1)
References	238	(1)
Experimental Analysis for Rational Decision Making by Aspiration Level AHP	239	(6)
Kouichi Taji, Junsuke Suzuki, Satoru Takahashi, Hiroyuki Tamura
1 Introduction	239	(1)
2 Irrational Ranking	240	(1)
3 Cause and Several Revisions	241	(1)
4 Experimental Analysis	242	(2)
5 Conclusion	244	(1)
References	244	(1)
Choquet Integral Type DEA	245	(6)
Eiichiro Takahagi
1 Introduction	245	(1)
2 Fuzzy Measure Choquet Integral Model	245	(1)
3 CCR Model (Notations)	246	(1)
4 Choquet Integral Type DEA (Maximum Model)	246	(1)
5 Choquet Integral Type DEA(Average Model)	247	(1)
6 Numerical Examples	248	(2)
7 Conclusions	250	(1)
References	250	(1)
Interactive Procedures in Hierarchical Dynamic Goal Programming	251	(6)
T. Trzaskalik
1 Discrete Multi-Objective Dynamic Programming Problem	251	(1)
2 Goal Programming Approach	252	(1)
3 Hierarchical Goal Programming Approach	253	(1)
4 Numerical Example	254	(2)
References	256	(1)
Solution Concepts for Coalitional Games in Constructing Networks	257	(6)
Masayo Tsurumi, Tetsuzo Tanino, Masahiro Inuiguchi
1 Introduction	257	(1)
2 Games in Constructing Networks	258	(1)
3 Conventional Solution Concepts	259	(2)
4 A New Concept of Demand Operations	261	(1)
5 Conclusion	262	(1)
References	262	(1)
Multi-Objective Facility Location Problems in Competitive Environments	263	(6)
Takeshi Uno, Hiroaki Ishii, Seiji Saito, Shigehiro Osumi
1 Introduction	263	(1)
2 Medianid Problem with Single Objective	264	(1)
3 Medianid Problem with Multi-Objective	265	(1)
4 Algorithm for Competitive Facility Location Problems	266	(1)
5 Numerical Experiments	266	(2)
6 Conclusions	268	(1)
References	268	(1)
Solving Portfolio Problems Based on Meta-Controled Boltzmann Machine	269	(6)
Junzo Watada, Teruyuki Watanabe
1 Introduction	269	(1)
2 Portfolio Selection Problem	270	(1)
3 Energy Functions for Meta-controlled Boltzmann Machine	270	(2)
4 Numerical Example	272	(1)
5 Concluding Remarks	273	(1)
References	273	(2)
Tradeoff Directions and Dominance Sets	275	(6)
Petra Weidner
1 Introduction	275	(1)
2 Tradeoff Concepts	276	(2)
3 A Scalarization Using Widened Dominance Sets	278	(1)
4 Calculation of Tradeoffs	279	(1)
References	280	(1)
A Soft Margin Algorithm Controlling Tolerance Directly	281	(8)
Min Yoon, Hirotaka Nakayama, Yeboon Yun
1 Introduction	281	(1)
2 Error Bound for Soft Margin Algorithms	281	(2)
3 The Proposed Method	283	(2)
4 Conclusion	285	(1)
References	286	(3)
An Analysis of Expected Utility Based on Fuzzy Interval Data	289	(6)
Shin-ichi Yoshikawa, Tetsúji Okuda
1 Introduction	289	(1)
2 Fuzzy Interval Data and Membership Functions	290	(1)
3 Expected Utility Using Fuzzy Interval Data	290	(1)
4 The Value of Fuzzy Information	291	(1)
5 The Amount of Fuzzy Information μ	292	(1)
6 Numerical Example	293	(1)
7 Conclusions	294	(1)
On Analyzing the Stability of Discrete Descriptor Systems via Generalized Lyapunov Equations	295	(6)
Qingling Zhang, James Lam, Ligian Zhang
1 Introduction	295	(1)
2 Preliminaries	296	(2)
3 Asymptotic Stability	298	(2)
References	300	(1)
Solving DEA via Excel	301	(6)
Joe Zhu
1 Introduction	301	(1)
2 DEA Spreadsheets	302	(4)
3 Conclusions	306	(1)
References	306	(1)
PART III: General Papers - Applications	307
Planning and Scheduling Staff Duties by Goal Programming	309	(8)
Sydney CK Chu, Christina SY Yuen
1 Introduction	309	(2)
2 Goal Programming Models	311	(3)
3 A Concluding Remark	314	(1)
References	315	(2)
An Interactive Approach to Fuzzy-based Robust Design	317	(8)
Hideo Fújimoto, Yu Tao, Satoko Yamakawa
1 Introduction	317	(1)
2 Proposed Approach	318	(3)
3 Pressure Vessel Design Problem	321	(2)
4 Conclusions	323	(1)
References	324	(1)
A Hybrid Genetic Algorithm for solving a capacity Constrained Truckload Transportation with crashed customer	325	(8)
Sangheon Han, Yoshio Tabata
1 Introduction	325	(1)
2 The Vehicle Routing Problem; The Case of Crashed Customers	326	(2)
3 A hybrid methodology for Vehicle Routing Problem	328	(2)
4 Numerical Example and Discussions	330	(1)
5 Conclusions and Recommendations	330	(1)
References	331	(2)
A Multi-Objective Programming Approach for Evaluating Agri-Environmental Policy	333	(6)
Kiyotada Hayashi
1 Introduction	333	(1)
2 Mathematical Programming Approach to Agri-Environmental Problems	334	(1)
3 Possibility of Integrated Evaluation	335	(2)
4 Concluding Remarks	337	(1)
References	338	(1)
Improve the Shipping Performance of Build-to-ORder (BTO) Product in Semiconductor Wafer Manufacturing	339	(8)
Shao-Chung Hsu, Chen-Yuan Peng, Chia-Hung Wu
1 Introduction	339	(2)
2 The Yield Forecast Model	341	(1)
3 Computational Simulation	342	(1)
4 An Empirical Case and the Application	343	(1)
5 Conclusion and Future Work	344	(1)
References	345	(2)
Competence Set Expansion for Obtaining Scheduling Plans in Intelligent Transportation Security Systems	347	(6)
Yi-Chung Hu, Yu-Jing Chiu, Chin-Mi Chen, Gwo-Hshiung Tzeng
1 Introduction	347	(1)
2 Competence Set Expansion	348	(1)
3 A Relationship-Based Method	349	(1)
4 Generate Learning Sequences	350	(1)
5 Empirical Results	351	(1)
6 Conclusions	351	(1)
References	352	(1)
DEA for Evaluating the Current-period and Cross-period Efficiency of Taiwan's Upgraded Technical Institutes	353	(8)
Li-Chen Liu, Chuan Lee, Gwo-Hshiung Tzeng
1 Introduction	353	(1)
2 The Selection of School Objects and Variables for Performance Evaluation	354	(1)
3 Building the Performance Model	355	(2)
4 Emperical Study: Taiwan's 38 Upgraded Technical Institutes	357	(2)
5 Conclusions	359	(1)
References	359	(2)
Using DEA of REM and EAM for Efficiency Assessment of Technology Institutes Upgraded from Junior Colleges: The Case in Taiwan	361	(6)
Li-Chen Liu, Chuan Lee, Gwo-Hshiung Tzeng
1 Introduction	361	(1)
2 Selection of Variables and Samples for Efficiency Assessment	362	(1)
3 Measure of Assessment Model	362	(3)
4 Analysis and Conclusion for the Results of Case Study	365	(1)
5 Conclusions	366	(1)
References	366	(1)
The Comprehensive Financial Risk Management in a Bank - Stochastic Goal Programming Optimization	367	(6)
Jerzy Michnik
1 Introduction	367	(1)
2 Model Formulation	368	(3)
3 The Exemplary Model and Computational Tests	371	(1)
4 Conclusions	372	(1)
References	372	(1)
The Effectiveness of the Balanced Scorecard Framework for E-Commerce	373	(8)
Jamshed J. Mistry, B.K. Pathak
1 Introduction	373	(1)
2 Background and Significance	374	(1)
3 Methodology	375	(1)
4 Results	376	(3)
References	379	(2)
A Study of Variance of Locational Price in a Deregulated Generation Market	381	(8)
Jin-Tang Peng, Chen-Fu Chien
1 Introduction	381	(1)
2 Proposed Market Mechanism	382	(2)
3 Scenario and Simulation Analysis	384	(2)
4 Discussion and Conclusion	386	(1)
References	386	(3)
Pseudo-Criterion Approaches to Evaluating Alternatives in Mangrove Forests Management	389	(6)
Santha Chenayah Ramu, Eiji Takela
1 Introduction	389	(1)
2 Ternary Comparison Method (TCM)	390	(1)
3 Pseudo-Criterion Approaches to Mangrove Forests Management	390	(4)
4 Concluding Remarks	394	(1)
References	394	(1)
Energy-Environment-Cost Tradeoffs in Planning Energy Systems for an Urban Area	395	(8)
Hideharu Sugihara, Kiichiro Tsuji
1 Introduction	395	(1)
2 Definitions of Energy System Alternatives	395	(2)
3 Formulation of Multi-objective Optimization Model	397	(2)
4 Tradeoff Analyses	399	(1)
5 Conclusion	400	(1)
Reference	400	(3)
DEA Approach to the Allocation of Various TV Commercials to Dayparts	403	(6)
Katsuaki Tanaka, Eiji Takeda
1 Introduction	403	(1)
2 DEA Approach to the Allocation of Various TV Commercials to Dayparts	404	(2)
3 Concluding Remarks	406	(1)
References	406	(3)
Analyzing Alternative Strategies of Semiconductor Final Test	409	(6)
Hung-Ju Wang, Chen-Fu Chien, Chung-Jen Kuo
1 Introduction	409	(1)
2 Research Framework	409	(2)
3 An Empirical Study	411	(3)
4 Conclusion	414	(1)
References	414	(1)
A Discrete-Time European Options Model under Uncertainty in Financial Engineering	415	(6)
Yuji Yoshida
1 Introduction	415	(1)
2 Fuzzy Stochastic Processes	416	(1)
3 European Options in Uncertain Environment	416	(3)
4 The Expected Price of European Options	419	(1)
References	420	(1)
Multipurpose Decision-Making in House Plan by Using AHP	421
Bingjiang Zhang, Hui Liang, Tamaki Tanaka
1 Introduction	421	(1)
2 Housing Planing Model by AHP	421	(2)
3 Comprehensive Evaluation for the House of Room Arrangements	423	(2)
4 Algorithm	425	(1)
5 Conclusion and Remarks	426	(1)
References	426