In this paper, a fuzzy facility location model with Value at Risk (VaR) is proposed, which is a two-stage fuzzy zero-one integer programming. Since the fuzzy parameters of the location problem are continuous fuzzy variables with an infinite support, the computation of VaR is inherently an infinite-dimensional optimization problem, which can not be solved analytically. In order to solve the model, first of all, the objective function VaR is approximated through discretization method of fuzzy variables. Therefore, the original problem is converted to the task of a finite-dimensional optimization. Then, a hybrid heuristic algorithm integrating binary particle swarm optimization (BPSO), simplex algorithm and the approximation approach is designed to solve the location model. Finally, a numerical example is provided.
|ホスト出版物のタイトル||Proceedings - 4th International Conference on Genetic and Evolutionary Computing, ICGEC 2010|
|出版ステータス||Published - 2010|
|イベント||4th International Conference on Genetic and Evolutionary Computing, ICGEC 2010 - Shenzhen|
継続期間: 2010 12 13 → 2010 12 15
|Other||4th International Conference on Genetic and Evolutionary Computing, ICGEC 2010|
|Period||10/12/13 → 10/12/15|
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