dynamic programming
در نشریات گروه علوم پایه-
International Journal of Advanced Biological and Biomedical Research, Volume:13 Issue: 3, Summer 2025, PP 270 -283One of the optimization methods is dynamic programming. This study aimed to determine the effective structures on the rate of herd replacement and cow removal by optimizing the production system for mastitis and abortion. To optimize the production system for removing and keeping dairy cows from the statistics of incomes and expenses of 2023, the statistics related to mastitis and abortion associated with some industrial cattle farms in Ardabil City were used. The economic dairy farm system was divided into income and cost components. The MATLAB and an algorithm were designed to simulate the bio-economic system of a dairy cow herd. The abortion and mastitis in the low production group, the net present value increased up to the fourth abdomen, and then it started to decrease. In the medium and high production groups, the net present value for both abortion and mastitis has an increasing trend until the third abdomen, starts a decreasing trend. Likewise, keeping animals in the medium production group up to the fourth stomach and in the high production group up to the fifth stomach has an economic justification. The future value increases with increasıng in cow age and the lactation period. Mastitis and abortion can significantly reduce income and destroy the producer's capital. The optimum decision-making was concluded to keep livestock or remove it and estimate the financial loss of abortion and mastitis will improve reproduction and ultimately make the herd more profitable.Keywords: Abortion, Culling, Dynamic Programming, Herd Profitability, Mastitis, Dairy Cow
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تعادل بین تامین خواسته های نسل فعلی و اتی از اهداف برنامه ریزان اقتصاد منابع طبیعی می باشد چرا که بهره برداری از منابع طبیعی می بایستی بگونه ای باشد که برای نسل های آتی حفظ گردند. لازمه این امر توجه بیش از پیش به مدیریت پایدار منابع طبیعی کشور می باشد. در این راستا استفاده از تکنیک برنامه ریزی پویا جهت تعیین مقادیر بهینه برداشت و مدیریت صحیح منابع در دوره های زمانی کوتاه مدت و بلند مدت، لازمه ی تحقق اهداف مذکور بوده و در یاری رساندن به بهره برداران نقش مهمی را ایفا می کند. بنابراین در این پژوهش پس از ارایه روشی برای برآورد ارزش خالص حاصل از برداشت منابع به طرح مدلی پویا جهت بهینه سازی مقادیر برداشت شیلات در منطقه استان س وب در سال 99-1400 پرداخته شد. به همین منظور، مدلی پویا جهت برداشت بهینه از منابع شیلات با استفاده روش ضریب لاگرانژ برآورد شد. پس از بهینه سازی میزان مقادیر برداشت از منبع، مجموع ارزش منافع کنونی خالص به کمک مدل برنامه ریزی پویا در حدود 75/22 میلیون دلار برآورد شد که حاکی از افزایش ارزش منافع کنونی به میزان 46/7 میلیون دلار نسبت به حالت فعلی است. در پایان نیز استفاده از مدل های برنامه ریزی پویا به علت انعطاف پذیری آن ها و قابلیت محاسبه داده های سری زمانی در جهت تخصیص منابع طبیعی تجدیدپذیر طی دوره های متوالی برداشت از منابع توصیه می شود. استفاده از این مدل ها علاوه بر تعیین برنامه مناسب و زمان بندی شده برای برداشت از منابعی طبیعی تجدید پذیر، سبب حفظ و پایداری این منابع در بلند مدت می شود.
کلید واژگان: برنامه ریزی پویا، پایداری منابع طبیعی، روش ضریب لاگرانژ، شیلاتIntroductionSince the fisheries sector is one of the important economic sectors that plays a significant role in providing income and employment for the coastal people of the country. In order to maintain the stability of aquatic resources and access to numerous economic, biological, social and planning goals in aquatic resources, it seems inevitable (Rezaat Kish and Badam Firoz, 2017). One of the important goals in fisheries management is to maintain the process of fishing and harvesting from Aquatic resources and sustainable fishing levels. In order to measure the achievement of goals in the process of sustainable development, a series of indicators should be used. Fisheries management for sustainable development is a multi-dimensional activity that should be investigated in a wide area that requires information and data, or indicators other than fish stocks and fishing activity (Wang et al., 2014). Increasing awareness by economic experts, formulating policies, principles, rules and regulations and also expression of scientific models and strategies appropriate harvested and productivity of natural resources, suitable field for the growth and development of other sectors (industry, commerce, agriculture and services) provided and will lead to a stable outlook in country.
MethodologyOne of the most important management tools and solutions that can play a constructive role in the sustainability of natural resources is the use of advanced economic models. For this purpose, in this research, after presenting a method to estimate the net value of resource extraction, a dynamic model was designed to optimize the extraction values. The Lagrange coefficient method was also proposed as another solution in this research. This method is essential for optimizing resources that are harvested in the long term.Estimating the present value of net benefits from natural resourcesThe present value of net benefits (NPV) in economics is one of the standard methods for evaluating economic projects. In this method, the cash flow of income and expenses is discounted to the daily rate based on the time of occurrence of income or expenses. In this way, in the cash flow, the time value of spending or earning income is included. Net present value in natural resource economics is used to estimate the present value of resource extraction.The exploitation of natural resources due to rapid population growth and meet the basic human needs of growing and developing. This growth in addition to, production technology developed and harvesting of resources in large scale, emphasis to sustainable economic and environmental activities. According to the vulnerable renewable and non-Renewable resources of countries require that exploit them, for removal existing needs in a manner to be achieved that these resources remain sustainable for coming generation. Achieving this goal requires strong leadership on utilization of existing resources in nature. In this regard, the use of dynamic models for determining optimal amount of harvest and right resource management in the short term and long time periods, necessary to proving to be true this goals and the important role in assist to farmers. For the design of the dynamic optimization model was used Lagrange multiplier method In Chabahar area of Sistan and Baluchestan province in 2021. Excel software was used to solve the model.
ConclusionToday, the exploitation of natural resources is growing and developing due to the rapid growth of the population and meeting the basic human needs. This growth is in such a way that in addition to the development of the technology of production and harvesting of fishery resources on a large scale, it also emphasizes the economic and environmental sustainability of the activities. In this research presented model to determine optimal amount harvest fishery resources in future periods. This model due to changes in discount rates in various periods of time was to be able to allocate resources in a way that in all periods have maximum profit and net benefits. And causes reduce speed to empty store resource and assist to sustainable of resource. The results showed that the storage of a fishery affected by factors such as the amount of storage, the harvest of the source, the discount rate, rate of return on investment and saving rates is a renewable source. Also the result showed that harvest fish from a fishery over 10 periods with fixed-rate of about 0.05 percent, and started from the second year Total value of net benefits in this case is the equivalent of 15.29 million rials. While that after implementing dynamic planning model amount of fish of resource changed of 0.05 to 0.124. After optimization amount harvest of resource, total net present value by model dynamic planning to estimate 22.75 million rials that indicating increase net present value 7.46 million rials regard to present state. Also the net present value of benefits (NPV) of fish harvested during the 10 consecutive periods reduced to increase discount rate and with discount rate cut has increased. In other words, the relationship between changes in the present value of net benefits and the discount rate indirect or reverse. In addition, by increasing and decreasing the rate of return on investment, increase and decrease the amount of storage. This suggests the existence of a direct relationship between changes rate of return on investment and save the fish is over 10 consecutive periods. And relationship between the rate of return on investment and change of net present value of harvesting fish during 10 consecutive periods.In the end, is recommended the use of dynamic programming models due to its flexibility and ability to calculate time series data in order to allocate renewable natural resources during consecutive periods harvesting of resources. The use of these models to determine the appropriate and schedule program for the harvest of natural resource renewable, cause to protection and stability this resources in long term. In the end, the use of dynamic planning models is recommended due to their flexibility and the ability to calculate time series data in order to allocate renewable natural resources during successive periods of resource extraction. The use of these models, in addition to determining a suitable and scheduled program for the extraction of renewable natural resources, causes the preservation and sustainability of these resources in the long term.
Keywords: optimization, Dynamic programming, Lagrange multiplier methods, Sustainability natural resource, fishery -
Let $G=(V,E)$ be a graph. A double Roman dominating function (DRDF) of $G $ is a function $f:Vto {0,1,2,3}$ such that, for each $vin V$ with $f(v)=0$, there is a vertex $u $ adjacent to $v$ with $f(u)=3$ or there are vertices $x$ and $y $ adjacent to $v$ such that $f(x)=f(y)=2$ and for each $vin V$ with $f(v)=1$, there is a vertex $u $ adjacent to $v$ with $f(u)>1$. The weight of a DRDF $f$ is $ f (V) =sum_{ vin V} f (v)$. Let $n$ and $k$ be integers such that $3leq 2k+ 1 leq n$. The generalized Petersen graph $GP (n, k)=(V,E) $ is the graph with $V={u_1, u_2,ldots, u_n}cup{v_1, v_2,ldots, v_n}$ and $E={u_iu_{i+1}, u_iv_i, v_iv_{i+k}: 1 leq i leq n}$, where addition is taken modulo $n$. In this paper, we firstly prove that the decision problem associated with double Roman domination is NP-omplete even restricted to planar bipartite graphs with maximum degree at most 4. Next, we give a dynamic programming algorithm for computing a minimum DRDF (i.e., a DRDF with minimum weight along all DRDFs) of $GP(n,k )$ in $O(n81^k)$ time and space and so a minimum DRDF of $GP(n,O(1))$ can be computed in $O( n)$ time and space.Keywords: Double Roman dominating function, Algorithm, Dynamic programming, generalized Petersen graph
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این پژوهش روشی جدید در استفاده از داده های تعاملی عامل و محیط برای تنظیم اولیه ی معماری یادگیری تقویتی فازی ارایه می دهد. کندی سرعت آموزش و نحوه ی تعیین مقدار توابع عضویت ورودی دو چالش مهم در معماری یادگیری تقویتی فازی هستند. تنظیم اولیه ی پارامترهای سیستم با استفاده از داده های تعاملی می تواند راهکار مناسبی برای رفع چالش های اشاره شده باشد. در این پژوهش ابتدا با تعامل عامل با محیط و جمع آوری داده آموزشی، ماتریس احتمال انتقال حالت-عمل به حالت بعدی و امید پاداش آنی حالت-عمل به حالت بعدی محاسبه می شود. با توجه به پیوسته بودن فضای مورد بررسی، جهت تولید دو ماتریس مذکور از خوشه بندی استفاده می شود. هر خوشه یک حالت از محیط لحاظ شده و بدین صورت یک تقریب احتمال گذر از یک خوشه به خوشه ی دیگر با توجه به داده ها تعیین می شود. سپس پارامترهای سیستم فازی با تعمیم روش تکرار ارزش برنامه سازی پویا برای فضای پیوسته تنظیم می گردد. نحوه ی استفاده از روش پیشنهادی با یک مثال به طور کامل شرح داده شده است. استفاده از این روش می تواند منجر به افزایش سرعت یادگیری و کمک در تنظیم توابع عضویت ورودی سیستم فازی گردد.کلید واژگان: سیستم فازی، یادگیری تقویتی، برنامه سازی پویا، خوشه بندیThis research presents a new method of coarse-tuning the fuzzy reinforcement learning architecture using agent-environment interactive data. This method solves two main challenges the fuzzy reinforcement learning: the low-speed training process and determining the input membership functions of the fuzzy structure. First, the agent interacts with the environment to gather training data. Then, the transition probability matrix and the expected return matrix are calculated by applying a clustering algorithm due to the continuous space. Each cluster is a state of the environment, and an approximation of the transition probability from one cluster to another is calculated using the gathered data. Finally, the parameters of the fuzzy system are adjusted using the modified value iteration method of dynamic programming for the continuous space. The proposed method is fully described with an example. This method increases the learning speed and adjusts the input membership functions of the fuzzy system.Keywords: Fuzzy System, Reinforcement Learning, Dynamic programming, Clustering
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In this paper, we aim to propose a new hybrid version of the Longstaff and Schwartz algorithm under the exponential Levy Jump-diffusion model using Random Forest regression. For this purpose, we will build the evolution of the option price according to the number of paths. Further, we will show how this approach numerically depicts the convergence of the option price towards an equilibrium price when the number of simulated trajectories tends to a large number. In the second stage, we will compare this hybrid model with the classical model of the Longstaff and Schwartz algorithm (as a benchmark widely used by practitioners in pricing American options) in terms of computation time, numerical stability and accuracy. At the end of this paper, we will test both approaches on the Microsoft share “MSFT” as an example of a real market.Keywords: Monte Carlo simulation, Levy jump-diffusion model, Longstaff, Schwartz algorithm, American option, Random Forest RI regression, Microsoft ``MSFT put option, Dynamic programming
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International Journal Of Nonlinear Analysis And Applications, Volume:13 Issue: 2, Summer-Autumn 2022, PP 1649 -1661
We use some recent developments in Dynamics Programming Method to obtain a rigorous solution of the epidemic model formulated in E. Trélat [Controle optimal: théorie et applications, (online version 2020)] as an unsolved problem. In fact, this problem is proposed in the context of using Pontryagin’s Maximum Principle. We use a certain refinement of Cauchy’s Method of characteristics for stratified Hamilton-Jacobi equations to describe a large set of admissible trajectories and identify a domain on which the value function exists and is generated by a certain admissible control. The optimality is justified by using of one of the well-known verification theorems as an argument for sufficient optimality conditions.
Keywords: Optimal control, Dynamic programming, Maximum principle, Differential inclusion, Hamiltonian flow, Value function -
International Journal Of Nonlinear Analysis And Applications, Volume:13 Issue: 1, Winter-Spring 2022, PP 1985 -1998
The order picking problem is one of the key elements in warehouse management. The challenge increases during the new norm when orders can be made by going to the shop and also via online that results in high uncertainty in order volume. Despite that, customer expectation remains on fast delivery which requires the selling organizations to be able to provide fast and efficient service to meet the demand from customers. In achieving this, among the contributing factors is efficient warehouse management especially in order picking, storage assignment, sufficient resource allocation, adequate manpower handling and proper tasking allocation. Thus, in this paper, a model for order picking is modified by considering the limited picking capacity of the Order Pickers (OP), the S-shaped route in the warehouse plan and the need for complete order (all demanded items are picked). The modified model is adapted as a Dynamic Programming problem with the objective of minimizing the time taken (through minimizing distance travelled) in picking each order. The results show that testing with a set of secondary data, the modified model shows a reduction of 24.19\% in travel distance compared to using Shortest Path Problem (SPP) and Traveling Salesman Problem (TSP). At the same time, the application of the modified model using the real data shows a reduction of 11.6\% in the travelled distance as well as more quality task allocation among the OPs.
Keywords: Order picking, dynamic programming, shortest path, warehouse routing, inner warehouse transportation -
International Journal Of Nonlinear Analysis And Applications, Volume:12 Issue: 2, Summer-Autumn 2021, PP 1947 -1964
In this paper, we develop the notion of $(psi, F)$-contraction mappings introduced in cite{wad1} in $b$-metric spaces. To achieve this, we introduce the notion of generalized multi-valued $(psi, S, F)$-contraction type I mapping with respect to generalized dynamic process $D(S, T, x_0),$ generalized multi-valued $(psi, S, F)$-contraction type II mapping with respect to generalized dynamic process $D(S, T, x_0),$ and establish common fixed point results for these classes of mappings in complete $b$-metric spaces. As an application, we obtain the existence of solutions of dynamic programming and integral equations. The results presented in this paper extends and complements some related results in the literature.
Keywords: fixed point, dynamic process, generalized multi-valued (ψ, S, F)-contraction type, b-metric space, integral equations, dynamic programming -
International Journal Of Nonlinear Analysis And Applications, Volume:12 Issue: 2, Summer-Autumn 2021, PP 399 -413
The aim of this paper is to prove a nonunique common fixed point theorem of Rhoades type for two self-mappings in complete b-metric spaces. This theorem extends the results of [17] and [49]. Examples are furnished to illustrate the validity of our results. We apply our theorem to establish the existence of common solutions of a system of two nonlinear integral equations and a system of two functional equations arising in dynamic programming.
Keywords: b-metric space, Common fixed point, Picard sequence, Nonlinear integral equations, Dynamic programming -
هدف از انجام این پژوهش بررسی نرخ حذف در دو سیستم مختلف بهینه سازی برای صفات تولیدی وتولید مثلی و تولیدی و سلامتی در گله های شیری، بر مبنای داده های جمع آوری شده از گله های شیری استان اردبیل مطابق با شرایط بازار در یک دوره تولیدی از سال 1396 تا 1397 بود. یکی از مهم ترین تصمیمات مدیریتی موثر بر سود دامداری ها، جایگزینی به موقع گاوشیری با تلیسه جوان می باشد. با استفاده از روش تحلیل سیستم سامانه اقتصادی گله گاو شیری به مولفه های درآمدی و هزینه ای تجزیه شده و هر کدام از این مولفه ها هم به زیر بخش های دیگری تقسیم شدند. سپس با بهره گیری از مدل های ریاضی نسبت به شبیه سازی یک مدل زیست اقتصادی اقدام شد و با استفاده از جعبه ابزار Compecon نرم افزار متلب و مدل برنامه ریزی پویا بهینه سازی سامانه انجام گرفت. گاو شیری توسط متغیرهای وضعیتی شامل توان تولیدی در 3 سطح (کم تولید، متوسط و پر تولید) و عملکرد تولید مثلی با چهار وضعیت (فاصله زایش ایده ال، تاخیر 50، 100 و 150 روز آبستنی) و عملکرد سلامتی در سه وضعیت (عدم بیماری، بیماری قابل درمان، بیماری که سبب حذف غیر ارادی می شود) طبقه بندی و در افق برنامه ریزی با 10 دوره شیردهی مورد بررسی قرارگرفت. نتایج مدل تولیدی و تولیدمثلی نشان داد که در گروه کم تولید، ارزش حال تا شکم چهارم افزایش یافته و سپس روند کاهشی به خود می گیرد. و در گروه متوسط ارزش حال تا شکم دوم افزایش یافته و سپس روند کاهشی به خود می گیرد و در گروه پر تولید بعد شکم اول ارزش حال کاهش می یابد. نتایج مدل تولیدی و سلامتی به لحاظ تغییرات ارزش حال انتظاری مشابه مدل تولیدی و تولیدمثلی بود. ارزش آتی در هر دو سیستم در وضعیت های مختلف تولیدی و تولیدمثلی و تولیدی وسلامتی با افزایش دوره شیردهی و با افزایش سن گاو کاهش یافت. تفاوت ارزش آتی و ارزش کنونی تحت تنزیل 20 درصد نشان داد که با اضافه کردن سطح تولید این تفاوت بیش تر می شود. بدون توجه به ارزش حال وآتی، گاوها زودتر یا دیرتر از موعد بهینه حذف می شوند که این امر منجر به کاهش سود آوری گله می شود. عمر بهینه تعیین شده توسط برنامه ریزی پویا با استفاده از شبیه سازی مارکوف برای مدل تولید و تولید مثل 4/99 سال و برای تولید و سلامتی 4/83 سال حاصل شد. به طوری که حذف گاو شیری با سن بالاتر از سن بهینه تعیین شده منجر به افزایش سودآوری واحدهای دامداری می شود.کلید واژگان: برنامه ریزی پویا، عمر بهینه، گاوشیری، نرخ حذفThe purpose of this study was to evaluation the culling rate in two different optimization systems for reproductive and reproductive traits and reproductive and health traits in dairy herds based on data collected from dairy herds in Ardabil province according to market conditions in a production period from 2017 to 2018. One of the most important management decisions affecting livestock profit is timely replacement with young heifers. By analyzing the economic system of the dairy herd system, they were broken down into income and cost components, and each of these components was subdivided into other sub-sections. Then, using mathematical models, a simulation of a bioeconomic model was performed and optimized using MATLAB's Compecon toolbox and dynamic programming. Dairy cows were treated by status variables at three levels (low productivity, medium and high productivity) and reproductive performance at four levels (ideal calving interval, 50,100 and 150 days delay) and health performance at three conditions (no disease, The curable disease, a disease that causes involuntary eradication, was categorized and evaluated in the planning horizon with 10 lactation cycles. The results of the production and reproductive model showed that in the low-production group, the present value increased up to the fourth abdomen and then decreased. And in the intermediate group the present value is increased to the second abdomen and then decreases automatically and in the high productive group the first abdominal value decreases. The results of the production and health models were similar to those of the production and reproductive models in terms of present value changes. Future value is the value of an asset or cash at a specified future date, which is equal to the present value at a present value. It was observed that the trend of future value changes in both systems in different breeding and reproductive status and health and production status decreased with increasing lactation and with increasing cow age. The difference between the future value and the present value under the discount of 20% showed that this difference is further increased by the level of production. Regardless of the present and future value, cows are removed sooner than the optimal deadline, which leads to a decrease in the profitability of the herd. The optimum lifetime determined by dynamic programming was obtained using the Markov simulation for the reproduction and reproduction models of 4.99 years and for reproduction and health of 4.83 years, So that culling of dairy cows older than the optimum age leads to increased profitability of livestock units.Keywords: Culling rate, dairy cow, Dynamic programming, Optimal life
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International Journal Of Nonlinear Analysis And Applications, Volume:12 Issue: 1, Winter-Spring 2021, PP 847 -860
The Iraqi Ministry of Defense decided that there would be no escape for the terrorist gang members from the death which it proceeded to it with a false doctrine until it is eradicated from Iraq which can never be an incubator of terrorism, accordingly and with the capabilities available to the ministry, the ministry has developed two strategies: The first is allocating ten regiments from the Iraqi Special Operations Forces (ISOF) to maximize the performance of the Iraqi armed forces (IAF) in defending the homeland and maintaining its security and stability from terrorist gangs in four border regions in Iraq. The second is to reduce the arrival time of the ISOF to the battlefield by determining the optimal possible paths using an efficient scientific approach which is the dynamic programming (DP). The results of this study after solving a real-life problem proved that the proposed approach is an effective mathematical approach for taking a series of related decisions by finding maximization level of performance of ISOF and the shortest time for them to reach the battlefield.
Keywords: Allocating, Maximizing the performance, Optimal path, Reducing arrival time, Dynamic programming, DP -
: عدم استفاده کارآمد از آب به عنوان یک نهاده تولید باعث شده است که مقدار قابل توجهی از این نهاده که با هزینه های زیاد تامین و استحصال شده، هدر رود. اغلب استان های کشور چندین دهه است که با بحران آب روبه رو هستند. علائم بحران آب از اوایل دهه 1 3 5 0 در بعضی از دشت های استان خراسان نیز مشاهده شد و در دهه اخیر به دلیل عدم مدیریت صحیح منابع آب، این بحران تشدید شده است. ازاین رو، پژوهش حاضر با رویکردی پویا، به بررسی مدیریت منابع آب در سد تبارک آباد شهرستان قوچان می پردازد.
در این پژوهش از یک روش آسان کاربرد برای حل مسائل برنامه ریزی پویای تصادفی در نرم افزار Gams استفاده شده است. این روش با استفاده از چندجمله ای های متعامد، که برای حل مسائل تقریب مفید هستند، و با استفاده از تکرار محاسبات در افق بی نهایت، به ویژگی های یک چندجمله ای استاندارد همگرا خواهد شد. این روش با استفاده از نمونه موردی سد تبارک آباد قوچان شرح داده شده است. برای این منظور، داده های مربوط به سد تبارک آباد، برای سال های 1395-1386 از طریق سامانه ملی اطلاعاتی سدهای کشور جمع آوری شد. همچنین، داده های مربوط به تخمین تابع تقاضای آب کشاورزی در شهرستان قوچان، از طریق پرسش نامه هزینه تولید سازمان جهاد کشاورزی به دست آمد.
بر اساس نتایج به دست آمده و با مقایسه مقادیر واقعی و شبیه سازی شده برای مخزن سد (متغیر حالت) و رهاسازی آب (متغیر کنترل) ، مشخص می شود که شبیه سازی های انجام شده با روش چندجمله ای متعامد چی بی شف، با تقریب مناسبی انجام شده است. درنهایت بر اساس نتایج، ارزش حال خالص آب تخصیصی به کشاورزی در سد تبارک آباد در دوره موردبررسی برابر با 1471205 ریال بوده و آب تخصیصی نیز معادل 745/24 میلیون مترمکعب در سال اندازه گیری شده است.کلید واژگان: برنامه ریزی تصادفی پویا، صرفه جویی محاسباتی، تئوری تقریب، مدیریت منابع آبIntroductionThe lack of efficient use of water as a production input has led to wastage of a significant amount of this input, which is financed at a great cost. Most provinces of the country have been facing water crisis for decades. Symptoms of this water crisis have been observed in some plains of Khorasan Province since the early 1970s, and this crisis has intensified in the last decade due to the lack of proper management of water resources. Therefore the present study, using a dynamic approach, studies the management of water resources in the Tabarkabad Dam in Quchan.Materials And MethodsIn this paper we put forward an easy-to-implement methodology for solving deterministic or stochastic dynamic programming problems within a standard optimization package such as GAMS. We found that the use of orthogonal polynomials was especially helpful in implementing approximation methods for the iterative computation of the infinite-horizon value function, due to their superior convergence properties over standard polynomials. This method is described using the case study of Tabarkabad Dam in Quchan city. For this purpose, data related to the Tabarkabad Dam were collected through the National Dams Information System for the years 2008-2016. Also, data relating to the estimation of the agricultural water demand function in Quchan city were obtained through a questionnaire prepared by the Ministry of Jihad-e-Agriculture.Results And DiscussionBased on the results, comparing the actual and simulated values for the dam reservoir (state variable) and water release (control variable), it is determined that the simulations performed with orthogonal polynomial Chebyshev approximation were appropriate. Finally, based on the results, the netpresent value of water allocated to agriculture at Tabarkabad Dam in the studied period is 1471205 Rials and the allocation of water is equal to 24.745 million cubic meters per year.ConclusionConsidering the results obtained and the proper approximation of simulated values, we can use the proposed method of this study to solve stochastic dynamic programming problems, especially in the field of water resource management. Also, by using the annual allocation of water and taking account of other regional constraints, we can provide a suitable cropping pattern for the sustainable use of agricultural water for the coming years in the fields covered by the Tabarkabad Dam.Keywords: Dynamic programming, Computational saving, Approximation theory, Water resource management -
در اکثر کاربردهای صنعتی یکی از مهمترین تصمیمات در مسائل اندازه انباشته تعیین بهترین مقدار تولید می باشد. در این مقاله، یک مدل برنامه ریزی ریاضی عدد صحیح برای مسئله اندازه انباشته با در نظر گرفتن زمان آماده سازی، موجودی اطمینان، هزینه کمبود و روش های مختلف تولید ارائه می شود. هدف کمینه کردن مجموع هزینه های تولید، راه اندازی، نگهداری موجودی و کمبود موجودی است. برای حل مدل ارائه شده، یک روش برنامه ریزی پویای پیش رو ارایه شده و کارایی آن با روش برنامه ریزی پویای کلاسیک پس رو مورد مقایسه قرار گرفته است. در نهایت، چندین مسئله آزمایشی با ابعاد مختلف تولید شده است. تجزیه و تحلیل آماری بر روی نتایج محاسباتی بدست آمده، نشان می دهد که روش برنامه ریزی پویای پیشنهادی از نقطه نظر زمان محاسباتی به مراتب عملکرد بهتری نسبت به برنامه ریزی پویای کلاسیک دارد.کلید واژگان: برنامه ریزی ریاضی، مسئله بهینه سازی اندازه انباشته، برنامه ریزی پویاIn most industrial applications, determining production quantities are one of the most key decision making. In this paper, an integer mathematical programming model for lot-sizing problem with considering set-up time, safety stock, shortage cost, and different production manners, is presented. The objective is to minimize summation of production, set up, holding, and shortage costs. To solve the model, a forward dynamic programming (DP) approach is presented and compared with classical backward DP method. Finally, different numerical illustrations with different dimension are generated. The statistical analysis on computational results showed that the proposed DP approach is more applicable than the classical DP in terms of computational time.Keywords: Mathematical Programming, Lot, sizing optimization problem, Dynamic programming
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