Genetic algorithm in uncertain environments for solving stochastic programming problem

Journal of the Operations Research Society of Japan

Volumn 43, Issue 2, 2000, Pages 266-290

  Yoshitomi, Yasunari ^a   Ikenoue, Hiroko ^b   Takeba, Toshifumi ^c   Tomita, Shigeyuki ^a  

^a UNIVERSITY OF MIYAZAKI   (Japan)

^b KUMAMOTO NATIONAL COLLEGE OF TECHNOLOGY   (Japan)

^c Meitec Corp   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034196203     PISSN: 04534514     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0453-4514(00)89112-7     Document Type: Article

References (38)

1. [1] R. Aravind, G. L. Cash, D. L. Duttweiler, H. M. Hang, B. G. Haskell and A. Puri: Image and video coding standards. ATT Technical Journal, (1993) 67-88.
2. [2] E. M. L. Beale: On minimizing a convex function subject to linear inequalities. Journal of the Royal Statistical Society, B.17(1955) 173-184.
3. [3] A. Charnes and W. W. Cooper: Chance constrained programming. Management Science, 6(1959) 73-79.
4. [4] A. Charnes and W. W. Cooper: Deterministic equivalents for optimizing and satisficing under chance constraints. Operations Research. 11(1963) 18-39.
5. [5] G. B. Dantzig: Linear programming under uncertainty. Management Science, 1(1955) 197-206.
6. [6] D. Dasgupta and D. R. Mcgregor: Nonstationary function optimization using the structured genetic algorithm. In: Parallel Problem Solving from Nature, 2, (1992) 145-154.
7. [7] C. Dinkelbach: On nonlinear fractional programming. Management Science, 13(1967) 492-498.
8. [8] T. C. Fogarty: Varying the probability of mutation in the genetic algorithm. Proceedings of 3rd International Conference on Genetic Algorithms, (1989) 104-109.
9. [9] D. B. Fogel: An introduction to simulated evolutionary optimization. IEEE Transactions on Neural Nwtworks, 5(1994) 3-14.
10. [10] C. M. Fonseca and P. J. Fleming: Genetic algorithms for multiobjective optimization: Formulation, discussion and generalization. Proceedings of 5th International Conference on Genetic Algorithms, (1993) 416-423.
11. [11] D. L. Gall: MPEG; A video compression standard for multimedia applications. Communications of the ACM, 34(1991) 46-58.
12. [12] D. Goldberg: Genetic Algorithms in Search, Optimization, and Machine Learning (Addison-Wesley, 1989).
13. [13] J. Grefenstette, R. Gopal, B. Rosmaita and D. Van Gucht: Genetic algorithms for the traveling salesman problem. Proceedings of 1st International Conference on Genetic Algorithms, (1985) 160-168.
14. [14] J. J. Grefenstette: Genetic algorithms for changing environments. In: Parallel Problem Solving from Nature, 2 (Elsevier Science Publishers B.V., 1992), 137-144.
15. [15] M. I. Henig: Risk criteria in a stochastic knapsack problem. Operations Reserch, 38(1990) 820-825.
16. [16] J. H. Holland: Adaptation in Natural and Artificial Systems (The Univ. Michigan Press, 1975 and MIT Press, 1992).
17. [17] J. Horn, N. Nafpliotis and D. E. Goldberg: A niched pareto genetic algorithm for multiobjective optimization. Proceedings of 1st IEEE Conference on Evolutionary Computation, (1994) 82-87.
18. [18] H. Ishibuchi and T. Murata: Multi-objective genetic local search algorithm. Proceedings of IEEE International Conference on Evolutionary Computation, (1996) 119-124.
19. [19] H. Ishii, T. Nishida and Y. Nanbu: Generalized chance constrained programming. Journal of Operations Research Society of Japan, 21(1978) 124-145.
20. [20] ISO/IEC CD 13818-2: Generic coding of moving pictures and associated audio. ISO/IEC/JTC1/SC29/WG11, (1993).
21. [21] ISO/IEC IS 11172-2: Coding of moving pictures and associated audio for digital storage media, at up to about 1.5 Mbit/s, (1993).
22. [22] (JPEG)ISO CD 10918: Digital compression and coding of continuous-tone still images. ISO/IEC JTC1/SC2/WG10, (1991).
23. [23] S. Kataoka: A Stochastic programming model. Econometrica, 31(1963) 181-196.
24. [24] C. Kosack, J. Marks and S. Shieber: A parallel genetic algorithm for network-diagram layout. Proceedings of 4th International Conference on Genetic Algorithms, (1991) 458-465.
25. [25] F. Kursawa: A variant of evolution strategies for vector optimization. In: Parallel Problem Solving from Nature (Springer-Verlag, Berlin, 1991), 193-197.
26. [26] A. Leger, T. Omachi and G. K. Wallace: JPEG still picture compression algorithm. Optical Engineering, 30(1991) 947-954.
27. [27] A. M. Madansky: Inequalities for stochastic linear programming problem. Management Science, 6(1960) 197-204.
28. [28] T. Murata and H. Ishibuchi: Multi-objective genetic algorithms. Proceedings of 2nd IEEE-ICEC Conference, (1995) 289-294.
29. [29] R. Nakano: Conventional genetic algorithm for job shop problems. Proceedings of 4th International Conference on Genetic Algorithms, (1991) 474-479.
30. [30] J. D. Schaffer: Multi-objective optimization with vector evaluated genetic algorithms. Proceedings of 1st International. Conference on Genetic Algorithms, (1985) 93-100.
31. [31] M. Sniedovich: Preference order stochastic knapsack problems. Journal of Operational Research Society, 31(1980) 1025-1032.
32. [32] E. Steinberg and M. S. Parks: A preference order dynamic program for a knapsack problem with stochastic rewards. Journal of Operational Research Society, 30(1979) 141-147.
33. [33] A. Ueda: Computer Simulation (in Japanese) (Asakura, Tokyo, 1990), 77-85.
34. [34] F. Vavak and T. C. Fogarty: Comparison of steady state and generational genetic algorithms for use in nonstationary environments. Proceedings of IEEE International Conference on Evolutionary Computation, (1996) 192-195.
35. [35] D. W. Walkup and R. J. B. Wets: Stochastic programming with recourse. SIAM Journal of Applied Mathematics, 15(1967) 1299-1314.
36. [36] G. K. Wallace: The JPEG still compression standard. Communications of the ACM, 34(1991) 30-44.
37. [37] N. Yagi, S. Inoue, M. Hayashi, M. Okui and S. Goushi: Practical Digital. Picture Processing with C Language (in Japanese) (Ohmusha, Tokyo, 1995), 240-256.
38. [38] H. Yasuda and H. Watanabe: Basis of digital image compression (in Japanese) (Nikkei BP Publication Center, Tokyo, 1996).