مدل ریاضی استوار فازی انتخاب سبد پروژه و حل آن بااستفاده از الگوریتم تکاملی تفاضلی چندهدفه

نوع مقاله : مقاله پژوهشی

نویسندگان

استادیار، دانشگاه شهید بهشتی.

چکیده

هدفازانتخابسبدپروژه‌هایگازرسانی،انتخابیکمجموعهپروژهازمیان پروژه­هایکاندید است؛ به‌­طوری­کهمعیارهای مهم مدنظر سازمان با لحاظ محدودیت­‌ها تا حد امکان مطلوب شود. در این پژوهش چنینانتخابیبایک مشکل اساسیروبه­‌رواست. با توجه به ابهام موجود در تعیین برخی پارامترهای پژوهش، آن‌ها در قالب اعداد فازی لحاظ و به‌منظور افزایش استواری جواب‌ها، از روش استوار فازی استفاده می‌شود. جواب حاصل از روش استوار فازی به‌­نحوی است که در تمام حالت‌های سطح برش آلفای لحاظ شده صدق کرده و استوار است. در این پژوهش یک مدلچند­هدفه و چنددوره‌ای صفر- یک استوار فازی برای انتخاب سبد پروژه­‌های گازرسانی در شرکت گاز استان کرمان ارائه و برای حل مدل از رویکرد استوار فازی استفاده شد. در ابتدا به‌منظور نمایش چگونگی عملکرد رویکرد استوار فازی، مدل در حالت تک‌­هدفه و برای مسئله ای با ابعاد کوچک به کمک نرم‌افزار لینگو حل شد؛ سپس به‌­دلیل NP-Hard بودن مدل مسئله بااستفاده از الگوریتم‌­های تکاملی تفاضلی چندهدفه حل شد و سپس برای بررسی کارایی الگوریتم پیشنهادی با الگوریتم جست­جوی ممنوعه چندهدفه مقایسه شد. در پایان به‌­منظور کمک در تصمیم­گیری در رابطه با انتخاب سبد پروژه گازرسانی روستایی از روش تاپسیس برای الویت بندی نقاط پارتو استفاده ­شد. 

کلیدواژه‌ها

عنوان مقاله [English]

Fuzzy Robust Mathematical Model for Project Portfolio Selection and its Solving through Multi Objective Differential Evolutionary Algorithm

نویسندگان [English]

  • Masood Rabieh
  • Abbas Fadaei
Assistant Professor, Shahid Beheshti University.
چکیده [English]

The purpose of gas portfolio selection is to choose a collection of projects from a number of proposal projects, so that the organization’s desired factors could be improved. In this paper such a selection encounters critical problem. Having in mind the ambiguity which exists in determining some of the parameters of the research, they are viewed in terms of fuzzy numbers. In addition, Fuzzy Robust method has been used to escalate the robustness of the responses. The results of Fuzzy Robust method indicate that the alpha is applicable and robust for all the levels of the cut. In this paper, Fuzzy Robust zero-one multi objective - multi period model (FRMOILP) is used to select gas projects portfolios in the Gas Company of Kerman Province which follows with fuzzy robust approaches for solving model. At first, small-size single-objective model is solved with Lingo software in order to show how “fuzzy robust approaches” work. Because of the NP-Hard nature of the issue, Multi Objective Differential Evolutionary Algorithm (MODE) algorithm was applied to code and solve the problem. Subsequently “multi objective tabu search” (MOTS) algorithm was compared to it in terms of performance. Finally, in order to facilitate gas projects portfolio selection process, the TOPSIS technique was exploited to prioritize Pareto solutions. 

کلیدواژه‌ها [English]

  • Project Portfolio
  • Mathematical Model
  • Multi Objective Differential Evolutionary
  • Multi Objective Tabu Search Algorithm
  • Fuzzy-Robust Optimization

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