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Integrated Uncertainty Management and Applications pp 209–220Cite as

A Variable-Capacity-Based Fuzzy Random Facility Location Problem with VaR Objective

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Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 68))

Abstract

In this paper, a Value-at-Risk (VaR) based fuzzy random facility location model (VaR-FRFLM) is built in which both the costs and demands are assumed to be fuzzy random variables, and the capacity of each facility is unfixed but a decision variable. A hybrid approach based on modified particle swarm optimization (MPSO) is proposed to solve the VaR-FRFLM. In this hybrid mechanism, an approximation algorithm is utilized to compute the fuzzy random VaR, a continuous Nbest-Gbest-based PSO and a genotype-phenotype-based binary PSO vehicles are designed to deal with the continuous capacity decisions and the binary location decisions, respectively, and two mutation operators are incorporated into the PSO to further enlarge the search space. A numerical experiment illustrates the application of the proposed hybrid MPSO algorithm and lays out its robustness to the parameter settings when dealing with the VaR-FRFLM.

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Author information

Authors and Affiliations

  1. Graduate School of IPS, Waseda University, 2-7 Hibikino, Wakamatsu,Kitakyushu, 808-0135, Fukuoka, Japan

    Shuming Wang, Junzo Watada & Shamshul Bahar Yaakob

  2. School of Electrical Systems Engineering, Universiti Malaysia Perlis, 02600, Jejawi, Perlis, Malaysia

    Shamshul Bahar Yaakob

Authors
  1. Shuming Wang
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  2. Junzo Watada
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  3. Shamshul Bahar Yaakob
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Editor information

Editors and Affiliations

  1. School of Knowledge Science, Japan Advanced Institute of Science and Technology, 1-1 Asahidai, Nomi, 923-1292, Ishikawa, Japan

    Van-Nam Huynh  & Yoshiteru Nakamori  & 

  2. Department of Engineering Mathematics, University of Bristol, Queen’s Building, University Walk, BS8 1TR, Bristol, United Kingdom

    Jonathan Lawry

  3. Graduate School of Engineering Science, Osaka University, 1-3 Machikaneyama, Toyonaka, 560-8531, Osaka, Japan

    Masahiro Inuiguchi

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Wang, S., Watada, J., Yaakob, S.B. (2010). A Variable-Capacity-Based Fuzzy Random Facility Location Problem with VaR Objective. In: Huynh, VN., Nakamori, Y., Lawry, J., Inuiguchi, M. (eds) Integrated Uncertainty Management and Applications. Advances in Intelligent and Soft Computing, vol 68. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11960-6_20

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  • DOI: https://doi.org/10.1007/978-3-642-11960-6_20

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-11959-0

  • Online ISBN: 978-3-642-11960-6

  • eBook Packages: EngineeringEngineering (R0)

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