A fuzzy multi-objective optimization model for sustainable reverse logistics network design

Decreasing the environmental impact, increasing the degree of social responsibility, and considering the economic motivations of organizations are three significant features in designing a reverse logistics network under sustainability respects. Developing a model, which can simultaneously consider these environmental, social, and economic aspects and their indicators, is an important problem for both researchers and practitioners. In this paper, we try to address this comprehensive approach by using indicators for measurement of aforementioned aspects and by applying fuzzy mathematical programming to design a multi-echelon multi-period multi-objective model for a sustainable reverse logistics network. To reflect all aspects of sustainability, we try to minimize the present value of costs, as well as environmental impacts, and optimize the social responsibility as objective functions of the model. In order to deal with uncertain parameters, fuzzy mathematical programming is used, and to obtain solutions on Pareto front, a customized multi-objective particle swarm optimization (MOPSO) algorithm is applied. The validity of the proposed solution procedure has been analyzed in small and large size test problems based on four comparison metrics and computational time using analysis of variance. Finally, in order to indicate the applicability of the suggested model and the practicality of the proposed solution procedure, the model has been implemented in a medical syringe recycling system. The results reveal that the suggested MOPSO algorithm overtakes epsilon-constraint method from the aspects of quality of the solutions as well as computational time. Proper use of the proposed process could help managers efficiently manage the flow of recycled products with regard to environmental and social considerations, and the process offers a sustainable competitive advantage to corporations.     

Dynamics of granzyme B-induced apoptosis: mathematical modeling

Apoptosis is mediated by an intracellular biochemical system that mainly includes proteins (procaspases, caspases, inhibitors, Bcl-2 protein family as well as substances released from mitochondrial intermembrane space). The dynamics of caspase activation and target cleavage in apoptosis induced by granzyme B in a single K562 cell was studied using a mathematical model of the dynamics of granzyme B-induced apoptosis developed in this work. Also the first application of optimization approach to determination of unknown kinetic constants of biochemical apoptotic reactions was presented. The optimization approach involves solving of two problems: direct and inverse. Solving the direct optimization problem, we obtain the initial (baseline) concentrations of procaspases for known kinetic constants through conditional minimization of a cost function based on the principle of minimum protein consumption by the apoptosis system. The inverse optimization problem is aimed at determination of unknown kinetic constants of apoptotic biochemical reactions proceeding from the condition that the optimal concentrations of procaspases resulting from the solution of the direct optimization problem coincide with the observed ones, that is, those determined by biochemical methods. The Multidimensional Index Method was used to perform numerical solution of the inverse optimization problem.     

Analytical and numerical analysis of inverse optimization problems: conditions of uniqueness and computational methods

One of the key problems of motor control is the redundancy problem, in particular how the central nervous system (CNS) chooses an action out of infinitely many possible. A promising way to address this question is to assume that the choice is made based on optimization of a certain cost function. A number of cost functions have been proposed in the literature to explain performance in different motor tasks: from force sharing in grasping to path planning in walking. However, the problem of uniqueness of the cost function(s) was not addressed until recently. In this article, we analyze two methods of finding additive cost functions in inverse optimization problems with linear constraints, so-called linear-additive inverse optimization problems. These methods are based on the Uniqueness Theorem for inverse optimization problems that we proved recently (Terekhov et?al., J Math Biol 61(3):423?C453, 2010). Using synthetic data, we show that both methods allow for determining the cost function. We analyze the influence of noise on the both methods. Finally, we show how a violation of the conditions of the Uniqueness Theorem may lead to incorrect solutions of the inverse optimization problem.     

A 'cheap' optimal control approach to estimate muscle forces in musculoskeletal systems

This paper shows a new method to estimate the muscle forces in musculoskeletal systems based on the inverse dynamics of a multi-body system associated optimal control. The redundant actuator problem is solved by minimizing a time-integral cost function, augmented with a torque-tracking error function, and muscle dynamics is considered through differential constraints. The method is compared to a previously implemented human posture control problem, solved using a Forward Dynamics Optimal Control approach and to classical static optimization, with two different objective functions. The new method provides very similar muscle force patterns when compared to the forward dynamics solution, but the computational cost is much smaller and the numerical robustness is increased. The results achieved suggest that this method is more accurate for the muscle force predictions when compared to static optimization, and can be used as a numerically 'cheap' alternative to the forward dynamics and optimal control in some applications.     

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality.     

An analytical approach to the problem of inverse optimization with additive objective functions: an application to human prehension

We consider the problem of what is being optimized in human actions with respect to various aspects of human movements and different motor tasks. From the mathematical point of view this problem consists of finding an unknown objective function given the values at which it reaches its minimum. This problem is called the inverse optimization problem. Until now the main approach to this problems has been the cut-and-try method, which consists of introducing an objective function and checking how it reflects the experimental data. Using this approach, different objective functions have been proposed for the same motor action. In the current paper we focus on inverse optimization problems with additive objective functions and linear constraints. Such problems are typical in human movement science. The problem of muscle (or finger) force sharing is an example. For such problems we obtain sufficient conditions for uniqueness and propose a method for determining the objective functions. To illustrate our method we analyze the problem of force sharing among the fingers in a grasping task. We estimate the objective function from the experimental data and show that it can predict the force-sharing pattern for a vast range of external forces and torques applied to the grasped object. The resulting objective function is quadratic with essentially non-zero linear terms.     

Non-linear global optimization via parameterization and inverse function approximation: an artificial neural networks approach

In this article, a novel technique for non-linear global optimization is presented. The main goal is to find the optimal global solution of non-linear problems avoiding sub-optimal local solutions or inflection points. The proposed technique is based on a two steps concept: properly keep decreasing the value of the objective function, and calculating the corresponding independent variables by approximating its inverse function. The decreasing process can continue even after reaching local minima and, in general, the algorithm stops when converging to solutions near the global minimum. The implementation of the proposed technique by conventional numerical methods may require a considerable computational effort on the approximation of the inverse function. Thus, here a novel Artificial Neural Network (ANN) approach is implemented to reduce the computational requirements of the proposed optimization technique. This approach is successfully tested on some highly non-linear functions possessing several local minima. The results obtained demonstrate that the proposed approach compares favorably over some current conventional numerical (Matlab functions) methods, and other non-conventional (Evolutionary Algorithms, Simulated Annealing) optimization methods.     

A method to combine numerical optimization and EMG data for the estimation of joint moments under dynamic conditions

To solve the problem of muscle redundancy at the level of opposing muscle groups, an alternative method to inverse dynamics must be employed. Considering the advantages of existing alternatives, the present study was aimed to compute knee joint moments under dynamic conditions using electromyographic (EMG) signals combined with non-linear constrained optimization in a single routine. The associated mathematical problems accounted for muscle behavior in an attempt to obtain accurate predictions of the resultant moment as well as physiologically realistic estimates of agonist and antagonist moments. The experiment protocol comprised (1) isometric trials to determine the most effective EMG processing for the prediction of the resultant moment and (2) stepping-in-place trials for the calculation of joint moments from processed EMG under dynamic conditions. Quantitative comparisons of the model predictions with the output of a biological-based model, showed that the proposed method (1) produced the most accurate estimates of the resultant moment and (2) avoided possible inconsistencies by enforcing appropriate constraints. As a possible solution for solving the redundancy problem under dynamic conditions, the proposed optimization formulation also led to realistic predictions of agonist and antagonist moments.     

Multi-objective fuzzy design of closed-loop supply chain network considering risks and environmental impact

Due to governmental, environmental, and economic concerns, the closed-loop supply chain network has attracted the attention of researchers. In this article, a multiproduct, multi-echelon, and multi-objective closed-loop supply chain network model in a fuzzy environment is proposed. The forward supply chain network includes raw material suppliers, virgin material suppliers, plants, distribution centers, and customer zones, while the reverse supply chain network is composed of customer zones, collection centers, refurbishing centers, dismantling centers, and decomposition centers. The objectives of this model are to minimize the total cost, waste, carbon dioxide, and risks. In order to solve the proposed model, a fuzzy multi-objective optimization method is used. A numerical example validates and verifies the practicability of the fuzzy model and solution method, and demonstrates the proposed model and method can be applied to solve real world problems.     

The MusIC method: a fast and quasi-optimal solution to the muscle forces estimation problem

The present paper aims at presenting a fast and quasi-optimal method of muscle forces estimation: the MusIC method. It consists in interpolating a first estimation in a database generated offline thanks to a classical optimization problem, and then correcting it to respect the motion dynamics. Three different cost functions – two polynomial criteria and a min/max criterion – were tested on a planar musculoskeletal model. The MusIC method provides a computation frequency approximately 10 times higher compared to a classical optimization problem with a relative mean error of 4% on cost function evaluation.     

A multi-phase optimal control technique for the simulation of a human vertical jump

A multi-phase optimal control technique is presented that can be used to solve dynamic optimization problems involving musculoskeletal systems. The biomechanical model consists of a set of differential equations describing the dynamics of the multi-body system and the generation of the dynamic forces of the human muscles. Within the optimization technique, subintervals can be defined in which the differential equations are continuous. At the boundaries the dimension of the state- and control vector as well as the dimension of the right-hand side may change. The problem is solved by a multiple shooting approach which converts the problem into a non-linear program. The method is applied to simulate a human jump movement.     

Stoichiometric modeling of Clostridium acetobutylicum fermentations with non-linear constraints.

A stoichiometric model of Clostridium acetobutylicum and related strains has been previously derived. The stoichiometric matrix of the model contains a singularity which has prevented the calculation of a unique set of fluxes which describe the primary metabolic activity. To resolve the singularity, we have developed a non-linear constraint relating the acetate and butyrate uptake fluxes. Subsequently, we developed a software package utilizing a model independent heuristic global optimization approach to solve the resultant non-linear problem. We have validated the use of the non-linear constraint by correlating calculated butyrate production pathway flux profiles with measured intracellular pH profiles. Finally, we examined a controlled batch fermentation to determine that the acid formation pathways play critical roles throughout solventogenesis. The broader usefulness of reformulating the stoichiometric model as a constrained minimization problem is discussed.     

A note on estimation of dynamics of multiple gene expression based on singular value decomposition

Recently, data on multiple gene expression at sequential time points were analyzed, using singular value decomposition (SVD) as a means to capture dominant trends, called characteristic modes, followed by fitting of a linear discrete-time dynamical system in which the expression values at a given time point are linear combinations of the values at a previous time point. We attempt to address several aspects of the method. To obtain the model we formulate a non-linear optimization problem and present how to solve it numerically using standard MATLAB procedures. We use publicly available data to test the approach. For reader's convenience, we provide a straightforward, ready-to-use, procedure in MATLAB, which employs its standard features to analyze data of this kind. Then, we investigate the sensitivity of the method to missing measurements and its possibilities to reconstruct missing data. Also, we discuss the possible consequences of data regularization, called sometimes 'polishing', on the outcome of analysis, especially when model is to be used for prediction purposes. Summarizing we point out that approximation of multiple gene expression data preceded by SVD provides some insight into the dynamics but may also lead to unexpected difficulties, like overfitting problems.     

Global dynamic optimization approach to predict activation in metabolic pathways

Background

During the last decade, a number of authors have shown that the genetic regulation of metabolic networks may follow optimality principles. Optimal control theory has been succesfully used to compute optimal enzyme profiles considering simple metabolic pathways. However, applying this optimal control framework to more general networks (e.g. branched networks, or networks incorporating enzyme production dynamics) yields problems that are analytically intractable and/or numerically very challenging. Further, these previous studies have only considered a single-objective framework.

Results

In this work we consider a more general multi-objective formulation and we present solutions based on recent developments in global dynamic optimization techniques. We illustrate the performance and capabilities of these techniques considering two sets of problems. First, we consider a set of single-objective examples of increasing complexity taken from the recent literature. We analyze the multimodal character of the associated non linear optimization problems, and we also evaluate different global optimization approaches in terms of numerical robustness, efficiency and scalability. Second, we consider generalized multi-objective formulations for several examples, and we show how this framework results in more biologically meaningful results.

Conclusions

The proposed strategy was used to solve a set of single-objective case studies related to unbranched and branched metabolic networks of different levels of complexity. All problems were successfully solved in reasonable computation times with our global dynamic optimization approach, reaching solutions which were comparable or better than those reported in previous literature. Further, we considered, for the first time, multi-objective formulations, illustrating how activation in metabolic pathways can be explained in terms of the best trade-offs between conflicting objectives. This new methodology can be applied to metabolic networks with arbitrary topologies, non-linear dynamics and constraints.     

Inference of Vohradsky's Models of Genetic Networks by Solving Two-Dimensional Function Optimization Problems

The inference of a genetic network is a problem in which mutual interactions among genes are inferred from time-series of gene expression levels. While a number of models have been proposed to describe genetic networks, this study focuses on a mathematical model proposed by Vohradský. Because of its advantageous features, several researchers have proposed the inference methods based on Vohradský''s model. When trying to analyze large-scale networks consisting of dozens of genes, however, these methods must solve high-dimensional non-linear function optimization problems. In order to resolve the difficulty of estimating the parameters of the Vohradský''s model, this study proposes a new method that defines the problem as several two-dimensional function optimization problems. Through numerical experiments on artificial genetic network inference problems, we showed that, although the computation time of the proposed method is not the shortest, the method has the ability to estimate parameters of Vohradský''s models more effectively with sufficiently short computation times. This study then applied the proposed method to an actual inference problem of the bacterial SOS DNA repair system, and succeeded in finding several reasonable regulations.     

Trajectory formation of arm movement by cascade neural network model based on minimum torque-change criterion

We proposed that the trajectory followed by human subject arms tended to minimize the time integral of the square of the rate of change of torque (Uno et al. 1987). This minimum torque-change model predicted and reproduced human multi-joint movement data quite well (Uno et al. 1989). Here, we propose a neural network model for trajectory formation based on the minimum torque-change criterion. Basic ideas of information representation and algorithm are(i) spatial representation of time,(ii) learning of forward dynamics and kinetics model and(iii) relaxation computation based on the acquired model. The model can resolve ill-posed inverse kinematics and inverse dynamics problems for redundant controlled object as well as ill-posed trajectory formation problems. By computer simulation, we show that the model can produce a multi-joint arm trajectory while avoiding obstacles or passing through viapoints.     

An extended multi-objective mixed integer programming for water resources management through possibility theory

In this study, we develop an extended multi-objective mixed integer programming (EMOMIP) approach for water resources management under uncertainty, in which the parameters are fuzzy random variables while the decision variables are interval variables. Furthermore, some alternatives are considered to retrieve the difference between the quantities of promised water-allocation targets and the actual allocated water. Then, the proposed EMOMIP for the problem is solved by a new method using fuzzy random chance-constrained programming based on the idea of possibility theory. This method can satisfy both optimistic and pessimistic decision makers simultaneously. Finally, a real example is given to explain the proposed method.     

Metaheuristics for the bi-objective orienteering problem

In this paper, heuristic solution techniques for the multi-objective orienteering problem are developed. The motivation stems from the problem of planning individual tourist routes in a city. Each point of interest in a city provides different benefits for different categories (e.g., culture, shopping). Each tourist has different preferences for the different categories when selecting and visiting the points of interests (e.g., museums, churches). Hence, a multi-objective decision situation arises. To determine all the Pareto optimal solutions, two metaheuristic search techniques are developed and applied. We use the Pareto ant colony optimization algorithm and extend the design of the variable neighborhood search method to the multi-objective case. Both methods are hybridized with path relinking procedures. The performances of the two algorithms are tested on several benchmark instances as well as on real world instances from different Austrian regions and the cities of Vienna and Padua. The computational results show that both implemented methods are well performing algorithms to solve the multi-objective orienteering problem.