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JIMO is covered in Science Citation Index Expanded, CompuMath Citation Index, Current Contents/Engineering, Computing and Technology ISI Alerting Services.
JIMO is an international journal devoted to publishing peerreviewed, high quality, original papers on the nontrivial interplay between numerical optimization methods and practically significant problems in industry or management so as to achieve superior design, planning and/or operation. Its objective is to promote collaboration between optimization specialists, industrial practitioners and management scientists so that important practical industrial and management problems can be addressed by the use of appropriate, recent advanced optimization techniques.
It is particularly hoped that the study of these practical problems will lead to the discovery of new ideas and the development of novel methodologies in optimization.
JIMO is published by AIMS and sponsored by the Department of Mathematics and Statistics, Curtin University and the Department of Mathematics, Zhejiang University. 
TOP 10 Most Read Articles in JIMO, November 2014
1 
Solving structural engineering design optimization problems using an artificial bee colony algorithm
Volume 10, Number 3, Pages: 777  794, 2013
Harish Garg
Abstract
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The main goal of the present paper is to solve structural engineering design optimization problems with nonlinear resource constraints. Real world problems in engineering domain are generally large scale or nonlinear or constrained optimization problems. Since heuristic methods are powerful than the traditional numerical methods, as they don't requires the derivatives of the functions and provides near to the global solution. Hence, in this article, a penalty guided artificial bee colony (ABC) algorithm is presented to search the optimal solution of the problem in the feasible region of the entire search space. Numerical results of the structural design optimization problems are reported and compared. As shown, the solutions by the proposed approach are all superior to those best solutions by typical approaches in the literature. Also we can say, our results indicate that the proposed approach may yield better solutions to engineering problems than those obtained using current algorithms.

2 
CVaR proxies for minimizing scenariobased ValueatRisk
Volume 10, Number 4, Pages: 1109  1127, 2014
Helmut Mausser
and Oleksandr Romanko
Abstract
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Minimizing VaR, as estimated from a set of scenarios, is a difficult integer programming problem. Solving the problem to optimality may demand using only a small number of scenarios, which leads to poor outofsample performance. A simple alternative is to minimize CVaR for several different quantile levels and then to select the optimized portfolio with the best outofsample VaR. We show that this approach is both practical and effective, outperforming integer programming and an existing VaR minimization heuristic. The CVaR quantile level acts as a regularization parameter and, therefore, its ideal value depends on the number of scenarios and other problem characteristics.

3 
A hybrid method combining genetic algorithm and
HookeJeeves method for constrained global optimization
Volume 10, Number 4, Pages: 1279  1296, 2014
Qiang Long
and Changzhi Wu
Abstract
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A new global optimization method combining genetic
algorithm and HookeJeeves method to solve a class of constrained
optimization problems is studied in this paper. We first introduce
the quadratic penalty function method and the exact penalty function
method to transform the original constrained optimization problem
with general equality and inequality constraints into a sequence
of optimization problems only with box constraints. Then, the
combination of genetic algorithm and HookeJeeves method is
applied to solve the transformed optimization problems. Since
HookeJeeves method is good at local search, our proposed method
dramatically improves the accuracy and convergence rate of genetic
algorithm. In view of the derivativefree of HookeJeeves method,
our method only requires information of objective function value
which not only can overcome the computational difficulties caused
by the illcondition of the square penalty function, but also can
handle the nondifferentiability by the exact penalty function.
Some wellknown test problems are investigated. The numerical
results show that our proposed method is efficient and robust.

4 
Theory and applications of optimal control problems with multiple timedelays
Volume 10, Number 2, Pages: 413  441, 2013
Laurenz Göllmann
and Helmut Maurer
Abstract
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In this paper we study optimal control problems with multiple time delays in control and state and
mixed type controlstate constraints. We derive necessary
optimality conditions in the form of a Pontryagin type Minimum Principle.
A discretization method is presented by which the delayed control problem is transformed
into a nonlinear programming problem. It is shown that the associated Lagrange multipliers provide a consistent
numerical approximation for the adjoint variables of the delayed optimal control problem. We illustrate
the theory and numerical approach on an analytical example and an optimal control model from immunology.

5 
Linear programming technique for solving intervalvalued constraint matrix games
Volume 10, Number 4, Pages: 1059  1070, 2014
JiangXia Nan
and DengFeng Li
Abstract
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The purpose of this paper is to propose an effective linear programming technique for solving matrix games in which the payoffs are expressed with intervals and the choice of strategies for players is constrained, i.e., intervalvalued constraint matrix games. Because the payoffs of the intervalvalued constraint matrix game are intervals, its value is an interval as well. In this methodology, the value of the intervalvalued constraint matrix game is regarded as a function of values in the payoff intervals, which is proven to be monotonous and nondecreasing. By the duality theorem of linear programming, it is proven that both players always have the identical intervaltype value and hereby the intervalvalued constraint matrix game has an intervaltype value. A pair of auxiliary linear programming models is derived to compute the upper bound and the lower bound of the value of the intervalvalued constraint matrix game by using the upper bounds and the lower bounds of the payoff intervals, respectively. Validity and applicability of the linear programming technique proposed in this paper is demonstrated with a numerical example of the market share game problem.

6 
Humanitarian logistics planning for natural disaster response with Bayesian information updates
Volume 10, Number 3, Pages: 665  689, 2013
Nan Liu
and Yong Ye
Abstract
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The current study proposes a sequential approach for humanitarian logistics in natural disasters based on the Bayesian group information updates (GIU). First, a dynamic timedependent nonlinear model without GIU is proposed. Then, two losses are addressed to explain the influence of a disaster on supply, demand, and humanitarian logistics. The two losses include losses caused by the mismatch between supply and demand in affected areas and the time losses caused by logistics processes under emergency conditions. Therefore, a multiperiod humanitarian logistics planning model with GIU is established based on the model without GIU using Bayesian theory. Then, the model with GIU is revised into a singleobjective model, and then a matrixcodingbased genetic algorithm is developed to solve the revised model. Finally, the proposed methodology is applied to the humanitarian logistics problems of emergency response encountered during the Wenchuan Earthquake in China. Computational results show that the proposed methodology can generate specific logistics plans for allocating relief resources according to updated information. Therefore, emergency planners can gain insights for humanitarian logistics planning in natural disaster response by inputting their own sets of data.

7 
A survey of single machine scheduling to minimize weighted number of tardy jobs
Volume 10, Number 1, Pages: 219  241, 2013
Muminu O. Adamu
and Aderemi O. Adewumi
Abstract
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This paper presents a review of single machine scheduling to minimize the weighted number of tardy jobs. The problem involves processing n jobs on a single machine, each having processing time $p_j$ and due date $d_j$. The aim is to schedule the jobs to meet their due date. A job is tardy if the completion time of job $j$ is $C_j>d_j$ and ontime otherwise. This paper assesses works done to minimize the weighted number of tardy jobs by providing an extensive review of authors, methods and techniques used. Finally, the possible direction for future research is presented.

8 
Information sharing in a maketostock supply chain
Volume 10, Number 4, Pages: 1169  1189, 2014
Juliang Zhang
and Jian Chen
Abstract
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This paper addresses how different coordination mechanisms affect the
information sharing behavior in a supply chain. We study information sharing
in a maketostock supply chain under wholesale contract and revenue sharing
contract. Under wholesale contract, we show that information sharing is
always beneficial to the supplier and identify the conditions ensuring that information sharing is beneficial to the
retailer. Under revenue sharing contract, information sharing is beneficial
to the supplier, the retailer and the supply chain. This research indicates
that whether sharing the demand information is beneficial depends on the
coordination mechanism and parameters.

9 
Finitetime optimal consensus control for secondorder multiagent systems
Volume 10, Number 3, Pages: 929  943, 2013
Rui Li
and Yingjing Shi
Abstract
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We propose an optimal consensus design method for solving a finitetime optimal control problem involving a secondorder multiagent system. With this method, the optimal consensus problem can be modeled as an optimal parameter selection problem with continuous state inequality constraints and free terminal time. By virtue of the constraint transcription method and a time scaling transform method, a gradientbased optimization algorithm is developed to solve this optimal parameter selection problem. Furthermore, a new consensus protocol is designed, by which the consensus value of the system velocity can be chosen to be an arbitrary value. For illustration, simulation studies are carried out to demonstrate the proposed method.

10 
LSSVM approximate solution for affine nonlinear systems with partially unknown functions
Volume 10, Number 2, Pages: 621  636, 2013
Guoshan Zhang,
Shiwei Wang,
Yiming Wang
and Wanquan Liu
Abstract
References
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By using the Least Squares Support Vector Machines (LSSVMs), we develop a numerical approach to find an approximate solution for affine nonlinear systems with partially unknown functions. This approach can obtain continuous and differential approximate solutions of the nonlinear differential equations, and can also identify the unknown nonlinear part through a set of measured data points. Technically, we first map the known part of the affine nonlinear systems into high dimensional feature spaces and derive the form of approximate solution. Then the original problem is formulated as an approximation problem via kernel trick with LSSVMs. Furthermore, the approximation of the known part can be expressed via some linear equations with coefficient matrices as coupling square matrices, and the unknown part can be identified by its relationship to the known part and the approximate solution of affine nonlinear systems. Finally, several examples for different systems are presented to illustrate the validity of the proposed approach.

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