Iranian Journal of Optimization: 2 (1)

Open Access Article

1 - A Stochastic Model for Water Resources Management
سلیم باوندی هادی ناصری

Irrigation water management is crucial for agricultural production and livelihood security in many regions and countries throughout the world. Over the past decades, controversial and conflictladen water-allocation issues among competing municipal, industrial and agricu More

Irrigation water management is crucial for agricultural production and livelihood security in many regions and countries throughout the world. Over the past decades, controversial and conflictladen water-allocation issues among competing municipal, industrial and agricultural interests have raised increasing concerns. Particularly, growing population, varying natural conditions and shrinking water availabilities have exacerbated such competitions. Shrinking water availabilities can result in reduced water supplies, while growing population can lead to increased water demands, these two facts can further intensify the water shortage. Stochastic programming methodology is applied in this paper to a capital investment problem in water resources. A framework is offered for the evaluation of electricity generation and water supply for agricultural irrigation. This essessment is conducted through the construction of an appropriate stochastic optimization model. A recursive least squares algorithm is incorp-orated in the model which enablee more accurate estimation of model parameters. Manuscript profile

Open Access Article

2 - Performance Evaluation of Supply Chain under Decentralized Organization Mechanism
علیرضا علی نژاد

Abstract Nowadays among many evaluation methods, data envelopment analysis has widely used to evaluate the relative performance of a set of Decision Making Units (DMUs). Data Envelopment Analysis (DEA(is a mathematical tool for evaluating the relative efficiency of a se More

Abstract Nowadays among many evaluation methods, data envelopment analysis has widely used to evaluate the relative performance of a set of Decision Making Units (DMUs). Data Envelopment Analysis (DEA(is a mathematical tool for evaluating the relative efficiency of a set Decision Making Units (DMUs), with multiple inputs and outputs. Traditional DEA models treat with each DMU as a “black box" thus, the performance measurement may be not effective. So, there are necessities for network DEA models. The objective of this paper is to propose a new network DEA model for measuring the efficiency of two- supplier and one manufacturer chains under the decentralized organization mechanism. In this mechanism, each section of supply chain is controlled under unique decision maker with his/her own interest. We proposed that, in comparison with CCR model, for the supply chain under decentralized organization mechanism, it is not appropriate to ignore the internal structure and treat as a “black box”, while there is more than one decision maker with different interests. Furthermore, the relation between the supply chain efficiency and division efficiency is investigated. Numerical example demonstrates the application of the proposed model. Manuscript profile

Open Access Article

3 - An input-oriented radial measure for returns to scale aggregation.
رضا کاظمی متین رزا عزیز مهدی میرجابری

In production theory, it is necessary to be capable of predicting the production func- tion’s long-run behaviors. Hereof, returns to scale is a helpful concept. Returns to scale describes the reaction of a production function to the proportionally scaling all its More

In production theory, it is necessary to be capable of predicting the production func- tion’s long-run behaviors. Hereof, returns to scale is a helpful concept. Returns to scale describes the reaction of a production function to the proportionally scaling all its input variables. In this regard, Data envelopment analysis (DEA) provides a com- prehensive framework for returns to scale evaluation. A sequence of attempts has been made on the subject of returns to scale in DEA literature which cause DEA to be ex- panded to widespread applications. Centralization of carried out studies in firm level, on one hand, and the importance of economical inter-operation in performance analysis in industry level, on the other hand, were the main motivation to start a new range of studies around identifying the return to scale in industry level. This paper collaborates interesting relations between firms and industry technology with performance analysis techniques to extract a relation between returns to scale status of firms and system-wide unit based on the reference set method. Manuscript profile

Open Access Article

4 - The Impact of Supply Chain Management on Industrial Efficiency and Technical Performance (Case Study: Engineering New Enterprises of Guilan Province, Northern of Iran)
عطاا.. طالقانی محمد طالقانی محسن شفیعیان

An important issue for suppliers, producers, and retailers who want to compete in a competitive environment is continuous performance improvement in a dynamic supply chain. Literature review on supply chain puts more emphasis on quantitative factors than other factors. More

An important issue for suppliers, producers, and retailers who want to compete in a competitive environment is continuous performance improvement in a dynamic supply chain. Literature review on supply chain puts more emphasis on quantitative factors than other factors. In this research, we focus on quantitative factors which affect competitive advantages creation and investigation. Our goal is to examine the qualitative factors which affect the supply chain management (e.g. supply chain uncertainty, plant location, and manufacturing practices) based on performance evaluation models and at last we give some solutions to improve the performance. Questionnaire was used to collect data and regression statistical method to examine the research hypothesis. According to the results, plant location, supply chain uncertainty and manufacturing practices factors influenced petrochemical industry supply chain performance. Manuscript profile

Open Access Article

5 - A Model for Allocating Orders to Suppliers in Case of Quantity Discounts
امیر امینی علیرضا علی نژاد بهزاد نوریزاد

One of the most important activities in the management of input items of a company is focusing on the process of purchasing, supplier selection and allocating order to suppliers. Decisions about supplier selection due to simultaneously taking inconsistent and diverse is More

One of the most important activities in the management of input items of a company is focusing on the process of purchasing, supplier selection and allocating order to suppliers. Decisions about supplier selection due to simultaneously taking inconsistent and diverse issues into account in a wide range of strategic to operational factors, and from quantitative to qualitative criteria will be complex by nature. In order to select the best suppliers it is necessary to make a trade-off between these tangible and intangible factors some of which may conflict. When business volume discounts exist, this problem becomes more complicated. In this paper a multi-objective model for order allocation under volume discount conditions is presented. In this context, suppliers offer price discounts on total business volume. A solution methodology is presented to solve the multi-objective model, and the model is illustrated using a numerical example. Studying various combinations of constraints such as capacity, timely delivery, disadvantages and cost, taking into account quantity discounts, considering the weight of the suppliers in order allocation and integration of these cases with each other, have made the current research quite unique. Manuscript profile

Open Access Article

6 - Improved Automatic Clustering Using a Multi-Objective Evolutionary Algorithm With New Validity measure and application to Credit Scoring
مجید محمدی راد مهدی افضلی

In data mining, clustering is one of the important issues for separation and classification with groups like unsupervised data. In this paper, an attempt has been made to improve and optimize the application of clustering heuristic methods such as Genetic, PSO algorithm More

In data mining, clustering is one of the important issues for separation and classification with groups like unsupervised data. In this paper, an attempt has been made to improve and optimize the application of clustering heuristic methods such as Genetic, PSO algorithm, Artificial bee colony algorithm, Harmony Search algorithm and Differential Evolution on the unlabeled data of an Iranian bank with the credit scoring approach. A survey was also used to measure the clustering validity index which resulted in a new validity index. Finally, the results were compared to identify the best algorithm and validity measure. Manuscript profile

Open Access Article

7 - Reallocation of the Organization Forces by the Super Effective Model Despite the Limitations on Number and the Way of Transferring the Forces of Some Units
مریم خطیبی بیژن رحمانی پرچیکلایی

In this paper, the efficiency of the performance of some independent units of police organization was evaluated to optimize the total used inputs and the total produced outputs of each unit. For this purpose, with regard to the efficiency and inefficiency of each unit, More

In this paper, the efficiency of the performance of some independent units of police organization was evaluated to optimize the total used inputs and the total produced outputs of each unit. For this purpose, with regard to the efficiency and inefficiency of each unit, based on the location of the units to one another, and also due to the limitations on number and the way of transferring the forces of some units, and using the super effective model, a model was presented to reallocate the inputs of the organization units in order to increase and improve the efficiency of inefficient units and to emphasize maintaining the efficiency of efficient units. Manuscript profile

Open Access Article

8 - Investigating the Theory of Survival Analysis in Credit Risk Management of Facility Receivers: A Case Study on Tose'e Ta'avon Bank of Guilan Province
مریم عاملی رضا آقاجان نشتایی

Nowadays, one of the most important topics in risk management of banks, financial, and credit institutions is credit risk management. In this research, the researchers used survival analytic methods for credit risk modeling in terms of the conditional distribution funct More

Nowadays, one of the most important topics in risk management of banks, financial, and credit institutions is credit risk management. In this research, the researchers used survival analytic methods for credit risk modeling in terms of the conditional distribution function of default time. As a practical task, the authors considered the reward credit portfolio of Tose'e Ta'avon Bank of Guilan Province and estimate the bank’s probability of default based on the survival analysis method. In order to analyze and verify the research hypothesis, firstly, the researcher estimated the survival analysis, survival function, and then the value of the probability of default function by three parametric, semi-parametric (proportional hazards model), and non-parametric methods. Finally, the author compared these three methods by using the ROC method. In order to analyze data, SPSS, SAS, R, and Minitab softwares were used. The results revealed that the parametric model was better and more suitable than the other models. After the parametric model, it was observed that, the semi-parametric model (proportional hazards model) and then the non-parametric model proved to be the best models. The results of this research suggest using rating or credit score in banks, because, in addition to the proper management of allocation of facility to customers, using a credit score as an explanatory variable can result in more efficient and more accurate estimations of default probability. Manuscript profile

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