goal programming

Open Access Article

1 - Using Composed Approach of DEA and AHP for Efficiency Evaluation Faculties of Shahid Beheshti University
Akbar Alem Tabriz Hesam Saiedy Sarem Deilami Moezi

To improve the status quo, by performance assessment could recognized weakness and strength andminimized input of resources. Thus, university has to know efficiency of faculties and to study cause of itsefficiency and inefficiency, then to improve and to conduct faculti More

To improve the status quo, by performance assessment could recognized weakness and strength andminimized input of resources. Thus, university has to know efficiency of faculties and to study cause of itsefficiency and inefficiency, then to improve and to conduct faculties of inefficiency by suitable programming. Inthis paper, according to importance of university, largest higher education center in country, be evaluatedefficiency of Shahid Beheshti University’s faculties by DEA using CCR model in two cases of sample modeland based on goal programming (min max deviation) in period of 1386-1388. After ranking of faculties by usingcomposed approach of DEA and AHP, in conclusion, have been sated final ranking of faculties and evaluating ofused methods. Finding of research presented Sciences, Letters and Human Sciences, and Management andAccount faculties were top faculties based on observed indices in this period. Manuscript profile

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2 - Modeling the problem of selecting and assigning orders to suppliers based on the Goal planning, QFD and ANP combined approach
Milad Tavakolian Mohammad Javad Ershadi Amir Azizi

Vendor performance plays a key role in price, quality, timely delivery and service in achieving the goals of the supply chain. Given this, today's supplier performance has become a critical element in the success or failure of a company. In this study, an idealized plan More

Vendor performance plays a key role in price, quality, timely delivery and service in achieving the goals of the supply chain. Given this, today's supplier performance has become a critical element in the success or failure of a company. In this study, an idealized planning model with multi-criteria decision-making approach with network analysis tool based on the expansion of fuzzy quality function has been developed. Also, a new way of ranking, selecting, and assigning orders to suppliers is provided. To this end, the concept of expanding fuzzy quality function and network analysis are used to evaluate and rank suppliers and the math planning model for assigning orders to suppliers. The method presented in this paper is a feasible, practical, and useful method for identifying and ranking suppliers as well as assigning orders to them. The advantage of this model compared to similar methods in using QFD and ANP tools is to measure the priorities and needs of the company to rank suppliers, which can listen to the voice of the customer and take their demands, as well as integrate the two tools with planning Ideal for ordering a new approach. Based on the results of this research, technology and timely delivery are the most important features in order to evaluate contractor selection. Selection of contractors in such a way that at the same time returns from the supplier, delays and costs of supply are the least possible, are the most important results of this research. Manuscript profile

Open Access Article

3 - Evaluate the efficiency of decision making units with classical model and goal programming data envelopment analysis and output correlation with statistical methods in Ghavamin Bank.
golamreza Panahandeh khojin Abbass Toloie Eshlaghy Mohammad Ali Afshar Kazemi

Objective: The purpose of this study was to determine and evaluate the efficiency of decision making units with classical model and goal programming data envelopment analysis and output correlation with statistical methods in Ghavamin Bank.Methods: In this paper, data e More

Objective: The purpose of this study was to determine and evaluate the efficiency of decision making units with classical model and goal programming data envelopment analysis and output correlation with statistical methods in Ghavamin Bank.Methods: In this paper, data envelopment analysis model based on output- oriented BCC was used to determine the efficiency of provincial branch management in the Ghavamin Bank. As well as to increase the discrimination power of decision-making units more efficient from the inefficient, first models of the default goal programming data envelopment analysis model was examined, then the output models of default as part of the input goal programming data envelopment analysis model was used. Finally, Pearson correlation coefficient was used to evaluate the correlation between the classical model and goal programming model in the outputs.Results: According to output amounts output- oriented BCC model all of decision-making units is efficient and value their efficiency is equal to one, then to discriminate higher than the goal programming data envelopment analysis model was used, the results showed that the 32 management 21 units are efficient and the rest are inefficient. The results also showed that there is a significant correlation between the classical model and the goal programming model.Conclusion: The results showed that goal programming data envelopment analysis model in discriminating efficient decision making units from inefficient has higher discrimination power than output- oriented BCC model. Manuscript profile

Open Access Article

4 - Modified Goal Programming Approach for Improving the Discrimination Power and Weights Dispersion
Sahand Daneshvar Nazila Shahi Fariba Najafzadeh

Data envelopment analysis (DEA) is a technique based on linear programming (LP) to measure the relative efficiency of homogeneous units by considering inputs and outputs. The lack of discrimination among efficient decision making units (DMUs) and unrealistic input-outpu More

Data envelopment analysis (DEA) is a technique based on linear programming (LP) to measure the relative efficiency of homogeneous units by considering inputs and outputs. The lack of discrimination among efficient decision making units (DMUs) and unrealistic input-outputs weights have been known as the drawback of DEA. In this paper the new scheme based on a goal programming data envelopment analysis (GPDEA) are developed to moderate the homogeneity and reasonability of weights distribution by using of facet analysis On GPDEA (GPDEA-CCR and GPDEA-BCC) models. These modifications are done by considering the lower bounds for each individual inputs and outputs weights in standard CCR model and an upper bound just for free variable of standard BCC model. In the both of the cases the mentioned modification preserved the inputs and outputs weights from zero value. The modified GPDEA models also improve the discrimination power of DEA. The advantages of each modified GPDEA-CCR and GPDEA-BCC models are shown by some examples. Manuscript profile

Open Access Article

5 - Stock selection of Tehran stock exchange investors with hybrid of data envelopment analysis (DEA) and goal programming (GP)
محمد غلی افشارکاظمی مریم خلیلی عراقی احمد سادات کیایی

One of the most important concerns of investors in financial market is to select astock or portfolio which is optimal in profitability. So a lot of methods related to stockselection have been introduced. The purpose of this study is to make optimal portfolioby hybrid of More

One of the most important concerns of investors in financial market is to select astock or portfolio which is optimal in profitability. So a lot of methods related to stockselection have been introduced. The purpose of this study is to make optimal portfolioby hybrid of data development analysis (DEA) and goal programming (GP). Thereforethe data which is related to 6 industries among Tehran Stock Exchange (250 firms)have been collected from October 2009 March 2010. The ratio efficiency of everyindustries' firms has been calculated and the most efficient ones selected, and finally48 efficient firms have been determined. In next phase after collecting data related tothe criteria of investing for efficient firms, in order to determine F the linearprogramming has been used and to ensure the goals attainment with the low priorities,the result has been brought to goal programming model after a little coordination. Infinal phase investor has decided by considering priorities and his goals and using goalprogramming. The result show the complete achievement of (Beta), (Return), (Di)and (liquidity) goals and the incomplete achievement of (risk) goal and (Ci) goal has2.27 units positive derivation and it was made a various portfolio includes 8 stocksamong 250 stocks. Manuscript profile

Open Access Article

6 - A Proposed Model For Cooperation Between The Bank Branches For Construction With Analytic Network Process And Zero One Goal Programming
ناصر حمیدی رضا کشاورز جهانی پروانه سموئی

Nowadays, customer satisfaction has been considered as the most significantsubject in value production by many organizations. Among these, banks can behighlighted in which customer attraction, attainment and improvement of customersatisfaction are the essential factors More

Nowadays, customer satisfaction has been considered as the most significantsubject in value production by many organizations. Among these, banks can behighlighted in which customer attraction, attainment and improvement of customersatisfaction are the essential factors of success in their competitive environments.Distribution method of branches is also an important issue which has considerableeffect on customer satisfaction. On the other hand, the resource shortage is asignificant concerns of customer oriented organizations which may occur on varioustimes and organizational structures. Relating to banks, it can be mentioned that theyhave continuously faced human and financial resource shortage for developing furtherbranches and providing distinctive services.This research deals with finding a desirable approach for selecting optimizedlocations of new branches for private banks to achieve customer satisfaction andmarket dominance in competition with their governmental counterparts. Meanwhile,the cooperation of various departments in private organizations will also beconsidered.In order to harmonize the dispersion of branches, this thesis was aimed to find newmethodology for future development of branches which can remarkably increase themarket share of private banks compared to the governmental section if used by allcomponents of private sector. Manuscript profile

Open Access Article

7 - Purposing a Mathematical Model for Planning after Sales Services
N. Hamidi M. Asgarzadeh Sadagiani,

Much research has been conducted on the factors that are effective in meeting customer satisfaction customers loyalty. Customer loyalty is vital to business organizations, because it is more economical to keep existing customers than to attract new ones. More

Much research has been conducted on the factors that are effective in meeting customer satisfaction customers loyalty. Customer loyalty is vital to business organizations, because it is more economical to keep existing customers than to attract new ones. After sale services is one of the best ways to maintain customer satisfaction. By applying QFD, we can meet customer requirements and change these factors into measurable technical features. This paper presents a desired planning model (ZOGP) which includes the relative degree of importance of features in after sales services with regard to analytical network process, degree of potential practicality, quality of services, reduction of expenses, and best use of equipment and resources in determining the technical features for after sales services, which is essential to be considered in the design and marketing stages. This model was tested for the Saipa car manufacturing company and showed practical use. Manuscript profile

Open Access Article

8 - Allocating Fixed Costs: A Goal Programming Model Based on Data Envelopment Analysis
Sedighe Asghariniya Saeid Mehrabian Hamed Zhiani Rezai

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9 - The approach of the goal programming to solve the problem of multi-criteria data envelopment analysis and its application in decision voting
Hamid sharafi

10.30495/ijdea.2022.70998.1188

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Open Access Article

10 - A Novel Efficiency Ranking Approach Based on Goal Programming and Data Envelopment Analysis for the Evaluation of Iranian Banks
Mojtaba Nouri Emran Mohammadi Mohammad Rahmanipour

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11 - A two phases approach for discriminating efficient candidate by using DEA inspired procedure
M. Zangane

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Open Access Article

12 - Presentation of a Novel Integrated DEA-BSC Model with Network Structure in Multi Objective Programmig
Kianoosh Kianfar Mahnaz Ahadzadeh Namin Akbar Alam Tabriz Esmaeil Najafi Farhad Hosseinzadeh Lotfi

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13 - Measuring a Dynamic Efficiency Based on MONLP Model under DEA Control
K. Gholami Z. Ghelej Beigi

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14 - Investigation of Optimum Cropping Pattern Proportional to Allocable Water and Balancing Aquifer (Case Study of Qom-Kahak Study Area)
Saeed Emamifar Farshad Mohammadian Reza Mohammadi Ahmad Abadi Mojtaba Ali-Madadi

The high share of agricultural water consumption compared to other sectors and the serious crisis of dehydration in recent years reform and offer optimal crop pattern that reduces water consumption and increases the efficiency of its use, the requirements of most forbid More

The high share of agricultural water consumption compared to other sectors and the serious crisis of dehydration in recent years reform and offer optimal crop pattern that reduces water consumption and increases the efficiency of its use, the requirements of most forbiddens and critical plains of the country. The purpose of this study was to provide optimal cropping pattern in relation to Allocable Water agriculture communicated by the Ministry of Energy and the long-term cumulative accumulation deficit of aquifers and the emphasis on agricultural sustainability indicators in the twenty-year planning horizon, Qom-Kahak study area. To simulate rainfall component behavior, outcomes of A2 scenario for the HADCM3 climatic model were used and using the continuity equation balance,the volume of water allocated to the crop sector was estimated each year. Then, using fuzzy utopian planning models, sustainable agriculture patterns were presented within the framework of technical constraints. The results showed that the implementation of the proposed agronomic models will in addition to offset the deficit of 536 million cubic meters and aquifer balance in the study area over the planning horizon, It will increase labor force and physical productivity of water, fertilizers and pesticides consumption will increase by 10.7%, 106%, 4.1% and 8.8% respectively, and water resources, fertilizers and chemicals consumption will reduce by 48.2%, 3.9%, 8 respectively.. Therefore, it is suggested to regional authorities to prioritize the implementation of proposed agro-projects, which requires the development of legal requirements, incentive and punitive policies, and conducting training and extension courses. Manuscript profile

Open Access Article

15 - Optimization of the crop cultivation in the Shabestar plain underwater constraint
Azadeh Falsafian Ali Panahi

10.30495/wsrcj.2021.18079

According to Iran's semi-arid and dry climate, water as one of the limiting factors of production plays an important role in determining the type and combination of farming activities. Adverse effects of reduction of Water Resources in many areas of Iran's agriculture a More

According to Iran's semi-arid and dry climate, water as one of the limiting factors of production plays an important role in determining the type and combination of farming activities. Adverse effects of reduction of Water Resources in many areas of Iran's agriculture are considerable. It seems that these undesirable effects are so evident in Shabestar plain as one of the agricultural poles of the West Azerbayjan province and excessive underground water harvesting have affected the agricultural sustainability of the case study region. Determining optimal cropping pattern according to the resources and constraints of each region is considered as one approaches to the evolution in the agricultural system and moving towards sustainability. The main purpose of this study is to determine the optimal cropping pattern in the Shabestar plain subject to the water constraint. For this purpose, linear programming and goal programming methods were used, under some scenarios in order to achieve maximum profit and minimum water consumption. The results of optimal pattern under profit maximization goal show that the profit and water consumption increase by 382.2 and 44.3 percent respectively and also minimizing water consumption objective associates with decreasing 90.6 and 22.78 percent framing profit and water consumption, respectively. However, considering the optimal cropping pattern under the scenario of achieving profit maximization and minimum water consumption simultaneously, shows profit increase by 1.1 percent and water consumption decrease by 4.71 percent. Under this situation, the acreage of irrigated barley, rained barley and rapeseed had increased. Manuscript profile

Open Access Article

16 - Designing a Model for Location Selection of Gas Stations based on Dimensions of Sustainable Development and Linear Goal Programming and Fuzzy Similarity
Mohammad Reza Fathi Mohammad Hasan Maleki

10.22034/jest.2018.19587.2843

Abstract Background and Objective: Decision making about location is considered as one of the most fundamental decisions of organizations that can play a major role in the organization's strategic orientation and profitability in the long term. This study aimed at provi More

Abstract Background and Objective: Decision making about location is considered as one of the most fundamental decisions of organizations that can play a major role in the organization's strategic orientation and profitability in the long term. This study aimed at providing a new model for locating gas stations. Criteria and factors affecting site selection of Qom Gas Company gas stations were based on Dimensions of Sustainable Development. Method: Researcher through literature review and interviews with experts of Gas Company and preparing a questionnaire to identify the factors taking into consideration the dimensions of sustainable development. In this study, two linear goal programming techniques to determine the weighting of criteria and fuzzy similarity methods for ranking alternatives are used. Findings: Criteria were included the economic cost of construction, proximity to the high-pressure gas lines, easy access in times of crisis, to cross the boulevards of the station in the network, including the environmental dimension distance from residential areas due to noise pollution, pollution in the environment and the social dimension of the security station. In this study paired comparisons carried out by fuzzy goal programming. In addition, fuzzy based similarity technique as a new method of fuzzy multi-criteria decision-making, in order to rank the options used. Discussion and Conclusion: According to the results of fuzzy similarity, A5 has been chosen as the best option.   Manuscript profile

Open Access Article

17 - Cropping Pattern Management of Crops with Emphasis on Environmental Considerations (Case Study: Amol Tonship)
Shahrzad Mirkarimi Ramtin Joolaie Farshid Eshraghi Farhad Shirani Bid Abadi

Background and Objective: Planning for optimal use of soil and water, in addition to preserving these resources, results in production and income growth for farmers and enhancement of rural economy as a whole. Due to limited resources, optimization of cropping pattern i More

Background and Objective: Planning for optimal use of soil and water, in addition to preserving these resources, results in production and income growth for farmers and enhancement of rural economy as a whole. Due to limited resources, optimization of cropping pattern in each region should be done properly and efficiently. Method: Goal programming approach is used to determine the optimal cropping pattern in Amol Township at Mazandaran province. In this study, the objectives were oriented to the on 5 year plan of the 5th Development Plan of Islamic Republic of Iran to make 7% reduction in chemical fertilizers usage, 1% reduction in pesticides usage to preserve the environment, and 0.93% reduction in water usage to preserve water resources in order to achieve sustainable agricultural development. Also, a 10% increase in gross margin was considered according to the view of the local farmers. Results: High yielding high quality Paddy, rainfed Barley, Clover, irrigated Lentils, rainfed Rapeseed and irrigated Alfalfa were eliminated in optimal cropping model, and the area under cultivation of Parsley, and irrigated Potato was increased. The results showed that applying the optimal model could lead to an increase of nearly 240 billion Rials as compared to present model. Conclusion: Application of goal programming method in optimization. The objectives and resource allocation has a relative superiority to the current cropping pattern and linear pattern. Manuscript profile

Open Access Article

18 - Modeling Financing Plan of Holding Companies with approach of reducing Cost of Capital
Saeed Khodamoradi Mohammad Ebrahim Raei Ezabadi

The financing plan of subsidiaries for reducing cost of capital is one of the main concerns of multi-business enterprises' managers. Internal capital markets and debts financing through banks are two main methods of financing the operations in the holding companies. The More

The financing plan of subsidiaries for reducing cost of capital is one of the main concerns of multi-business enterprises' managers. Internal capital markets and debts financing through banks are two main methods of financing the operations in the holding companies. The efficient use of internal capital market also represents the realization of financial synergy. In this study, after determining the interdependences between the criteria affecting the choice of the financing methods using DEMATEL technique, the analytic network process (ANP) was used to prioritize the criteria and financing methods. Finally, the linear goal programming was utilized to design an effective mechanism for quantifying the optimal use of each of these alternatives besides considering the policies and operational constraints of holding in one of multi-business firms listed in the Tehran Stock Exchange. After solving the model using LINGO software, the results indicated its high effect on reducing the weighted average cost of capital (WACC) and increasing the use of internal relationships network in financing plan. This model, for the first time, solved financing plan problem in multi business enterprises and it could be extended. Manuscript profile

Open Access Article

19 - Proposing and solving a multi-objective index tracking portfolio model considering beta, risk and tracking error of the portfolio
Amir Abbas Najafi Saba Khorasani

There are two strategies in investment management; active and passive. One of the passive strategies is to construct an index tracking portfolio. In the classical models of index tracking portfolio, the goal is to minimize tracking error. However, it may cause to miss p More

There are two strategies in investment management; active and passive. One of the passive strategies is to construct an index tracking portfolio. In the classical models of index tracking portfolio, the goal is to minimize tracking error. However, it may cause to miss portfolio’s beta and unsystematic risk. Considering BETA in  index tracking for same behavior with index and control  systematic risk which relates to index and non-systematic risk of tracking portfolio will help to minimizing total risk and to close expectation to facts .In this study we propose a multi-objective model to consider portfolio’s beta and unsystematic risk as well as tracking error and studied the simultaneous effect of effective elements (BETA and risk) on index tracking portfolio and comparing suggested function with traditional function and classic portfolio. Goal programming is applied to deal with the multi-objective model and Genetic algorithm is used to solve the model.  The proposed model is tested on real-data of Tehran Stock Exchange. The obtained results show the efficiency of the model. Manuscript profile

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20 - Portfolio Rebalancing for Small Investors: Modeling and Solving Procedure
Amir Abbas Najafi Mojgan Aghaei

One of the main concerns of investors in financial market is reduction of risk and achieving desired return. One of the ways that reduce risk, is creating portfolio; but due to market changes, the optimal portfolio will not be stable and it is necessary to be control an More

One of the main concerns of investors in financial market is reduction of risk and achieving desired return. One of the ways that reduce risk, is creating portfolio; but due to market changes, the optimal portfolio will not be stable and it is necessary to be control and rebalancing. Generally, investors in financial market are divided into two categories: real investors and legal investors. The volume of real investors' capital is little and is called small investors, too. Portfolio selection and rebalancing for small investors need attention to their criteria and limitations that are not considered in the classic financial models such as Markowitz’s model. These criteria are transaction cost, dividend, systematic risk and transaction units. In this study, a multi-objective and comprehensive model are provided that addresses the goals and limitations of small investors. For this purpose, the lexicographic goal programming is used and a mixed integer programming model is provided. Finally, the model is solved with actual data and the results are analyzed.     Manuscript profile

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21 - FGP approach to multi objective quadratic fractional programming problem
K. Lachhwani

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22 - A Fuzzy Goal-Programming Model for Optimization of Sustainable Supply Chain by Focusing on the Environmental and Economic Costs and Revenue: A Case Study
Mohammad Reza Zamanian Ehsan Sadeh Zeinolabedin Amini Sabegh Reza Ehtesham Rasi

10.22034/amfa.2019.578990.1134

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23 - Fuzzy Goal Programming Model to Rolling Performance Based Budgeting by Productivity Approach (Case Study: Gas Refiner-ies in Iran)
Nouraldin Kalantari Rahmatollah Mohammadi Pour Masoud Seidi Ardashir Shiri Masoud Azizkhani

10.22034/amfa.2018.544952

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24 - Supplier’s Selection Based on Lean-Green Production Indicators by Goal Programming, Fuzzy DEMATEL and Fuzzy Quality Function Development
Raheleh Abbasi Bastami Reza Ehtesham Rasi Sadegh Abedi

10.30495/jsm.2021.678900

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25 - A Goal Programming Linear Model for Simultaneous Project Scheduling and Resource Leveling - a Huge Civil Project as a Case Study
Yousef Rabbani

10.30495/jsm.2021.1936452.1503

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Open Access Article

26 - Comparison the discriminate power of variable return to scale models in evaluate efficiency of decision-making units in the banking industry
Gholamreza Panahandeh Khojin Abbas Toloie Ashlaghi Mohammad Ali Afshar Kazemi

Data envelopment analysis is used as a suitable tool to estimate the efficiency of companies that use production technologies with multiple inputs and multiple outputs. Classical data envelopment analysis models often do not provide accurate information about the status More

Data envelopment analysis is used as a suitable tool to estimate the efficiency of companies that use production technologies with multiple inputs and multiple outputs. Classical data envelopment analysis models often do not provide accurate information about the status of units to managers and organizational policymakers due to the low resolution of units. In this research, the basis of the BCC model is the output oriented of data envelopment analysis and in order to increase the discriminate of efficient decision-making units from inefficient, the ideal data envelopment analysis model based on BCC was used and then to increase the resolution Decision Making Units A new model called the Modified goal Programming Model of Data Envelopment Analysis based on output-oriented BCC was used to measure performance. In this study, the management of Ghavamin Bank branches across the country was evaluated. The results of the research show the discriminate power of the modified goal programming model of data envelopment analysis based on output-oriented BCC compared to other data envelopment analysis models. So that out of 32 managements under review in Ghavamin Bank, the management of branches in the west of Tehran was identified as efficient using this model and the rest of the managements were found to be inefficient. Manuscript profile

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27 - A novel method for selecting optimum maintenance strategy using Fuzzy Analytic Network Process and Fuzzy Multi-Choice Programming approach
Iman Zohreie Ali Mohtashami

Maintenance systems are critical to achieving the goals of the organization. The main purpose of these systems is to optimize machinery's ability to maximize production and reduce its erosion and malfunction. Accordingly, one of the main concerns of managers in companie More

Maintenance systems are critical to achieving the goals of the organization. The main purpose of these systems is to optimize machinery's ability to maximize production and reduce its erosion and malfunction. Accordingly, one of the main concerns of managers in companies is selecting the appropriate strategy for maintenance of equipment and machinery. This research presents novel method for selecting optimal maintenance strategy based on Fuzzy Analytical Network Process and Fuzzy Multi-Choice Goal Programming. The method of calculating the fuzzy weights of elements is explained by FANP method and then by de-fuzzy obtained weights and writing the ideals and the objective function and applying the FMCGP approach maintenance strategies will be prioritized. Finally, in the form of a case study, the optimal maintenance strategy among Preventive Maintenance, Reliability base maintenance, Condition base maintenance, Time base maintenance, corrective maintenance and Design-out maintenance for the four selected machines in Mashhad Milk Powder Company is considered. In this regard, by literature review six criteria and thirty sub-criteria has been taken and paired comparison questionnaire was distributed among the ten experts and their views were aggregated and geometric mean was taken from them, and by the FANP approach, the weight of the elements are calculated. Since the weight of the criteria is obtained from FANP method, then the general score of the problem is obtained by solving FMCGP. The present research can provide a comprehensive view of decision makers, especially maintenance managers, and assist them in selecting optimal maintenance strategy. Manuscript profile

Open Access Article

28 - Application of Goal Programming to Determination of Optimum Cropping Pattern Emphasizing on Virtual Water in Kurdistan Province
mostafa baghbanyan Hamed Ghaderzadeh Ghodratollah Emamverdi Marjan Damankeshideh Narciss Amin Rashti,

Nowadays, production of economic production is one of the most important of policymaker’s tensions. Address to this. It is necessary to merge the farmer’s aims along policy makers as well as their necessities. Therefore, the current study attempted to invest More

Nowadays, production of economic production is one of the most important of policymaker’s tensions. Address to this. It is necessary to merge the farmer’s aims along policy makers as well as their necessities. Therefore, the current study attempted to investigate on optimum cropping pattern of agricultural crops in Kurdistan province respect to each county emphasizing on minimize virtual water. To follow research aim the necessary data were collected for the agricultural year 2015-6 using goal programming. The results showed that, the current cropping pattern does not has no comparative advantage and it has to experience significant change. In other words, the current cropping pattern willing must to change from mixed form to specialized one according to comparative advantage according to resource possibilities of each district. The range of change showed that, there are significant decrease and increase in some crops compare to current situation. The results showed that, irrigated wheat did not get permission to enter optimum model. In addition, the most of current crop due to low return as well as disadvantage of study area omitted in recommended pattern. Manuscript profile

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29 - A Supplier Selection Model in order to Increasing Productivity (Case study: One of the Active firms in Manufacturing of Refinery Equipment)
Ahmadreza Etemadi Ahmadreza Kasraei

Supplier selection issue is one of the basic problems in all of the industries, especially in the oil industry. In such issues, multiple criteria and sometimes contradictory criteria must be considered. So, these problems are considered as multi-criteria problems. Suppl More

Supplier selection issue is one of the basic problems in all of the industries, especially in the oil industry. In such issues, multiple criteria and sometimes contradictory criteria must be considered. So, these problems are considered as multi-criteria problems. Suppliers can have a huge impact on the performance of companies in different categories like price, quality, and delivery. Experts believe that there is not the best way for evaluating and selection and there are different methods in this field. In this study, first, with investigating other studies and interviews with experts and the basic criteria for supplier selection were identified and prioritized with Analytic Hierarchy Process. In the next step, according to the criteria and alternatives (suppliers), a hierarchical analysis model prepared and alternatives were also prioritized. In order to determine economic order quantity for one of the main needed parts, a hybrid goal programming and analytic hierarchy process have presented and by using real data, model run and the optimum order for the part was determined for each supplier. Manuscript profile

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30 - Goal Programming for Production in Fiber Intermediate Production Company
Hossein Ostadi Iman Ajripour

To development and survival, organizations need to make the optimal decision for their resources. With regard to the organization goals, determining the quantity and composition of products have been the main concerns of managers in recent years. Therefore, goal program More

To development and survival, organizations need to make the optimal decision for their resources. With regard to the organization goals, determining the quantity and composition of products have been the main concerns of managers in recent years. Therefore, goal programming can be used for solving these problems with multiple and sometimes conflicting objectives. In this paper, it is tried to calculate the planning amount of two productions (liquid and solid Dimethyl terephthalate (DMT)) with regard to the FIPCO's goal limitations. After determining limits and priorities of the goals, the objective function was cleared.  Then Lexicography technique and Iterative approach were applied to solve the model. After analyzing outputs, the amount of two productions, liquid, and solid Dimethyl terephthalate will respectively decrease 3% and increase 21% compared to the initial planning amount.     Manuscript profile

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31 - Selecting the Best Integrated Dynamic Performance System On the Base of BSC and F.MADM
Hamed Karimi Shirazi Mahmoud Modiri

In a production collection, nowadays the Performance Measurement of an organization has an important role in achieving to their efficiency and effectiveness on order to competing in current dynamic environment. In this view, the key indicators of the integrated dynamic More

In a production collection, nowadays the Performance Measurement of an organization has an important role in achieving to their efficiency and effectiveness on order to competing in current dynamic environment. In this view, the key indicators of the integrated dynamic performance measurement in a competitive environment are considered as a necessary and unavoidable case. In this paper, considering the affective indicators of dynamic Performance to approach BSC in industry, we focus on the problem that how we can provide a mathematical and hierarchical affective model so that it has sufficient answers in the conditions of uncertainty in the fuzzy technics of AHP and TOPSIS; its aim is to recognizing and prioritize the effective indicators related to dynamic performance evaluation on the base of BSC with approach F.MADM in order to prioritize a set of dynamic indicators to increasing competitive power in industry. In order to determine the indicators, hierarchical tree of deceiving compiled during the sessions with the organization's experts. The statistical sample of the research includes experts and directors of the strategic area. Since these indicators used to prioritizing the decision tree indicators are considered as vocal variables, collecting the data is performed by questionnaire in a fuzzy way; so the multiple attribute decision making is fuzzy. The paper is an applied one and in the form of descriptive-measurable researches and it has a field importance; the solving approach of problems is in the type of mathematical modeling and the hierarchy of decision making of some group indicators is fuzzy. The results of analyzing the prioritizing of the factors and their grading by the two technics show that the indicator of expense, delivery time and quality can help to programmers a director of the organization in order to make long-term decisions for competition. There are also positive and strong coordination between the results of the validity of the answers of the two technics for dynamic performance evaluation of six alternatives. The fuzzy logic is used in order to design a way increasing the measurement of the occurrence of each performance indicator and the validity of the evaluation and programming process is performed in the content of EXCEL.   Manuscript profile

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32 - Using Delphi, Dynamic Ranking and Ideal Programming Methods to Select the most Reasonable Projects
Soodabeh Namdare Zanganeh Sahar Vatankhah Fatemeh Adeli Kohi

Choosing right project is one of the factors that companies and Organizations use to Financial Success, A large number of companies deals with a selection of one project through some projects. These companies had to consider many parameters like risks, resource constrai More

Choosing right project is one of the factors that companies and Organizations use to Financial Success, A large number of companies deals with a selection of one project through some projects. These companies had to consider many parameters like risks, resource constraints, time constraints and the expected project’s profit in their selections, to name a few. The importance of this topic leads to create several models to choose projects. Each model refers to special aspects of the problem. Therefore merging of this aim is necessary. This research tries to represent a combined approach to project selection. This approach determines economic, profitability and restrictions aspects of doing the project. Three methods of Delphi, dynamic ranking and Goal programming of this model. In the beginning part of this model, we use the Delphi method of calculation; Probability of technical success and strategic importance of each project. In the next step, we use earned weights by the first step and economic data of projects as dynamic rating inputs, at the end of this step economic weight will be given to each project, then this weights will be used as coefficients of Goal function at the third step. At this step Goal programming used to determine restrictions. By this model, the investor can consider economic, profitability and restrictions aspects of doing project easily and choose the best choice. At last foresaid combined approach is used to choose one of A or B Investing project as an example. To solve Goal model winQSB software is used.     Manuscript profile

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33 - Evaluation of University Performance by a Lexicographic Goal Programming Model with an Educational and Research Approach (Case Study: Shahed University).
Saeed Safari Hossein Sabzian

Institutions of higher education (both public and private) are among the most important institutions of a country. Several economic factors have forced them to embark on improving the cost-effectiveness and cost-effectiveness of their activities and the quality of their More

Institutions of higher education (both public and private) are among the most important institutions of a country. Several economic factors have forced them to embark on improving the cost-effectiveness and cost-effectiveness of their activities and the quality of their products (outputs) is strongly expected. Such issues have lead universities to focus on profit-making activities and commercialization like manufacturing industries. This inclination is grounded in the fact that manufacturing industries that work under an efficient management system can produce very high-quality products. In fact, there is no such a model for academic contexts. Therefore, this paper is aimed at offering such a model. The coefficients and constants used in this model have all been extracted based on analyzing research and educational aspects of the University. The proposed model is an integer linear Goal programming model which has 36 decision variables that are broken down into two classes of university sources variables (15) and university products variables. The model also includes 49 Goals, 7 structural constraints, and 20 integer variables. At the end of the paper, the current situation is compared with the recommended one and it shows that many of the variables are suboptimal except variables of research and educational officials ( ), graduate ( ) and Ph.D. (  ) night course students number. The comprehensiveness of this model enables managers to plan the smallest research and educational activities and its solutions can be used by managers as applied guidelines.   Manuscript profile

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34 - Outsourcing in Railway Transportation Using the Data Enveloping Method
Mohammad Mehdi Movahedi Nima Saeedi

Due to the competitive condition of the private environment of the organizations, the newly arrived services providing companies have gained a huge growth. The issues of economic recession as well as the bankruptcy of different industries, the railway industry in partic More

Due to the competitive condition of the private environment of the organizations, the newly arrived services providing companies have gained a huge growth. The issues of economic recession as well as the bankruptcy of different industries, the railway industry in particular, have forced the organizations to make themselves ready for the critical days trying to remove the economic barriers by their own. So, these organizations must be familiar with the methods and tricks of the change management. This measure must be performed in such a way to make them less vulnerable to the turbulences which happen and to help them for the better quality, higher productivity with less administrative an production costs. In this paper, it is aimed to introduce the outsourcing strategy as a tool for enhancing the organizational productivity and through combining it with the DEA to provide a tool for the railway transportation companies to select their required suppliers. If the process of outsourcing by using the external resources is performed based on the certain studies, it would lead to the reduction of production costs, quality improvement, employee satisfaction, employment growth and finally to the increase of organizational productivity. Therefore, through outsourcing and combining it with DEA and GP for selecting the supplier, the process of using this acquired efficiency tool would be available.  Manuscript profile

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35 - Presenting a goal programming model in Time-Cost-Quality trade-off problem in project management
Nima Hamta Mohammad Ehsanifar Javad Sarikhani

The time, cost and quality are important goals of each project, which project managers in order, to be succeed in the projects, always are looking for completion of them in the shortest possible time, with the lowest cost and highest quality. One of the main challenges More

The time, cost and quality are important goals of each project, which project managers in order, to be succeed in the projects, always are looking for completion of them in the shortest possible time, with the lowest cost and highest quality. One of the main challenges in this case is choosing the right approach to achieve these goals. The most common approaches in this case, are using the balance technique. In fact, using this technique can be the most optimal mode of project implementation activities that the lowest and highest quality at the lowest cost, time has obtained. In this paper, we tried to develop a goal-programming model to find suitable responses for managing the cost, time and quality of the project. In order to test this model, a case study was accomplished in the projects implemented at Company Machine Sazi Arak. Computational results show the applicability and usefulness of the proposed method. Manuscript profile

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36 - Designing a Mathematic Model for Optimization of Processes of Production Planning and Inventory Control in Reverse Supply Chain
Abbas Toloie Ashlaghi Reza EhteshamRasi Jamshid Nazemi Mahmood Alborzi

In this research, production planning and the amount controlling of inventory have been as effective factors in the process of reverse supply chain in flow returned products from customers to producers. Also, as  the  amount of recoverable as well as  rec More

In this research, production planning and the amount controlling of inventory have been as effective factors in the process of reverse supply chain in flow returned products from customers to producers. Also, as  the  amount of recoverable as well as  recycling returned products factors are in uncertainty and probability condition; therefore, a model which is enable to meet customers ‘needs in terms of  least delay time, high flexibility and low cost of supply chain is necessary. The results of multi objective mathematic model is to meet and optimize different objectives as increasing profitability, decreasing cost, decreasing the environment pollution, scrap and processing time. Considering that the reverse supply chain problem is categorized in NP-Hard problems which are not easily solvable by Gradient methods thus other methods like Genetic Algorithm for optimizing production planning and inventory control in reverse supply chain was used. Manuscript profile

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37 - Cell forming and cell balancing of virtual cellular manufacturing systems with alternative processing routes using genetic algorithm
Adib Hosseini Mohammad Mahdi Paydar Iraj Mahdavi Javid Jouzdani

10.22094/joie.2016.249

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38 - A Three-Echelon Multi-Objective Multi-Period Multi-Product Supply Chain Network Design Problem: A Goal Programming Approach
Ashkan Hafezalkotob Kaveh Khalili-Damghani Seyed Sajad Ghashami

10.22094/joie.2016.262

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39 - A Fuzzy Goal Programming Model for Efficient Portfolio Selection.
Abolfazl Kazemi Ali Shakourloo Alireza Alinezhad

10.22094/joie.2017.277

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40 - Multi-objective optimization of production: A case study on simplex, goal programming, and pareto front models
Astrid Putri Mochamad Hariadi Reza Rachmadi

10.22094/joie.2023.1985816.2062

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41 - A Hybrid Meta-Heuristic Method to Optimize Bi-Objective Single Period Newsboy Problem with Fuzzy Cost and Incremental Discount
Ata Allah Taleizadeh Seyed Taghi Akhavan Niaki

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42 - Influence of fuzzy Goal Programming in Production Optimization Case study: Cement Industry
Mahmoud Modiri Saeid Moheb Rabbani Hadi Heidari Gharebolagh

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43 - A Multi Objective Optimization Approach for Resources Procurement of Bank
amir mohammad-zadeh naser hamidi mohammad amin nayebi yusof ebrahimi-sajas

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44 - Extension of Portfolio Selection Problem with Fuzzy Goal Programming: A Fuzzy Allocated Portfolio Approach
Alireza Alinezhad Majid Zohrehbandian Meghdad Kian Mostafa Ekhtiari Nima Esfandiari

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45 - A Heuristic Algorithm for Nonlinear Lexicography Goal Programming with an Efficient Initial Solution
Mahdi Bashiri Amir Hossein Parsa Manesh Hamid Hasanzadeh

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46 - Comparison of the deterministic and fuzzy approaches in HR planning
Hamideh Gharibi Yamchi Adel Azar Mehdi Alvani Reza Seyed Javadin Seyed Javadin

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47 - Developing an Appropriate Model to Evaluate the Qualitative Performance of the University A Case Study of Islamic Azad University, Firoozkooh Branch
mohammad hosein darvish motavali amir gholam abri mahmoud darvish motevali

In this Paper, a frame work integrated of Fuzzy Analytic Network and Goal Programming is developed to help the students to calculate the qualitative Performance of a university. To extract coefficients in a mathematical model, Fuzzy Analytic Network Process (Fuzzy-ANP) More

In this Paper, a frame work integrated of Fuzzy Analytic Network and Goal Programming is developed to help the students to calculate the qualitative Performance of a university. To extract coefficients in a mathematical model, Fuzzy Analytic Network Process (Fuzzy-ANP) will be used. The method produced is able to consider a multi-objective nature for the problem. To do so, the other goals in designing such as the limitation of financial resources, technological possibilities, rate of development and Competitiveness of technical requirements are to be considered. Finally, the ideal model developed will contain the importance of technical requirements by the help of the methodology of Fuzzy Analytic Network Process, budget limitations, rate of technological possibilities, development and competition of a need as systematic boundaries to determine a part of technical requirement significant in designing. This framework is applied in Islamic Azad University Firouzkouh Branch. Manuscript profile

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48 - Performance Evaluation of Banking Organizations Using the New Proposed Integrated DEA-BSC Model
Kianoosh Kianfar Mahnaz Ahadzadeh Namin Akbar Alam Tabriz Esmaeil Najafi Farhad Hosseinzadeh Lotfi

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49 - Bi-Level Portfolio Optimization Considering Fundamental Analysis in Fuzzy Uncertainty Environments
Mohammad Parkhid Emran Mohammadi

10.30495/fomj.2022.1949729.1055

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50 - Favored Target Setting using a Hybrid Fuzzy Goal Programming and Data Envelopment Analysis
Mojtaba Ghiyasi

10.30495/fomj.2022.1971787.1080

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51 - A novel solving method for multi-objective decision making problems under fuzzy conditions
Alireza Alinezhad ابوالفضل کاظمی Mojgan Khorasani

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52 - الگوی بهینه کشت در افغانستان با ملاحظات پایداری زیست محیطی
حسین علی سلطانی الهام خواجه پور

امروزه پایداری زیستمحیطی یکی از مهمترین ملاحظات در برنامهریزی و مدیریت کشاورزی هرکشوری است. کشاورزی نقش مهمی در اقتصاد و اشتغال افغانستان دارد و ولایت هرات یکی از ولایتهای مهم تولید کشاورزی در افغانستان به شمار میآید. هدف از انجام این پژوهش، توس More

امروزه پایداری زیستمحیطی یکی از مهمترین ملاحظات در برنامهریزی و مدیریت کشاورزی هرکشوری است. کشاورزی نقش مهمی در اقتصاد و اشتغال افغانستان دارد و ولایت هرات یکی از ولایتهای مهم تولید کشاورزی در افغانستان به شمار میآید. هدف از انجام این پژوهش، توسعه یک الگوی بهینه کشت برای محصولات افغانستان با توجه ملاحظات زیستمحیطی است تا به وسیله آن علاوه بر سودآوری به پایداری زیستمحیطی نیز دست یافت. محصولات مورد مطالعه عبارتند از: گندم، جو، کنجد، زیره و زعفران که بیش از 70 درصد سطح زیرکشت محصولات را در ولایت هرات در برمیگیرد. برای تعیین این الگوی کشت بهینه از مدل برنامهریزی خطی و آرمانی استفاده شد. در مدل برنامهریزی آرمانی به منظور دستیابی به پایداری زیستمحیطی از اهداف کاهش مصرف کود شیمیایی و آفتکش به همراه هدف حداکثرسازی سود ناخالص استفاده شد. نتایج حاصل از کاربرد مدل برنامهریزی خطی با هدف حداکثرسازی سود ناخالص نشان داد که در الگوی بهینه منطقه در مقایسه با الگوی فعلی، سطح زیر کشت محصولات کنجد، جو و زعفران افزایش مییابد و سطح زیرکشت محصولات گندم و زیره کاهش مییابد. همچنین نتایج حاصل از مدلهای برنامهریزی آرمانی در سناریوهای مختلف نشان دهنده تغییرات نسبتاً زیادی در الگوی کشت بهینه در مقایسه با الگوی کشت فعلی منطقه است. Manuscript profile

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53 - Application of Linear and Non-linear Programming Model to Assess the Sustainability of Water Resources in Agricultural Patterns
Seyed Abolghasem Mortazavi Reza Hezareh Sina Ahmadi Kaliji Samira Shayan Mehr

Water resources sustainability is one of the major issues in the agricultural sustainability. In this study sustainability of water resources has been investigated by use of linear and non-linear models in six models based on optimal utilization of water resources in th More

Water resources sustainability is one of the major issues in the agricultural sustainability. In this study sustainability of water resources has been investigated by use of linear and non-linear models in six models based on optimal utilization of water resources in the north parts farms of Iran because of incorrect use of agricultural water resources, from 2011 to 2012. Also “gross margin per a unit of water consumption” and “employment per a unit of water consumption” are used as indicators for assessing the sustainability of cropping patterns. The results show that cropping pattern of fractional goal programming (FGP) model has been near to current situation and has shown realistic conditions according to expertise and advantage of this area in cultivation of certain crops. So the FGP model has desirability in each of indicators than other five models. Manuscript profile

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54 - Application on concurrent product design and process planning for a Bicycle design
Abbas Al-Refaie

10.30495/jiei.2021.1921856.1092

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55 - A reliability-based maintenance technicians’ workloads optimisation model with stochastic consideration
D. E. Ighravwe S. A. Oke K. A. Adebiyi

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56 - Design of supply chain in fuzzy environment
Kandukuri Narayana Rao Kambagowni Venkata Subbaiah Ganja Veera Pratap Singh

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57 - A hybrid solution approach for a multi-objective closed-loop logistics network under uncertainty
Mehrdad Mehrbod Nan Tu Lixin Miao

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58 - Mathematical solution of multilevel fractional programming problem with fuzzy goal programming approach
Kailash Lachhwani Mahaveer Prasad Poonia

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59 - A fuzzy mixed-integer goal programming model for a parallel machine scheduling problem with sequence-dependent setup times and release dates
A.H Gharehgozli

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60 - An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach
Semu Mitiku Kassa Teklay Hailay Tsegay

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61 - A genetic algorithm for a bi-objective mathematical model for dynamic virtual cell formation problem
Mostafa Moradgholi Mohammad Mahdi Paydar Iraj Mahdavi Javid Jouzdani

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62 - Modified FGP approach and MATLAB program for solving multi-level linear fractional programming problems
Kailash Lachhwani Suresh Nehra

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63 - A goal geometric programming problem (G2P2) with logarithmic deviational variables and its applications on two industrial problems
Payel Ghosh Tapan Kumar Roy

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64 - An interactive weighted fuzzy goal programming technique to solve multi-objective reliability optimization problem
Tanmay Kundu Sahidul Islam

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65 - Evaluation and selection of sustainable suppliers in supply chain using new GP-DEA model with imprecise data
Saeid Jafarzadeh Ghoushchi Mehran Dodkanloi Milan Mustafa Jahangoshai Rezaee

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66 - Multi-objective optimization approach for cost management during product design at the conceptual phase
K. G. Durga Prasad K. Venkata Subbaiah K. Narayana Rao

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67 - TOPSIS approach to linear fractional bi-level MODM problem based on fuzzy goal programming
Partha Pratim Dey Surapati Pramanik Bibhas C. Giri

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68 - Portfolio selection through imprecise Goal Programming model: Integration of the manager`s preferences
N Mansour A Rebai B Aouni

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69 - A goal programming model for vehicle routing problem with backhauls and soft time windows
M Aghdaghi F Jolai

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70 - Lexicographic goal programming approach for portfolio optimization
H Babaei M Tootooni K Shahanaghi A Bakhsha

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71 - Determining maintenance system requirements by viewpoint of availability and lean thinking: A MODM approach
S Ghayebloo H Babaei

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72 - Designing a Fuzzy Goal Programming (FGP) model of Green Closed Loop Supply Network (GCLSN) direction integrating financial and operational flow
shahram mokhlesabadi Mohammadreza Kabaranzadeh Khadim Hasanali Aghajanikasehgar Mohammad Mehdi Movahedi

Today's the world is more competitive than ever therefore in order to survive in such an environment for organizations having with a supply management network has become an essential issue a recyclable and environmentally friendly product. The purpose of this article is More

Today's the world is more competitive than ever therefore in order to survive in such an environment for organizations having with a supply management network has become an essential issue a recyclable and environmentally friendly product. The purpose of this article is to design Green Closed Loop Network (GCLN) to integrate financial- physical flows. The innovation of this article designing a four objective model to minimize deviations in financial indicators from desired limits; Costs; The rate of emission of pollutant gases throughout the environmental network and maximizing profits of shareholders using mathematical modeling of Fuzzy Goal Programming (FGP) with considering financial flows and its integration with physical flow. Modeling problem of FGP in a multi level multi period and multi product supply network with aim of maximizing shareholder wealth. To deal with multi-objective nature of FGP has been used. The model is designed and implemented in the dairy industry. The proposed model has been designed with GAMS24 software CPLEX solver tested using epsilon method of constraint. The results of modeling and solving numerical model show importance of the role of financial ratios and at the same time consider operational financial dimensions in mathematical model to gain a stable competitive advantage. Manuscript profile

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73 - A chance constrained recourse approach for the portfolio selection problem in Iran capital market
Meysam Doaei mahsa saberfard

In this study, the investment management problem in the Tehran Stock Exchange and OTC companies in Iran as a stock portfolio optimization problem is investigated. This model has two objective functions including risk minimization and return maximization. The constraints More

In this study, the investment management problem in the Tehran Stock Exchange and OTC companies in Iran as a stock portfolio optimization problem is investigated. This model has two objective functions including risk minimization and return maximization. The constraints are including the assigning all budgets to the companies considering budget limitation. In order to deal with the uncertainty conditions in the model parameters, the chance constraints approach is used and the objective functions are considered as a single problem using the goal-programming method. To solve the problem in the two-purpose mode, the augmented epsilon constraint method is used. According to the numerical results, it can be seen that problem solving in two-objective mode is able to produce Pareto solutions that do not dominate each other in a feasible space. Also, in case of uncertainty, the use of goal-programming leads to numerical solutions with the appropriate level of performance and costs are consistent with reality. In fact, the problem results in both multi-objective and single-objective situations can be implemented in real-world conditions. Finally, it can be said that the use of computational results of this study can be used as an operational tool. Manuscript profile

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74 - Determine the optimal portfolio of Bank Keshavarzi Iran using Goal programming
abbasali Abounoori hossein Mirzaei Pouria Hamouni

Asset management is one of the important topics in financial subjects, which used to be noticed just by professions. In recent years gossips about bankruptcy of some financial institutions panicked investors andruined the banking system credence. Bank operation will be More

Asset management is one of the important topics in financial subjects, which used to be noticed just by professions. In recent years gossips about bankruptcy of some financial institutions panicked investors andruined the banking system credence. Bank operation will be bounded by macro-economic status and their operation would be monitored by central bank. There are several methods in order to survey banks functions and suggesting better asset management. One of the most important is Goal programming which is used for multi goal subjects. The hypothesis of this research is to investigate the possibility of financial optimization (asset-liability) of Bank Keshavarzi Iran, using Goal programming. In this study, using the views of bank experts, the goals of the performance of Bank Keshavarzi Iran are being determined. Research variables are items of financial statements that are optimized to achieve the best performance of the bank, and then the essential items of financial statements are compared with the items obtained by the model and the results are analyzed. The offer is made for the optimal performance of the bank Manuscript profile

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75 - The Application of Robust Optimization and Goal Programming in Multi Period Portfolio Selection Problem
Saghar Homaeifar Emad Roghanian

Portfolio selection is one of the most important area in financial world. Investors always want to make the best decisions which are compatible with conditions of real world. In the real world, data are usually under uncertainty. On the other hand, the most of strategie More

Portfolio selection is one of the most important area in financial world. Investors always want to make the best decisions which are compatible with conditions of real world. In the real world, data are usually under uncertainty. On the other hand, the most of strategies for portfolio selection are multi-period. Therefore, investors should rebalance their portfolios during investment horizon. In this research we present a multi-period portfolio optimization model which considers transaction costs and deal with uncertainty by application of robust programming. This model is a mean-CVaR multi objective model that is solved by goal programming. Furthermore, most of previous researches have used regression or time series models to forecast future returns of stocks for solving numerical examples, however, in this paper we forecast future returns by using Artificial Neural Networks (ANNs). Finally, solutions of robust model are compared with results of nominal one. These results show that consideration of data uncertainty and other real assumptions lead to more practical solutions.    Manuscript profile

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76 - Solving the multiobjective portfolio rebalancing model with fuzzy parameters to develop the expected value by genetic algorithm
Hosein Didehkhani zeynab Fereidooni koochaksaraei

The ability to choose the most optimal change in the composition of the portfolio of assets, brings the investor to the highest level of investment in terms of efficiency and effectiveness in the dynamic and changing market. Rebalancing the portfolio occur through a cha More

The ability to choose the most optimal change in the composition of the portfolio of assets, brings the investor to the highest level of investment in terms of efficiency and effectiveness in the dynamic and changing market. Rebalancing the portfolio occur through a change in the composition of assets weights, remove the assets, bought and sold assets and etc. Therefore, in this study solving the multiobjective portfolio rebalancing model with fuzzy parameters. The return, risk, liquidity and uncertainty as a key financial criteria are considered. Due to its importance as well as transaction costs, the net return of the portfolio are adjusted. the multiobjective portfolio rebalancing model with fuzzy parameters is solved by fuzzy goal programming and a hybrid intelligent algorithm that combines fuzzy simulation with a genetic algorithm. The results demonstrated the effectiveness of the solution approach and effciency of the model in practical applications of rebalancing an existing portfolio. Manuscript profile

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77 - Comparing Three Methods of Linear, Goal and Fuzzy Programming in Optimal Combination of Resources and Consumption in Agriculture Bank
Seyed Mohammad Reza Hosseinipour Simin Mohseni Masoud Jafari Moghaddam

The aim of this study is to present a mathematical model according to mathematical programming models also to weave the agriculture bank and in the year of 2016 which is the best year of combination of loans and deposits that while customer satisfaction, the most profit More

The aim of this study is to present a mathematical model according to mathematical programming models also to weave the agriculture bank and in the year of 2016 which is the best year of combination of loans and deposits that while customer satisfaction, the most profitable for banks are to be followed. In this research, the sample size is equal to the statistical population and including all branches of Agricultural Bank of Kerman province. Also the model is estimated by using of 3 programming methods: linear, goal and fuzzy. Some soft wares like Excel and Win QSB were used for analyzing this data. Due to the results, linear and goal programming are more allocation and the proceeds of the grant increased by using linear and goal programming than fuzzy programming and the bank current allocation. The results suggest that using linear and goal programming can help the managers for allocating resources so that higher yields will be achieved. Manuscript profile

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78 - The Position of Multiobjective Programming Methods in Fuzzy Data Envelopment Analysis
Parichehr zamani

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79 - Presenting a Novel Model for Intelligent Electrical Consumption Management of Hospital Equipment by Using Goal Programming
horie sadat hadadi hamed shakori ganji aliyeh kazemi armin dahnad

Nowadays, energy management is highly regarded throughoutthe world. High energy consumption leads to high costs for consumers in thelong term and at the national level. In this study by modified consumptionpatterns and presenting a proposed plan, it has been tried to op More

Nowadays, energy management is highly regarded throughoutthe world. High energy consumption leads to high costs for consumers in thelong term and at the national level. In this study by modified consumptionpatterns and presenting a proposed plan, it has been tried to optimizeelectrical energy consumption in hospitals.The proposed model is agoal programming model. Objective functions consist of minimization of peakenergy consumption and minimization of electricity costs. Some constraintssuch as daily energy requirements and user preferences have been modeled usingmixed integer programming. Regarding objective functions, three differentscenarios have been considered.The developed model canbe easily performed in a hospital unit. The combined scenario that has been considered both objectivessimultaneously is the best.The proposed model is apractical one for intelligent management of electrical consumption. Thus,performing the model in hospitals is recommended Manuscript profile

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80 - Development of using balance scorecard in universities for having better performance: a fuzzy DEMATEL-Shapley value goal programming approach
Mahmood Dehghan Mashtani Mohammad Kamfiroozi Ali Bonyadi Naeini

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