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Open Access Article
1 - Design of a Mathematical Model for Production and Delivery Planning in the Supply Chain Systems.
M. Aryanejad M. ModiriThe 1980s witnessed the establishment of many new production strategies, including Just-in-timemanufacturing, Lean manufacturing, Kanban systems, and Total quality management. (TQM)These strategies have been applied by many companies to improve system management, enhanc MoreThe 1980s witnessed the establishment of many new production strategies, including Just-in-timemanufacturing, Lean manufacturing, Kanban systems, and Total quality management. (TQM)These strategies have been applied by many companies to improve system management, enhance productand process quality, and reduce operating and inventory costs, in order to better compete in differentmarkets.Recently, however, the strategies have focused more on improving supply chain management to achievethese goals. Many of the advances in supply chain management can be analyzed with the aid of a computer.Computer – aided decision - support tools play a very important role in assisting and supporting decisionmakers managing a complex supply chain system.This dissertation develops a computer - aided decision - support tool: an integer linear optimization modelof a deterministic multi - item, multi - stage, multi - period, capacitated, with deterministic demandgeneralized network supply chain system. The model uses a kanban control system to plan and allocateproduction and delivery throughout the supply chain - The main objective of the model is to minimize thecost of Kanban injection, the cost of finished goods inventory, and the cost of work - in - process inventoryin the system. Practical problems of supply chain systems with associated optimal production and deliveryallocation are also presented. Manuscript profile -
Open Access Article
2 - A revisit of a mathematical model for solving fully fuzzy linear programming problem with trapezoidal fuzzy numbers
A. EbrahimnejadIn this paper fully fuzzy linear programming (FFLP) problem with both equality and inequality constraints is considered where all the parameters and decision variables are represented by non-negative trapezoidal fuzzy numbers. According to the current approach, the FFLP MoreIn this paper fully fuzzy linear programming (FFLP) problem with both equality and inequality constraints is considered where all the parameters and decision variables are represented by non-negative trapezoidal fuzzy numbers. According to the current approach, the FFLP problem with equality constraints first is converted into a multi–objective linear programming (MOLP) problem with crisp constraints and then a lexicographic ordering method is used for solving the resulting MOLP problem. However, this approach cannot be used for finding the fuzzy optimal solution of FFLP problems with inequality constraints. The aim of this study is to point out and correct some errors in the definitions, notations operations and fuzzy ordering of the current approach for solving FFLP problems with fuzzy inequality constraints. Hence, a modified approach to obtain the fuzzy optimal solution of the FFLP problems with inequality constraints is proposed. Finally, several numerical examples are presented to illustrate the proposed approach. Manuscript profile -
Open Access Article
3 - A New Method for Solving the Fully Interval Bilevel Linear Programming Problem with Equal Constraints
seyyedeh farkhondeh tayebnasab farhad hamidi mehdi allahdadiMost research on bilevel linear programming problem is focused on its deterministic form, in which the coefficients and decision variables in the objective functions and constraints are assumed to be crisp. In fact, due to inaccurate information, it is difficult to know MoreMost research on bilevel linear programming problem is focused on its deterministic form, in which the coefficients and decision variables in the objective functions and constraints are assumed to be crisp. In fact, due to inaccurate information, it is difficult to know exactly values of coefficients that used to construct a bilevel model. The interval set theory is suitable for describing and solving uncertainty and inaccuracy in these decision-making issues. For this reason, interval bilevel linear programming problem, in which the coefficients in both objective functions and constraints are interval, is an attractive subject. In this paper, we consider a type of interval bilevel linear programming problem full , in which all the coefficients in both objective functions and constraints are interval. The purpose of this paper is to present a new method for solving fully interval bilevel linear programming problem with equality constraints. By providing numerical examples, the implementation of this method is expressed. economics and in the problems that we have certain, converting to interval programming a, is studied problems simply Manuscript profile -
Open Access Article
4 - Optimal Allocation of Resources Using the Ideal-Solutions
S. Ghobadi S. JahangiriThis paper proposes a new method based on the ideal input vector to estimate inputs of a given decision making unit (DMU) when some or all of its outputs are increased to maintain its current efficiency level. In other words, this paper studied the following question: H MoreThis paper proposes a new method based on the ideal input vector to estimate inputs of a given decision making unit (DMU) when some or all of its outputs are increased to maintain its current efficiency level. In other words, this paper studied the following question: How much would be the increase in the inputs of the DMU if the decision maker increases certain outputs to a particular unit in which the DMU maintains its current efficiency level? In this study, unlike other proposed methods, the above question was addressed using just the single-objective linear programming (LP) problems. The problem of estimation of inputs was investigated based on the non-radial models. Necessary and sufficient conditions are proposed for estimation of inputs using just the single-objective LP problems. In addition, the level of deficiency (if any exists) in each of the output components is specified. An example with real data is presented to illustrate our proposed method. Manuscript profile -
Open Access Article
5 - Estimating the Solution of the Best-Worst Method Non-Linear Programming Model by solving the Mixed Integer Linear Programming Model Solutions
Mohammad Reza Dehghani Mehdi AbbasiThe Best-Worst Method (BWM) is one of the latest methods in Multiple Attribute Decision Making (MADM) problems. The mentioned method determines the optimal solution by forming and solving a Non-Linear Programming Model (NLPM). In respect to the difficulties of solving t MoreThe Best-Worst Method (BWM) is one of the latest methods in Multiple Attribute Decision Making (MADM) problems. The mentioned method determines the optimal solution by forming and solving a Non-Linear Programming Model (NLPM). In respect to the difficulties of solving the relevant NLPM, some attempts have been made to provide Linear Programming Models (LPM) or Equivalent Mixed Linear Programming Models. But there are some deficiencies in each of the proposed models. In this paper, by removing the mentioned deficiencies, an algorithm was proposed to estimate the solution of BWM NLPM with an acceptable error by forming and solving Mixed Integer Linear Programming Models (MILPMs). In the suggested algorithm, first, the equivalent model of NLPM (ENLPM) was formed. Then by Piecewise Linear Approximation (PLA) using the SOS2 method, the non-linear sentences of ENLPM were approximated and the first MILP model was formed and solved. If the error of solution is not acceptable, improving the PLA of the ENLPM nonlinear sentences, the forming of new MILPMs, and its solving continues until a solution with acceptable error obtained. To investigate the reliability of the algorithm, a new method for generating samples was proposed. Then using this method, 128 samples with three and five attributes were generated. The results of implementing the proposed algorithm to solve generated samples showed the performance and efficiency of the proposed algorithm. In this regard by forming and solving a maximum of three MILPMs of the samples, an estimation of the solution with 1% error was obtained. Manuscript profile -
Open Access Article
6 - A new ranking model for multi attribute group decision making problems with intuitionistic fuzzy data
zeynab eslaminasab Ali HamzeheeIn today’s world, intrinsic complexity in numerous decision making conditions, decides the need of utilizing decision making methods more than previously. On the other hand, the present modern organization have turned out to be so widespread, which one doesn&rsquo MoreIn today’s world, intrinsic complexity in numerous decision making conditions, decides the need of utilizing decision making methods more than previously. On the other hand, the present modern organization have turned out to be so widespread, which one doesn’t capable to oversee them. In this manner, this issue of multi attribute group decision making is considered as an organizational problem. In multi attribute group decision making problems, according to the different attributes in decision matrix, knowing the coefficient of importance or weight of each attribute in decision making is essential. As the weight of each attribute express its relative importance to the others and the conscious and correct selection of weights is a great help in achieving the desired goal. The purpose of this paper is to introduce a linear programming model to determine the weight of each attribute in multi attribute group decision making problems with intuitionistic fuzzy data. As good as, decision makers are prevented from making eventual mistakes in determining the weight of attributes. Finally, using the obtained weights, a new method for ranking the alternatives based on ELECTRE III method, is presented. A numerical applied example is provided to illustrate the details of the proposed method. Manuscript profile -
Open Access Article
7 - Approximate Answer to MP-MILP Problems Using McCormic Release of Modified Components
Maryam Mahmoudi aghileh heydari Ali KarimpourMulti-parametric programming theory is a valuable tool for decision making under uncertainty and has been an active area of research. Although multi-parametric programming with uncertainty in the objective function coefficients and right-hand side of constraints has bee MoreMulti-parametric programming theory is a valuable tool for decision making under uncertainty and has been an active area of research. Although multi-parametric programming with uncertainty in the objective function coefficients and right-hand side of constraints has been extensively discussed and various methods have been proposed for this, uncertainty in the coefficients matrix (i.e. left-hand side uncertainty) have been less considered. In this work, a new method for solving multi-parametric mixed-integer linear problems (mp-MILP) with uncertainty in constraints is presented. This procedure consists of two steps, which in the first step, the bounds of the bilinear terms are improved by using tightening piecewise McCormick relaxations and secondly, based on these improved bounds and estimating bilinear terms, an approximate model of mp-MILP is obtained. The performance of the presented method is investigated by two examples. To do this, the approximation of the problem has been done in different partitioning factors and computational requirements to solve them have been compared. Manuscript profile -
Open Access Article
8 - A New Approach to Solve Fully Fuzzy Linear Programming with Trapezoidal Numbers Using Conversion Functions
S.H. NasseriRecently, fuzzy linear programming problems have been considered by many. In the literature of fuzzy linear programming several models are offered and therefore some various methods have been suggested to solve these problems. One of the most important of these problems MoreRecently, fuzzy linear programming problems have been considered by many. In the literature of fuzzy linear programming several models are offered and therefore some various methods have been suggested to solve these problems. One of the most important of these problems that recently has been considered; are Fully Fuzzy Linear Programming (FFLP), which all coefficients and variables of the problem are the same kind of fuzzy numbers. One of most common of them is the model in which all fuzzy parameters are discussed by triangle numbers. In this paper, we first define a fully fuzzy linear programming with trapezoidal numbers and then suggest a new method based on reducing the original problem to the problem with triangle number. Specially, a conversion function for converting two trapezoidal and triangular numbers to each other is offered. Finally, the mentioned method is illustrated by a numerical example. Manuscript profile -
Open Access Article
9 - A bi-level linear programming problem for computing the nadir point in MOLP
J. Vakili H. DehghaniComputing the exact ideal and nadir criterion values is a very ‎important subject in ‎multi-‎objective linear programming (MOLP) ‎problems‎‎. In fact‎, ‎these values define the ideal and nadir points as lower and ‎upper bounds on the MoreComputing the exact ideal and nadir criterion values is a very ‎important subject in ‎multi-‎objective linear programming (MOLP) ‎problems‎‎. In fact‎, ‎these values define the ideal and nadir points as lower and ‎upper bounds on the nondominated points‎. ‎Whereas determining the ‎ideal point is an easy work‎, ‎because it is equivalent to optimize a ‎convex function (linear function) over a convex set which is a convex optimization problem‎, ‎but the problem of computing ‎the nadir point in MOLP is equivalent to solving a nonconvex optimization‎problem whose solving is very hard in the general case‎. ‎‎In this paper‎, ‎a bi-level linear programming problem is presented for obtaining the nadirpoint in MOLP problems which can be used in general to optimize a ‎linear function on the nondominated set‎, ‎as well‎. Then‎, ‎as one of the solution methods of this problem‎, ‎a‎mixed-integer linear programming problem is presented which obtains ‎the exact nadir values in one stage‎. Manuscript profile -
Open Access Article
10 - The Calculation of the output price vectorby applying reverse linear programming: The novel approach in DEA
S. Sadri M. Rostamy-MalkhalifehIn the today’s world wherein every routine is based on economic factors, there is no doubt that theoretical sciences are driven by their capabilities and affordances in terms of economy. As a mathematical tool, data envelopment analysis (DEA) is provided to econom MoreIn the today’s world wherein every routine is based on economic factors, there is no doubt that theoretical sciences are driven by their capabilities and affordances in terms of economy. As a mathematical tool, data envelopment analysis (DEA) is provided to economics, so that one can investigate associated costs, prices and revenues of economic units. Data Envelopment Analysis (DEA) is a linear programming technique used for measuring the relative efficiency of decision making units based on input and output data. One of the applications of this technique is calculation of revenue efficiency. Methods of revenue efficiency calculation in DEA are generally presented for obtaining maximum revenue from output selling, these methods are not sufficiently efficient for evaluation of all system including network systems due to ignoring the internal structure of units and their middle products. Therefore, in this article, in addition to introduction of inverse linear programming in DEA and its application in calculating revenue efficiency, a new method is presented which considers the network structure of units, the ability to determine the optimal price and appropriate costs for efficiency of the unit. The proposed numerical examples demonstrated the superiority of the proposed methods over the traditional data envelopment analyses. Manuscript profile -
Open Access Article
11 - Setup times optimization with considering maintenance scheduling by using nonlinear modeling
A. Zaretalab M.R. Shahryari S. NaderiThe present paper, titled “optimizing the time of preparation, taking into account the timing of repair and maintenance using non-linear modeling”, has been implemented with the aim of designing and presenting a mathematical model to get the best sequence of MoreThe present paper, titled “optimizing the time of preparation, taking into account the timing of repair and maintenance using non-linear modeling”, has been implemented with the aim of designing and presenting a mathematical model to get the best sequence of operations leading to minimum the total time of production. The main research question is related to the reduction of time and production costs following the implementation of the presented model. The method of research’s data and information collection, have been survey and study and library resources, referring to the documentations of repair, maintenance and production segments in the company and expert managers in the areas of planning, engineering production and … Following, the model taking into account the constraints of cost and time, as well as the limitations of the production system is presented. LINGO software is used to solve the models and model outputs, will provide the local solutions that would show the best sequence. And finally it can be extended the model to other industrial units with only smart alternations and present the best operational sequence related to multifunctional machines. Manuscript profile -
Open Access Article
12 - A Primal Simplex Algorithm for Solving Linear Programming Problem with Grey Cost Coefficients
S.H. Nasseri A. Yazdani D. Darvishi Salokolaeian extension of the classical linear programming problem to an inexact environment as wellas fuzzy and stochastic environment. Hence, here a new approach for solving interval greynumber linear programming problems is introduced without converting them to classicallinear Morean extension of the classical linear programming problem to an inexact environment as wellas fuzzy and stochastic environment. Hence, here a new approach for solving interval greynumber linear programming problems is introduced without converting them to classicallinear programming problems. The proposed method is established based on the primalsimplex algorithm where the cost coefficient row includes grey numbers. As an essential toolin the solving process, a theoretical discussion on grey arithmetic and in particular anordering role for grey numbers is necessary to evaluate the optimality conditions of acandidate feasible solution. It is also emphasized that the discussed model and the solutionprocess is useful for real situations and practical cases, when a kind of the grey number linearprogramming is appeared, such as Water Resource Management and Planning, Economics,etc. Finally, the proposed approach is illustrated by a numerical example. Manuscript profile -
Open Access Article
13 - Portfolio selection by Using Multi Attribute Decision Making based on grey relational analysis and linear programming
A. Asghar Anvari Rostami Mahdis Taghavi M. Ebrahim AghababaeiOne of the most important challenges in the stock market for investors is selecting Portfolio. This study by considering the financial ratios as evaluating indicators tries to determine appropriate model for investment decisions in stocks. In this study, the combination MoreOne of the most important challenges in the stock market for investors is selecting Portfolio. This study by considering the financial ratios as evaluating indicators tries to determine appropriate model for investment decisions in stocks. In this study, the combination of respectively models, linear regression, multi attribute decision making and linear programming were used to forecast the future of financial ratio trends, ranking companies and asset allocation. In the first step of study, after selecting 17 financial ratios and indicators as variables of the hybrid model, their values from the first quarter of 2007 to the first quarter of 2015 was calculated for companies included in the sample. Then by using the moving average with exogenous inputs and Auto Regressive Moving Average with exogenous input, these variables were predicted for the studied period (second quarter 2015). In the next step, we used Shannon entropy to determine the weight of indexes and the grey relational analysis for ranking companies. Finally, by using a linear programming model, a model was developed to select the optimal portfolio. According to this model, a portfolio of stocks formed and by using the Sharp ratio, its performance was compared with the overall index and the top 50 index. The results showed that the hybrid model has had a better performance than the overall index and the top 50 index, in the period of the study. Manuscript profile -
Open Access Article
14 - Determining Various Urban & Rural Deciles Food Optimal Basket in Iran
کامبیز هژیر کیانی سیدشایسته واردیFood security & healthy nutrition are considered as the most significant human needs and a factor for economic growth and development of the countries. Consumer culture and financial potential are two key factors for the individual in society to access proper food a MoreFood security & healthy nutrition are considered as the most significant human needs and a factor for economic growth and development of the countries. Consumer culture and financial potential are two key factors for the individual in society to access proper food and take in the required food stuff & nutrients that among this government also plays it role in order to increase financial capability and use supporting tools to direct the society consumer culture .therefor this main aim in this article is to determine of the optimal food basket based on two factors as financial potential and food knowledge .So that this basket has been determined each person monthly in various income deciles and also separating city (household sample 18729) and village (household sample19787) for the year 2011 by using modeling different expenditures and considering the collection of 24 food stuff and 30 nutrients. The results indicates that the monetary (rials) value of the food optimal basket of an urban person is more than the rural .this difference is meaningful in high income deciles .Analyzing between present & optimal food basket shift implies that the first 4 income deciles in urban area and the first 5 income deciles in rural area need supports from the government to achieve food security. Manuscript profile -
Open Access Article
15 - Target setting in the process of merging and restructuring of decision-making units using multiple objective linear programming
Javad Gerami -
Open Access Article
16 - Calculation of non-radial efficiency of decision-making units with fuzzy data using GDEA model
Atefeh Farshad Mohsen Rostamy-Malkhalifeh -
Open Access Article
17 - Allocating Fixed Costs: A Goal Programming Model Based on Data Envelopment Analysis
Sedighe Asghariniya Saeid Mehrabian Hamed Zhiani Rezai -
Open Access Article
18 - DEA-neural network approach to solve binary classification problems
Saeeid Kashanifar Mona Farahnak Roudsary -
Open Access Article
19 - Alternative mixed integer linear programming model for finding the most efficient decision making unit in data envelopment analysis
Masomeh Abbasi Abbas Ghomashi -
Open Access Article
20 - Using Multi-Objective Linear Programming (MOLP) and Data Envelopment Analysis (DEA) models in Non-discretionary Performance Measurement
Sahar Khoshfetrat Mojtaba Ghiyasi -
Open Access Article
21 - Profit efficiency in non competitive market
Ghasem Tohidi Simin Tohidnia -
Open Access Article
22 - Data Envelopment Analysis-Discriminant Analysis by imprecise data for more than two groups: apply to the pharmaceutical stock companies
Sarah Navidi Mohsen Rostamy-Malkhalifeh -
Open Access Article
23 - Finding a suitable benchmark for commercial bank branches using DEA
M.R. Mozaffari F. hosseinzadeh Lotfi J. Gerami -
Open Access Article
24 - Data Envelopment Analysis with Sensitive Analysis and Super-efficiency in Indian Banking Sector
Q. Farooq Dar T. Rao Pad A. Muhammad Tali Yaser Hamid F Danish -
Open Access Article
25 - Determination of optimum level of land use and biological measures to reduce erosion and sediment (case study: watershed saqqezchi, ardebil province)
ابوالفضل معینی masoome najafi sani shiva mohammadian khorasani sepideh mofidiNowadays, Soil erosion is one of the largest problems of the world, particularly in Iran. side effects and dangersof this phenomenon within the watershed field is the main problem that affected the overall ecological balance ofthe basin. The main objective of this study MoreNowadays, Soil erosion is one of the largest problems of the world, particularly in Iran. side effects and dangersof this phenomenon within the watershed field is the main problem that affected the overall ecological balance ofthe basin. The main objective of this study was to determine the optimal level land use for reducing erosion andenhance stakeholders income at Saghezchi watershed is located in the Ardebil. For this aim, linear programmingmodel for three different options include current situation land uses, standard land use and standard conditionswith biological measures land use in accordance with scientific principles and criteria were used. The resultsshowed that the current land use level to reduce erosion and increase the income of residents is not suitable andin optimal conditions must be changed. in optimal conditions the garden lands level from 132.29 hectare to1902.83 hectare (1438.4 % increased), rangeland level without change, irrigated land surface from 319.94hectare to 57.6 (81.99% decrease) and rainfed cultivation is also from 1549 hectare to 40.8 hectare (97.36%decrease) was changed. In addition, the results showed that land use optimization in the current situation, Theratio of soil erosion and total profitability, 0.07% decrease and 7.7% increase respectively, at the standardconditions land use 3.72% decrease, 7.7% increase respectively and at the standard conditions with biologicalmeasures land use, The ratio of soil erosion and total profitability, 5.48% decrease and 30.65% is increasedrespectively. Manuscript profile -
Open Access Article
26 - Deficit irrigation simultaneously with reduced available water the solution to conservation of water resources in Qazvin plain
Abozar Parhizkari Mohammad Mahdi Mozaffari Mohsen Shokatfadaee Abolfazl MahmoodiIn the present study first the agricultural production functions was estimated based on three techniques of full irrigation and deficit irrigation 5 and 10 percent in order to presentation of the practical solution to conservation of surface and underground water MoreIn the present study first the agricultural production functions was estimated based on three techniques of full irrigation and deficit irrigation 5 and 10 percent in order to presentation of the practical solution to conservation of surface and underground water resources in Qazvin plain. The optimal amounts of cropping pattern were determined in Qazvin province by a non-linear programming model. Then, the effects of deficit irrigation was investigated on cropping pattern, water used and farmer’s gross marginal simultaneously with reduced available water under scenarios 10, 20, 30 and 40 percent. To estimating of the agricultural production functions was used Ordinary Least Squares method and Eviews software. The non-linear programming model was solved in GAMS software. The results of estimated production functions showed that deficit irrigation 5 percent creates a slight decrease in products yield. But, deficit irrigation 10 percent has the negative effect on yield of most products. The results of non-linear programming model showed although use of deficit irrigation 5 percent simultaneously with reduced available water policy creates the slight decrease in farmer’s gross marginal but this technique helps to maintain and sustainability of surface and underground water resources of Qazvin plain strongly. Manuscript profile -
Open Access Article
27 - The role of deficit irrigation in compromising environmental – economical goals of cropping pattern in Fars Province
Hamid Mohammadi Parviz Haghightjo Alireza SargaziBackground and Objective: The purpose of this research is the role of deficit irrigation in compromising environmental – economical goals of cropping pattern in Fars Province. Method: This technique is considered as a strategy to increase profitability. However, i MoreBackground and Objective: The purpose of this research is the role of deficit irrigation in compromising environmental – economical goals of cropping pattern in Fars Province. Method: This technique is considered as a strategy to increase profitability. However, in addition to profitability goal, many studies have focused to optimize water and fertilizers consumption as environmental objectives. Current study investigates the rule of deficit irrigation in a model that compromises the economic and environmental objectives. Fasa city in Fars province were selected as the study area since placed in warm climate field and affected by water stress. A Fuzzy nonlinear programming model were used to compromise the goals of maximum gross margin and minimum chemical fertilizer and water consumption for a representative farm in study area. This model was subjected to yield response functions to water and other constraints. Findings: The results showed that the representative farm is inefficient to select cropping pattern in comparison to compromised goals model. This comparison also revealed there is a the possibility for increasing income of representative farm by applying full irrigation to gain potential yield and reducing cultivation area for considering the available water restrictions. Discussion and Conclusion: Although, increasing of gross margin is conflicted by decreasing water consumption and partly by reducing fertilizer use, but generalizing the results of representative farm to the whole city showed that implementation of this model will add the revenues about 94 billion Rials in total area. While the positive environmental outcomes such as reducing about 4.6 million cubic meters of water and 7,246 tons of chemical fertilizer would be the other results of implementing this model. Manuscript profile -
Open Access Article
28 - Application of Simplex method and Mitigation Concept in Participatory Environmental Impact Assessment (Case study: Compost Plants and Landfill Alternatives in Golestan Province)
Samaneh Deziani Abdolrasoul SalmanmahinyBackground and Objective: Environmental impact assessment studies are one of the proper means of ensuring a sustainable development. Determining limitations and mitigation procedures for the negative effects compose the main core of the EIA procedure, in case the sugges MoreBackground and Objective: Environmental impact assessment studies are one of the proper means of ensuring a sustainable development. Determining limitations and mitigation procedures for the negative effects compose the main core of the EIA procedure, in case the suggested development has been allowed. In this study, impact assessment has been applied for five suggested compost and landfill sites in Golestan Province of Iran. Method: In this study, considering the associated costs, linear programming has been applied to rank the proposed landfill and compost plant sites. For this purpose, GIS data has been used and the optimum site selection process has been implemented. The site has been determined so as to minimize the likely impacts. Findings: The results show that by using linear programming, site 1 on the eastern part with a slight difference to others, and site 5 in the west,ern part with the least goal function value are the best. The most effective parameters for the sites 1 to 4 is underground water pollution, and for site 5 is loss of valuable land. However, at the site 5, the impact on the neighboring no-hunting area is more important than underground water pollution, considering costs and the required time for mitigation efforts. Conclusion: Using the minimum and maximum levels of mitigation levels shows that increase of mitigation can reduce pollution, and vice versa. Sensitivity analysis confirms the accuracy of this method. Manuscript profile -
Open Access Article
29 - Stock portfolio optimization using reliability approach
Mir Seyed Mohammad Mohsen Emamat Payam HanafizadehThe aim of this study is to optimize stock portfolios by considering uncertain returns and the investment’s utility function in the Tehran Stock Exchange. For this purpose, a two-stage recursive algorithm and a utility function have been used. Securities are selec MoreThe aim of this study is to optimize stock portfolios by considering uncertain returns and the investment’s utility function in the Tehran Stock Exchange. For this purpose, a two-stage recursive algorithm and a utility function have been used. Securities are selected according to the list of 50 most active companies that was published by the Securities and Exchange Organization per season between the years 1390 to 1394. Considering the returns in this five-year period, the returns vector and covariance matrix are determined and after modeling the optimal portfolio is presented. The results show that the optimal portfolio includes: Iran Transfo (0.15), Eghtesad Novin Bank (0.1), Saipa (0.15), Ghadir Investment Company (0.15), Foolad Mobarakeh Esfahan (0.15), Mokhaberat Iran (0.15) and Meli Sanaye Mess Iran (0.15). The quality of the results is compared with real returns in the following year (1395). The results show the high accuracy of the algorithm. Manuscript profile -
Open Access Article
30 - یک روش ترکیببی جدید بر اساس تحلیل پوششی داده ها و شبکه عصبی برای بهینه سازی ارزیابی عملکرد
علی نمکین سید اسماعیل نجفی محمد فلاح مهرداد جوادیدر این مقاله ، یک روش جدید ترکیبی از شبکه های عصبی پرسپترون چند لایه و تحلیل پوششی داده ها ارائه می شود که در آن مقادیر ورودی و خروجی برای تعداد زیادی واحد تصمیم گیرنده به عنوان ورودی های شبکه عصبی تعیین می شود. می توان دید که با بکارگیری شبکه عصبی برای حل مسائل تحلیل پ Moreدر این مقاله ، یک روش جدید ترکیبی از شبکه های عصبی پرسپترون چند لایه و تحلیل پوششی داده ها ارائه می شود که در آن مقادیر ورودی و خروجی برای تعداد زیادی واحد تصمیم گیرنده به عنوان ورودی های شبکه عصبی تعیین می شود. می توان دید که با بکارگیری شبکه عصبی برای حل مسائل تحلیل پوششی داده ها نیاز به حل مدل مورد نظر برای هر واحد تصمیم گیرنده نیست و لذا الگوریتم ارائه شده زمان پردازش و استفاده از حافظه را نسبت به آنچه مورد نیاز روش متعارف در تحلیل پوششی داده ها است، به مقدار زیادی کاهش می دهد.جهت بررسی دقت شبکه ارائه شده، چندمطالعه موردی از جمله مجموعه ای از 500شعبه بانک مورد استفاده قرار می گیرد.نتایج نشان دهنده دقت بالا وزمان محاسباتی کمتر(اعتبارلازم) مدل ترکیبی پیشنهادی است. Manuscript profile -
Open Access Article
31 - حل مسائل برنامه ریزی خطی تمام بازه ای با استفاده از رتبه بندی اعداد بازه ای
علی حسین زاده محسن واعظ قاسمیدر این مقاله فرم کلی مساله برنامه ریزی خطی تمام بازه ای(FILP) در نظر گرفته می شود که در آن تمام پارامترها و متغیرها به صورت اعداد بازه ای در نظر گرفته می شوند. علاوه بر این ، در این مطالعه شرایط عمومی تری برای متغیرها در نظر گرفته شده است، و متغیرهای تصمیم از نظر علامت Moreدر این مقاله فرم کلی مساله برنامه ریزی خطی تمام بازه ای(FILP) در نظر گرفته می شود که در آن تمام پارامترها و متغیرها به صورت اعداد بازه ای در نظر گرفته می شوند. علاوه بر این ، در این مطالعه شرایط عمومی تری برای متغیرها در نظر گرفته شده است، و متغیرهای تصمیم از نظر علامت آزاد در نظر گرفته شده اند. چرا که این نوع مسائل در دنیای واقعی وجود دارند ولی محققان به آن نپرداخته اند. در این مقاله روش جدیدی برای حل FILP ارائه شده است. Manuscript profile -
Open Access Article
32 - Inverse DEA Using Enhanced Russell Measure in the Presence of Fuzzy Data
S. Ghobadi -
Open Access Article
33 - Solving Fully Fuzzy Dual Matrix System With Optimization Problem
F. Babakordi M. S. Adabitabar Firozja -
Open Access Article
34 - A New Method for Optimization of Inefficient Cost Units In The Presence of Undesirable Outputs
S. Sadri M. Rostamy Malkhalifeh N. Shoja -
Open Access Article
35 - رهیافتی جدید برای حل مسئله برنامهریزی خطی دو ترازه تماما فازی
S. F. Tayebnasab F. Hamidi M. Allahdadiدر این مقاله، یک نوع از مسئله برنامهریزی خطی دو ترازه تماما فازی را که در آن تمام ضرایب و متغیرهای تصمیمگیری در هر دو تابع هدف و قید ها به عنوان اعداد فازی مثلثی بیان شدهاند در نظر می­گیریم. به منظور بدست آوردن جواب بهینه­ی فازی، رهیافت کارامد جدیدی بر Moreدر این مقاله، یک نوع از مسئله برنامهریزی خطی دو ترازه تماما فازی را که در آن تمام ضرایب و متغیرهای تصمیمگیری در هر دو تابع هدف و قید ها به عنوان اعداد فازی مثلثی بیان شدهاند در نظر می­گیریم. به منظور بدست آوردن جواب بهینه­ی فازی، رهیافت کارامد جدیدی برای مسئله­ی برنامه ریزی خطی دوترازه­ی تماما فازی با پارامترها و متغیرهای فازی ارایه شده است. این رهیافت بر اساس برنامه ریزی دوترازه­ی قطعی میباشد. در نهایت، مثالهای عددی برای نشان دادن قابلیت پیادهسازی روشهای مورد نظر ارائه گردیده است. Manuscript profile -
Open Access Article
36 - یک روش فازی زدایی برای حل مسایل برنامه ریزی خطی
Rahim Saneifard Rasoul Saneifardیک روش فازی زدایی برای حل مسایل برنامه ریزی خطییک روش فازی زدایی برای حل مسایل برنامه ریزی خطی Manuscript profile -
Open Access Article
37 - Solving fully fuzzy linear programming
M. Otadi -
Open Access Article
38 - Fully fuzzy linear programming with inequality constraints
SH. Nasseri E. Behmanesh F. Taleshian M. Abdolalipoor N. A. TaghiNezhad -
Open Access Article
39 - Optimal utilization of Reservoir by using of linear programming model (Case study: Dorudzan dam)
Hassan Torabi reza dehghani Ahmad GodarziOptimal utilization of multi-purpose reservoirs is one of the complex and sometimes non-linear issues in multi-objective optimization. One of the appropriate decision-making ways for optimal utilization of the water resources was the modeling of optimization problems of MoreOptimal utilization of multi-purpose reservoirs is one of the complex and sometimes non-linear issues in multi-objective optimization. One of the appropriate decision-making ways for optimal utilization of the water resources was the modeling of optimization problems of utilization from dam reservoir by using of different mathematical methods. In this study was evaluated, the current status of utilization and providing of optimum utilization and appropriate policy for the dam reservoir. For this purpose was used linear programming model and optimization of utilization of intended reservoir dam model. Evaporation simulation of the system were performed by using imput flow. The results showed that the existing policy of reservoir utilization, only in the raining pick months is capable of demand meeting, while low-water months are critical use-months. Also, the value of reservoir saving by using of linear programming model at SQ method estimated in about 23% more than the existing reservoir utilization method. In conclusion, the result showed that using of linear programming model can be effective in optimal utilization of reservoir dams. Which inturn helps to facilitate the development and implementation of water resources management strategies. Manuscript profile -
Open Access Article
40 - A CRITIC-based improved version for multiple criteria ABC inventory classification
Amir Mohamadghasemi -
Open Access Article
41 - Implementation of Performance-Based Budgeting Using the Combined Technique of Best-worst Method (BWM) and Robust Optimization
Maryam Bahadori Ghodratallah Taleb nia Mohammad Hossein Ranjbar Mahnaz Barkhordari Ahmadi -
Open Access Article
42 - Model in Order to Make Effective Decisions in Selecting Advertising Media by Goal Programming(GP)
Morteza Rahmani Nikooie Zahra Asgari Bshkany -
Open Access Article
43 - The Improvement of System Reliability Optimization Model and Finding an Optimal Solution
Seyed-Jafar Sadjadi Saeed Jafari -
Open Access Article
44 - The Improvement of System Reliability Optimization Model and Finding an Optimal Solution
Seyed Jafar Sadjadi Saeed Jafari -
Open Access Article
45 - Mathematical modeling and solution method of Milkran logistics in Saipa Group's inbound supply chain under consideration of order time windows, return cost of empty pallets and in-vehicle loading restrictions
Masoum Najafian Ali Husseinzadeh Kashan Davood Mohammaditabar ALiakbar AkbariIn the Milkran logistics system, vehicles are sent to collect orders from suppliers and deliver them to ‎assembly lines, according to pre-planned routes. In this way, the vehicle goes to the location of ‎several suppliers to pick up orders and then is sent to on MoreIn the Milkran logistics system, vehicles are sent to collect orders from suppliers and deliver them to ‎assembly lines, according to pre-planned routes. In this way, the vehicle goes to the location of ‎several suppliers to pick up orders and then is sent to one or more destinations for delivery. In this ‎logistics system, cargoes are aggregated within the vehicle and through various nodes in the logistics ‎network. This paper introduces a mixed integer linear programming model for the Milkran logistics ‎problem that takes into account considerations such as three-dimensional loading of the order ‎pallets into vehicles, 50% higher cost for returning empty pallets, order timewindows, and ‎heterogeneous fleets. Given the nature of the problem, an algorithm based on grouping evolutionary ‎strategy is introduced that uses heuristic methods to ensure vehicles’ loading and routing feasibility. ‎The effectiveness of the introduced mathematical model and meta-heuristic algorithm is measured ‎using data collected from Saipa Automotive Group. The computational results show that Milkran ‎Logistics has the ability to reduce costs by 24.5% (on average), compared to the direct shipping ‎strategy pursued by Saipa.‎ Manuscript profile -
Open Access Article
46 - Integration of order preparation process in warehouse and distribution to production lines to minimize cost with adaptive whale algorithm approach
Amir Reza Ahmadi Keshavarz davood jaafari mehran khalaj Parshang DokouhakiOne of the most costly logistics activities is the picking process in the warehouse. Considering the internal logistics aspects, due to the limitations and resources available in order to reduce costs by increasing the level of capability, the supply systems of material MoreOne of the most costly logistics activities is the picking process in the warehouse. Considering the internal logistics aspects, due to the limitations and resources available in order to reduce costs by increasing the level of capability, the supply systems of materials and components will be achieved along the line. Considering the effect of the completion time of pick operations on the start time of distribution operations and the cost of order preparation tardiness, the present study aimed to investigate a new issue related to the integrated process of order preparation in the warehouse and delivery on time to minimize cost according to the data of a car companys. In this regard, an integer nonlinear programming model is proposed to minimize the costs caused by tardiness. In order to validate the model, the small problem is solved in exact way. To solve the model, since the problem is NP-Hard, the method of whale optimization algorithm was used and to improve the optimal routing solutions, the problem was investigated by designing an adaptive whale algorithm considering the cost and time of visiting workstations as a fitting function. Also, to assess the proposed adaptive whale algorithm, the results were compared with two meta-heuristic algorithms of particle swarm optimization and gray wolf. The results show that the proposed adaptive wall algorithm performs better than other methods, which improves and reduces costs. Manuscript profile -
Open Access Article
47 - Designing an Optimal Recycling Model in a Four-Level Closed-Loop Supply Chain by Queuing Theory and Robust Planning (Case Study: Paper Industry)
Mahdi Alizadeh Beromi Mohammad Ali Afshar Kazemi Mohammadali Keramati Abbass Toloie AshlaghiIn recent years, the growing industrial and economic competition, environmental concerns, and governmental pressures on manufacturers regarding waste management have underscored the significance of designing a reverse supply chain and closed-loop network. Simultaneously MoreIn recent years, the growing industrial and economic competition, environmental concerns, and governmental pressures on manufacturers regarding waste management have underscored the significance of designing a reverse supply chain and closed-loop network. Simultaneously, the potential for profit arising from product recycling has further emphasized the importance of these systems. This research focuses on developing a four-stage closed-loop network model for the supply chain, taking into account the uncertainty of product recycling rates. The primary objective of this study is to provide an integer linear programming model aimed at minimizing supply chain costs and customer service time under uncertain conditions. The supply chain model is designed by integrating queuing theory and product recycling system optimization. A critical aspect of this research involves modeling the uncertainty in the return rate of consumer products in the closed-loop supply chain, with the aim of developing a robust approach to address this issue. Additionally, the performance of the proposed model in the paper industry is evaluated, and a sensitivity analysis is conducted with respect to the decision variables using two metaheuristic algorithms: the Multiple Objective Harmony Search and the Non-dominated Sorting Genetic Algorithm. Manuscript profile -
Open Access Article
48 - A Comparative Study on Performance of "ant colony system" and "Linear Programming" methods in the Modeling of the Flow Shop Scheduling
Said Esfandyari Ali Morovati Sharif Abadi Seyed Habibolah Mirghafouri Hamid Reza KadkhodazadehAlthough linear programming is used widely in the world, its inefficiency in dealing with difficult problems is concerned. With the advancement in science and dealing with various problems, it tends to have problems in mass production in a short time. Heuristic and meta MoreAlthough linear programming is used widely in the world, its inefficiency in dealing with difficult problems is concerned. With the advancement in science and dealing with various problems, it tends to have problems in mass production in a short time. Heuristic and meta-heuristic techniques are the latest achievements of nonlinear programming for solving the similar problem. One area that requires programming applications in mass production is NP-scheduling problems. This paper aims at modeling and comparing the two methods of Linear Programming and Ant Colony System Algorithm in flexible flow shop scheduling problem according to the number of jobs and machines. This study is based on comparing the index of time processing, the number of constraints, optimality, and the memory size of the random numbers. Using Quasi-experimental research method, software testing tools are C-sharp and Lingo for the ant colony algorithm and linear programming respectively. The results show that linear programming model has higher performance when machines and jobs are in low numbers; however, with the rise of the machines and jobs, Ant Colony System algorithm has proven high efficiency. Manuscript profile -
Open Access Article
49 - Improved SVM for Multi-class Classification by fuzzy game theory
Samaneh GhodsSVM is one of the popular classification algorithms based on statistics learning, which is presented for two-class problems. In real environments, the problem is usually multi-class. Thus, multi-class separation methods are very important compared to binary classes. In MoreSVM is one of the popular classification algorithms based on statistics learning, which is presented for two-class problems. In real environments, the problem is usually multi-class. Thus, multi-class separation methods are very important compared to binary classes. In this work, to decrease the complexity of the model and the resulting loss of accuracy, fuzzy game theory is derived, which will be able to map the non-linear to a linear problem. Fuzzy game theory is obtained from the probability of data in each class by using two players (in our problem, each player is equivalent to a class label). Here, the decision matrix is yielded by the fuzzy logic, and then the equations are solved by the linear programming. Obtained results from the computer simulation validate the SVM model by fuzzy game theory. Manuscript profile -
Open Access Article
50 - Optimization of Fuller Experimental Formula Regional Coefficients by Linear Programming and Genetic Algorithm in unguaged watersheds with Spatial Data
Ebrahim Yousefi Mobarhan Ebrahim karimi sanghchini behroz arasto Ali Asghar HashemiOne of the methods used for calculating flood peak discharge in non-statistical watersheds is experimental methods. One of the empirical methods used in this study is the Fuller method which has advantages over other empirical methods for different flood periods. In thi MoreOne of the methods used for calculating flood peak discharge in non-statistical watersheds is experimental methods. One of the empirical methods used in this study is the Fuller method which has advantages over other empirical methods for different flood periods. In this research, we have compared the linear programming optimization techniques and genetic algorithm in optimizing the fuller experimental formula coefficients in Excel and MATLAB respectively for selected watersheds of the region. For this purpose, the statistics of maximum 24-hour discharge of 9 stations in West Azarbaijan province with a statistical period of 21 years were studied. Comparison of the results showed the superiority of the genetic algorithm method and then linear programming. The results also show that the use of smart search methods improves the performance of conventional methods significantly. For this purpose, the statistics of maximum 24-hour discharge of 9 stations in West Azarbaijan province with a statistical period of 21 years were studied. Comparison of the results showed the superiority of the genetic algorithm method and then linear programming. The results also show that the use of smart search methods improves the performance of conventional methods significantly. For this purpose, the statistics of maximum 24-hour discharge of 9 stations in West Azarbaijan province with a statistical period of 21 years were studied. Comparison of the results showed the superiority of the genetic algorithm method and then linear programming. The results also show that the use of smart search methods improves the performance of conventional methods significantly. Manuscript profile -
Open Access Article
51 - Multi-Instance Learning (MIL) by Finding an Optimal set of Classification Exemplars (OSCE) Using Linear Programming
Mohammad Khodadadi Azadboni Abolfazl Lakdashti -
Open Access Article
52 - Green Vehicle Routing Problem with Safety and Social Concerns
arghavan sharafi Mahdi Bashiri -
Open Access Article
53 - Fuzzy Multi-Objective Linear Programming for Project Management Decision under Uncertain Environment with AHP Based Weighted Average Method
Md. Sanowar Hossain Shahed Mahmud Md. Mosharraf Hossain -
Open Access Article
54 - Modeling and scheduling no-idle hybrid flow shop problems
Mehdi Yazdani Bahman Naderi -
Open Access Article
55 - The Bi-Objective Location-Routing Problem based on Simultaneous Pickup and Delivery with Soft Time Window
Elham Jelodari Mamaghani Mostafa Setak -
Open Access Article
56 - Designing an integrated production/distribution and inventory planning model of fixed-life perishable products
Javad Rezaeian keyvan Shokoufi Sepide Haghayegh Iraj Mahdavi -
Open Access Article
57 - Effects of Probability Function on the Performance of Stochastic Programming
Mohammad Ebrahim Karbaschi Mohammad Reza Banan -
Open Access Article
58 - An Integrated Approach of Fuzzy Quality Function Deployment and Fuzzy Multi-Objective Programming Tosustainable Supplier Selection and Order Allocation
Amir Hossein Azadnia Pezhman Ghadimi -
Open Access Article
59 - Machine scheduling for multitask machining
Saleh Yavari Ahmed Azab Mohammed Fazle Baki Mikel Alcelay Justin Britt -
Open Access Article
60 - Planning for Medical Emergency Transportation Vehicles during Natural Disasters
Hesam Adrang Ali Bozorgi-Amiri Kaveh Khalili-Damghani Reza Tavakkoli-Moghaddam -
Open Access Article
61 - Multiple Items Supplier Selection, Economic Lot-sizing, and Order Allocation Under Quantity Discount: A Genetic Algorithm Approach
Getachew Basa Bonsa Till Becker Abdelkader Kedir -
Open Access Article
62 - Towards mathematical modeling for selecting logistics service providers: case of moroccan LSP
Jabir Arif Khaoula Azzouz Mohamed Badr Benboubker -
Open Access Article
63 - Development and validation of an integer linear programming model for the lecturer-to-course assignment problem
Lone Seboni Kgalalelo Rakgomo Botshelo Mhalapitsa -
Open Access Article
64 - Optimizing Biomass Synergy: Cost-Effective Reduction of Carbon Footprint in Coal-Fired Power Plants
Edwin Saputra Rienna Oktarina -
Open Access Article
65 - 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 -
Open Access Article
66 - A Non-radial Approach for Setting Integer-valued Targets in Data Envelopment Analysis
Reza Kazemi Matin -
Open Access Article
67 - Influence of fuzzy Goal Programming in Production Optimization Case study: Cement Industry
Mahmoud Modiri Saeid Moheb Rabbani Hadi Heidari Gharebolagh -
Open Access Article
68 - Modelling and Scheduling Lot Streaming Flexible Flow Lines
Bahman naderi Mehdi Yazdani -
Open Access Article
69 - Using Electromagnetism Algorithm for Determining the Number of kanbans in a Multi-stage Supply Chain System
Majid Khalili Mohammad Jafar Tarokh Bahman Naderi -
Open Access Article
70 - A Compromise Decision-making Model for Multi-objective Large-scale Programming Problems with a Block Angular Structure under Uncertainty
behnam vahdani meghdad Salimi behrouz Afshar najafi -
Open Access Article
71 - A Mathematical Modeling for Plastic Analysis of Planar Frames by Linear Programming and Genetic Algorithm
Leila Shahryari -
Open Access Article
72 - Application of Fuzzy Multi-objective Programming to Develop an Inventory Control Model
Mohammad Amin Nayebi Naser Hamidi Abbas Panahi niya Hesam SaediIn this paper, we presented the multi-item inventory control model whose objectives are minimizing total cost and minimizing the number of manpower. This model is formulated under four constraints consisting of storage spaces, budgetary, allowable shortage quantities an MoreIn this paper, we presented the multi-item inventory control model whose objectives are minimizing total cost and minimizing the number of manpower. This model is formulated under four constraints consisting of storage spaces, budgetary, allowable shortage quantities and periodic order quantities. The last two constraints are considered as interval. In the presented model, shortage is allowable and lead-time is zero. The parameters such as demands, costs (including: setting, maintenance, shortage) and constraint resources are fuzzy. The type of fuzzy numbers in demand & cost is triangular and the numbers of constraint resources are positive trapezoid. In solution methodology, first we converted the cost objective and manpower objective functions to six objective functions and then reduced fuzzy constraints to crisp constraints via defuzzification. Then we solved the resulted crisp multi objective model using Fuzzy Non Linear Programming (FNLP). Finally we presented a numerical example to solve and describe the model applying Lingo software package. Manuscript profile -
Open Access Article
73 - A Modified Novel Method for Solving the Uncertainty Linear Programming Problems Based on Triangular Neutrosophic Number
Kshitish Mohanta Vishal Chaubey Deena Sharanappa Vishnu Mishra -
Open Access Article
74 - Sustainable Optimization in Supply Chain Network of the Iranian Universities
Amir Najafi Shahin Rajaei -
Open Access Article
75 - A Mathematical Model to Assign Optimal Site for Social Insurance Organization in East of Tehran
Alireza Rashidi Komijan Amirhoshang KhamseThis paper tries to develop a mathematical model to assign an optimal site for Insurance Organization branches in eastern part of Tehran by using the data of Social Insurances Organization. So, designing and developing service network and determining a proper site to se MoreThis paper tries to develop a mathematical model to assign an optimal site for Insurance Organization branches in eastern part of Tehran by using the data of Social Insurances Organization. So, designing and developing service network and determining a proper site to set up the centers of services is a vital issue. Factors affecting the location include land price, ensured population, closeness to the parking, organizations, clinics, banks, underground-station, bus-station, highways. By using questionnaire and performing pair-wise comparisons of the determinants and then analyzing the data collected by Eigenvector method, the effectiveness coefficients of each determinant will be determined. Numerical results of MADM model will be inserted in the second objective function defined as 0 and 1 that means the organization branch in that location must set up or not. Finally, the model will be solved by Excel and a proper location determined for setting up the branches. Manuscript profile -
Open Access Article
76 - Investigation of Capacitor Placement in Variable Loads to Reduce the Power Loss of Distribution Systems using Mixed–Integer Linear Programming Algorithm and Re–Gradation of Loads
Ali Ahmadpour Hossein Shayeghi Elham MokaramianCapacitor placement at the substation is one of the effective methods for loss reduction and efficiency increasing of the power systems. In this paper, a novel method for capacitor placement on the secondary side of the distribution transformers is carried out. The math MoreCapacitor placement at the substation is one of the effective methods for loss reduction and efficiency increasing of the power systems. In this paper, a novel method for capacitor placement on the secondary side of the distribution transformers is carried out. The mathematical method of Mixed–Integer Linear Programming (MILP) algorithm is used for paper goal to increase the Net Present Value (NPV), resulting from the loss reduction. Due to the variability of the loads, a special template is used for loads modelling. Not only the constant loads, but also three types of industrial, residential and commercial loads are assessed with the proposed method. Then, the results are discussed in order to re-grade loads. Also, the proposed method are compared with two methods as Particle Swarm Optimization (PSO) algorithm and Teaching–Learning Based Optimization (TLBO) algorithm. All of the tests are simulated with MATLAB software and total time of problem is considered as ten years. Manuscript profile -
Open Access Article
77 - Bi-Level Optimization Model for Coordinated Management of Integrated Transmission and Distribution Systems
Roozbeh Tamizkar Mahmoud Samiei Moghaddam Azita Azarfar Mohamad Hosseini Abardeh Mojtaba VahediIn this paper, a bi-level optimization model is proposed for the coordinated management of integrated transmission and distribution networks. The problem of the security-constrained unit commitment as an upper-level problem to reduce operating costs, startup/shutdown co MoreIn this paper, a bi-level optimization model is proposed for the coordinated management of integrated transmission and distribution networks. The problem of the security-constrained unit commitment as an upper-level problem to reduce operating costs, startup/shutdown costs, and no-load along with load shedding as a mixed integer linear programming model and the problem of optimal operation in independent distribution networks by considering renewable and non-renewable resources along with charging stations for electric vehicles as a lower-level problem to reduce the costs of purchasing power from the upstream network and reduce the costs of power outages. The resources and charging power of electric vehicle charging stations are considered a linear model. To solve the bi-level problem, the proposed lower-level model is modeled as Karush-Kahn-Tucker optimality conditions. Several different networks have been considered for validating the model and the proposed method, and the results obtained from the simulation prove the efficiency of the model and the proposed method in considering the coordinated operation of intelligent transmission and distribution networks. To show the superiority of the proposed method over other algorithms for solving multilevel models, the proposed method has been compared with decomposition algorithms, and the results show the superiority of the proposed method in terms of execution time and faster convergence. Manuscript profile -
Open Access Article
78 - Determination of Optimum Performance Strategy of Energy Storage in Power System
Mohammad Hosein Ranjbari Rezvaneh Dalili Mojtaba PishvaeiDetermination of optimal capacity for today energy storages has been specially noticed. The delay in increasing storage production capacity is one of the applications for energy storage supplies in which utilization from energy storage supplies along with improvement in MoreDetermination of optimal capacity for today energy storages has been specially noticed. The delay in increasing storage production capacity is one of the applications for energy storage supplies in which utilization from energy storage supplies along with improvement in the power status at peak hours of consumption may postpone the demand for installation of a new power plant module. In this essay, the optimal capacity of energy storage is determined in order to reduce exploitation costs by second-order non linear programming. This method expresses this problem with a target quadratic function based on the produced power of units and capacity of energy storage supply. The requirements have been modeled as linear equality and inequality equations. The related constraints for produced power and incremental and decremental power ratio in generators have been considered as well. Manuscript profile -
Open Access Article
79 - OPF-Based Optimal Location of Two Systems Two Terminal HVDC to Power System Optimal Operation
Mehdi Abolfazli Afshin Lashkarara Ahad Kazemi Seyed Ali Nabavi NiakiIn this paper a suitable mathematical model of the two terminal HVDC system is provided for optimal power flow (OPF) and optimal location based on OPF such power injection model. The ability of voltage source converter (VSC)-based HVDC to independently control active an MoreIn this paper a suitable mathematical model of the two terminal HVDC system is provided for optimal power flow (OPF) and optimal location based on OPF such power injection model. The ability of voltage source converter (VSC)-based HVDC to independently control active and reactive power is well represented by the model. The model is used to develop an OPF-based optimal location algorithm of two systems two terminal HVDC to minimize the total fuel cost and active power losses as objective function. The optimization framework is modeled as non-linear programming (NLP) and solved by Matlab and GAMS softwares. The proposed algorithm is implemented on the IEEE 14- and 30-bus test systems. The simulation results show ability of two systems two terminal HVDC in improving the power system operation. Furthermore, two systems two terminal HVDC is compared by PST and OUPFC in the power system operation from economical and technical aspects. Manuscript profile -
Open Access Article
80 - New insight on solving fuzzy linear fractional programming in material aspects
SAPAN DAS Seyyed Ahamad Edalatpanah -
Open Access Article
81 - Enhancing Recruitment Efficiency: Leveraging Fuzzy Logic Optimization for Effective Skill Management in Human Resources
Farideh Majidi Maryam Khademi -
Open Access Article
82 - A New Approach for Solving Interval Neutrosophic Integer Programming Problems
Seyed Mohammadtaghi Azimi Hu Chun Chen Zhihong Amirhossein Nafei -
Open Access Article
83 - Attractiveness and Progress in Integer-Valued Data Envelopment Analysis
Maliheh Shahkooeei Farzad Rezai Balf -
Open Access Article
84 - On Characterizing Solutions of Optimization Problems with Roughness in the Objective Functions
S. A. Edalatpanah Hamiden Abd El- Wahed Khalifa Hashem Saberi Najafi -
Open Access Article
85 - A Novel Approach for Solving Linear Programming Problems with Intuitionistic Fuzzy Numbers
Ali Mahmoodirad -
Open Access Article
86 - Fuzzy bi-level linear programming problem using TOPSIS approach
Shyamali Ghosh Sankar Kumar Roy -
Open Access Article
87 - فرمولاسیون تغذیه حیوانات با قیمت شناور
سید هادی ناصری داود درویشیدر فرآیند تولید شیر، بالاترین قیمت مربوط به خوراک دام است. براساس گزارشهای متخصصان، حدود هفتاد درصد از هزینه های دام لبنی شامل هزینه های خوراک می شود. به منظور به حداقل رساندن قیمت کل خوراک دام و براساس محدودیت های منابع خوراک در هر منطقه یا فصل و همچنین هزینه های حمل و Moreدر فرآیند تولید شیر، بالاترین قیمت مربوط به خوراک دام است. براساس گزارشهای متخصصان، حدود هفتاد درصد از هزینه های دام لبنی شامل هزینه های خوراک می شود. به منظور به حداقل رساندن قیمت کل خوراک دام و براساس محدودیت های منابع خوراک در هر منطقه یا فصل و همچنین هزینه های حمل و نقل و نگهداری و در نهایت کاهش هزینه شیر، بهینه سازی برنامه تغذیه دام یک مسئله حیاتی بشمار می رود. به دلیل عدم اطمینان و عدم دقت در جیره غذایی مطلوب انجام شده با روشهای موجود براساس برنامه نویسی خطی، به استفاده از روشهای مناسب برای دستیابی به این هدف نیاز است. بدین ترتیب در این مطالعه، تدوین رژیم های غذایی کاملاً مخلوط گاوهای شیرده با استفاده یک برنامه نویسی خطی فازی در اوایل دوره شیردهی انجام شده است. استفاده از روش بهینه سازی فازی و قیمت شناور می تواند تدوین و تغییر رژیم های کاملاً مخلوط را با حاشیه های ایمنی مناسب ممکن سازد. بدین ترتیب استفاده از روشهای فازی در جیره های غذایی گاوهای شیری برای بهینه سازی رژیم ها توصیه می شود. بدیهی است که طراحی نرم افزار مناسب که امکان استفاده از قیمتهای شناور را برای تنظیم جیره های غذایی با استفاده از روش بهینه سازی فازی می دهد نیز می تواند مؤثر باشد. Manuscript profile -
Open Access Article
88 - یک مدل چند هدفه فازی برای مشکل مدیریت پروژه
سید مائده میرمحسنی سید هادی ناصریدر ایـن تحقیـق، مسـئله تصمیمگیـری مدیریـت پـروژه چنـد هدفه با اهـداف فازی و محدودیتهـای فـازی مـورد توجـه قـرار گرفتـه اسـت. مـا یـک رویکـرد آلفـا بـرش و دو روش مختلـف راهحـل برنامهنویسـی اهـدف فـازی بـرای حـل مسـئله تصمیمگیـری چنـد معیاره مدیریت پـروژه (MOPM) را در محی Moreدر ایـن تحقیـق، مسـئله تصمیمگیـری مدیریـت پـروژه چنـد هدفه با اهـداف فازی و محدودیتهـای فـازی مـورد توجـه قـرار گرفتـه اسـت. مـا یـک رویکـرد آلفـا بـرش و دو روش مختلـف راهحـل برنامهنویسـی اهـدف فـازی بـرای حـل مسـئله تصمیمگیـری چنـد معیاره مدیریت پـروژه (MOPM) را در محیطهـای فازی ایجاد میکنیـم. برنامهریـزی خطـی چندهدفـه فـازی تعاملـی (I-FMOL) و روشهـای وزندهـی جمعـی پیشـنهاد شـده برای حـل مسـئله تصمیمگیری چندهدفـه (PM) کـه در آن اطلاعـات فـازی بـا اسـتفاده از توابـع عضویـت خطـی (LMF) نشـان داده میشـود. روشهـای پیشـنهادی تلاشـی معقولانـه بـرای بـه حداقل رسـاندن کل هزینههـای پـروژه، زمـان کل تکمیـل و هزینههـای ریـز ریـز شـده کل و محدودیتهـای متعـددی مانند زمـان بین وقایـع i و j، زمان وقوع فعالیـت (I, j) و کل بودجـه سـرمایه اسـت . وزن معیارهـای هـر تابع هدف بر اسـاس درجـه اولویت پـروژه DM بـا تکنیک AHP-Fuzzy محاسـبه شـده. تجزیه و تحلیـل عملکرد با مجموعـهای از اندازههـای فاصله بـرای برنامهریـزی خطی چندهدفه فـازی تعاملی (I-FMOLP) وروشهـای راهحل وزندهی جمعی محاسـبه شـده که نشـاندهنده اهـداف و محدودیتهـای عـدم قطعیـت در مسـئله تصمیمگیـری PM بـا راه حـل ایـدهآل در یـک مطالعـه موردی صنعتی اسـت، مقایسـه میشـود. Manuscript profile -
Open Access Article
89 - تخمین ورودیها و خروجیها در تحلیل پوششی داده های معکوس
سعید قبادیدر این مطالعه سوال زیر مد نظر قرار گرفته است: در میان یک دسته از واحد های تصمیم گیرنده، اگر تصمیم گیرنده ملزم به افزایش ورودیها و خروجیهای یک واحد خاص باشد بطوریکه سطح کارایی آن بخواهد حفظ یا بهبود یابد، چگونه ورودی و خروجی این واحد می بابیستی افزایش یابد؟این سوال به عن Moreدر این مطالعه سوال زیر مد نظر قرار گرفته است: در میان یک دسته از واحد های تصمیم گیرنده، اگر تصمیم گیرنده ملزم به افزایش ورودیها و خروجیهای یک واحد خاص باشد بطوریکه سطح کارایی آن بخواهد حفظ یا بهبود یابد، چگونه ورودی و خروجی این واحد می بابیستی افزایش یابد؟این سوال به عنوان یک مسئله در تحلیل پوششی داده های معکوس لحاظ شده و روشی برای حل آن معرفی شده است. شرایط لازم و کافی برای تخمین ورودیها و خروجیها بر اساس جوابهای پارتو(ضعیف) از مسائل برنامه ریزی خطی چند هدفی تبیین شده است. با در نظر گرفتن دادههای واقعی (برای انتخاب یک استراتژی مناسب برای گسترش گروه های آموزشی در دانشگاه ) یک کاربرد از تحلیل پوششی دادههای معکوس ارائه گردیده است. علاوه براین، دو مفهوم جدید بهینگی" نیمه پاراتو و نیمه پاراتو ضعیف" برای مسائل برنامه ریزی چند هدفی معرفی شده است. این مفاهیم برای پاسخ به سوال فوق استفاده شده است. Manuscript profile -
Open Access Article
90 - On solving possibilistic multi- objective De Novo linear programming
Hamiden Khalifa -
Open Access Article
91 - حل مسایل بهینه سازی کنترلی با استفاده از چندجمله ایهای چبیشف انتقال یافته
هاجر علیمراددر این مقاله یک روش جدید و کارآمد برای حل مسایل کنترل بهینه درجه دوم ارائه می شود. برای حل این مساله یک ماتریس چبیشف انتقال یافته به کار گرفته می شود. در این روش ، مساله کنترل بهینه به مساله برنامه نویسی غیر خطی تبدیل می شود که به راحتی قابل حل است.مساله برنامه نویسی غی Moreدر این مقاله یک روش جدید و کارآمد برای حل مسایل کنترل بهینه درجه دوم ارائه می شود. برای حل این مساله یک ماتریس چبیشف انتقال یافته به کار گرفته می شود. در این روش ، مساله کنترل بهینه به مساله برنامه نویسی غیر خطی تبدیل می شود که به راحتی قابل حل است.مساله برنامه نویسی غیر خطی مربوطه با استفاده از نرم افزار متلب برای یافتن ضرایب مجهول مربوط به راه حل تقریبی، حل خواهد شد. برای مقایسه این روش جدید با روشهای دیگر، مثالهای عددی نیز آورده شده است. Manuscript profile -
Open Access Article
92 - رویکرد جدید مقدار سفارش فازی بر اساس متد فاصله و برنامه های کاربردی آن برای حل برنامه ریزی خطی فازی
س.ح ناصری ا. دربان جعفری ر. چمهبسیاری از روش های رتبه بندی تا کنون مطرح شده است. با این حال، هنوز هیچ روشی وجود ندارد که همیشه راه حل رضایت بخشی در هر وضعیتی بدهد؛ بعضی ها قابل شمارشند، بعضی غیر قابل شمارش، برخی تنها برای اطلاعات محلی ارزش های فازی استفاده می شوند، برخی رتبه بندی مختلفی برای حالت های Moreبسیاری از روش های رتبه بندی تا کنون مطرح شده است. با این حال، هنوز هیچ روشی وجود ندارد که همیشه راه حل رضایت بخشی در هر وضعیتی بدهد؛ بعضی ها قابل شمارشند، بعضی غیر قابل شمارش، برخی تنها برای اطلاعات محلی ارزش های فازی استفاده می شوند، برخی رتبه بندی مختلفی برای حالت های مشابه تولید می کنند. برای غلبه بر مشکلات فوق ما روشی را برای رتبه بندی مقادیر فازی بر اساس روش فاصله پیشنهاد می کنیم. سپس، نرم افزار با استفاده از ترتیب فازی در برنامه نویسی ریاضی فازی را مانند الگوریتم سیمپلکس اولیه فازی نشان می دهیم. به ویژه تاکید می کنیم که ترتیب فازی هنگامی که یک تصمیم گیری باید برای وضعیت بهینه در هر فرآیند حل ارزیابی شود ، مفید می باشد. Manuscript profile -
Open Access Article
93 - Optimal Allocation of Water Using Fuzzy Programming Models
Morteza Molaei Javad Hosseinzad FirouzyTo achieve goals such as economic growth, food security and sustainability of scarce resources, including water resources depends more than ever to correct use of these resources. Climatic MoreTo achieve goals such as economic growth, food security and sustainability of scarce resources, including water resources depends more than ever to correct use of these resources. Climatic characteristics of our country, wasting too much water in various uses, especially its low efficiency in the agricultural sector, unwillingness of private sector in investment in water resources development and inappropriate patterns of the crop pattern at one hand, and Scarcity of water resources on the other hand has led the optimal allocation of water to be of interest and importance. Accordingly, the aim of this study is to estimate the real value (shadow price) of water and determine the optimal cropping pattern with regard to products that are more efficient in using of water. For this purpose Fuzzy linear programming model used and the results are compared with exact linear programming model. Results for lands under coverage of Alavian dam show that the real price of water by using both models is identical and equal to 198 Rials per cubic meter, but profits per unit of water consumed in the fuzzy model is much more definite pattern. Manuscript profile -
Open Access Article
94 - A Dual-Objective Nonlinear Model for Network Design with NSGA Algorithm
Bahar Khamfroush Mohamad Reza Akbari Jokar Keyhan Khamforoosh -
Open Access Article
95 - On the Linearization of Zinc Models
Negar Jaberi Reza Rafeh -
Open Access Article
96 - Evaluating of Feasible Solutions on Parallel Scheduling Tasks with DEA Decision Maker
Mirsaeid Hosseini Shirvani -
Open Access Article
97 - الگوی بهینه کشت در افغانستان با ملاحظات پایداری زیست محیطی
حسین علی سلطانی الهام خواجه پورامروزه 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 Moreامروزه 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 -
Open Access Article
98 - Determining Comparative Advantages of Corn in Optimal Cultivation Pattern
Samaneh Abedi Gholam Reza Peykani Mohammad Kavoosi KalashamiThe purpose of this study is to investigate comparative advantages of corn in comparison with other competitor crops. To do so, Linear Programming, to 2004-2005 data related to classic index (DRC) in Kermanshah province was applied. Results showed that corn has comparat MoreThe purpose of this study is to investigate comparative advantages of corn in comparison with other competitor crops. To do so, Linear Programming, to 2004-2005 data related to classic index (DRC) in Kermanshah province was applied. Results showed that corn has comparative advantages in all regions of Kermanshah province while in optimal cultivation pattern of 37.5 percentages of regions in existence of rotation and 50 percentages of regions in lack of rotation, corn acreage has been increased. In addition, comparing optimal cultivation pattern resulted from linear programming models with crops ranking based on comparative advantage indices indicated that, resources availability and limitations, tradable and non-tradable inputs costs and yield will lead to shift in production’s comparative advantage from one crop to another. Factors such as supporting policies and rotation might also have effects on comparative advantages and optimal cultivating pattern. Manuscript profile -
Open Access Article
99 - Multi-choice stochastic bi-level programming problem in cooperative nature via fuzzy programming approach
Sumit Kumar Maiti Sankar Kumar Roy -
Open Access Article
100 - An electromagnetism-like metaheuristic for open-shop problems with no buffer
Bahman Naderi Esmaeil Najafi Mehdi Yazdani -
Open Access Article
101 - An L1-norm method for generating all of efficient solutions of multi-objective integer linear programming problem
Ghasem Tohidi Shabnam Razavyan -
Open Access Article
102 - Solving multi-objective team orienteering problem with time windows using adjustment iterated local search
Indri Hapsari Isti Surjandari K. Komarudin -
Open Access Article
103 - A mathematical model for the design of distributed layout by considering production planning and system reconfiguration over multiple time periods
Farhad Shafigh Fantahun M. Defersha Soha Eid Moussa -
Open Access Article
104 - A new statistical method for design and analyses of component tolerance
Mohammad Mehdi Movahedi Mohsen Khounsiavash Mahmood Otadi Maryam Mosleh -
Open Access Article
105 - Reliability analysis of a robotic system using hybridized technique
Naveen Kumar Komal Komal J. S. Lather -
Open Access Article
106 - A goal geometric programming problem (G2P2) with logarithmic deviational variables and its applications on two industrial problems
Payel Ghosh Tapan Kumar Roy -
Open Access Article
107 - Nurse rostering using fuzzy logic: A case study
A Eskandari K Ziarati -
Open Access Article
108 - A fuzzy random multi-objective approach for portfolio selection
M.B Aryanezhad H Malekly M Karimi-Nasab -
Open Access Article
109 - Two optimal algorithms for finding bi-directional shortest path design problem in a block layout
M Hamzeei R Zanjirani Farahani -
Open Access Article
110 - Primal and dual robust counterparts of uncertain linear programs: an application to portfolio selection
P Hanafizadeh A Seifi K Ponnambalam -
Open Access Article
111 - B2B electronic market analysis using game theory
M.J Tarokh S Sohrabi H Shahriari -
Open Access Article
112 - A new heuristic approach to solve product mix problems in a multi-bottleneck system
A.R Rashidi Komijan B Aryanezhad A Makui -
Open Access Article
113 - Determining a common set of weights in DEA by solving a linear programming
S Saati -
Open Access Article
114 - A multi-objective inventory model for deteriorating items with backorder and stock dependent demand
A.H Sarfaraz S Alizadeh Noghani S.J Sadjadi M.B Aryanezhad -
Open Access Article
115 - The optimal number of yard cranes in container terminal
GH.R Amin H Golchubian -
Open Access Article
116 - Designing Revised Balanced Score Card(BSC) in National Iranian Oil Products Distribution Company (N.I.O.P.D.C) Using Linear Programming(LP)
M.B GHoli Aryanejad Mohammad Modiry امیر Karbasi yazdiBalanced Score is used as a comprehensive method in evaluation of organization,s performance.this model emphasizes ordanizational strategies and provides a reasonable and comprehensive relations with all organizational aspects (e.g. financial,customer,internal process,l MoreBalanced Score is used as a comprehensive method in evaluation of organization,s performance.this model emphasizes ordanizational strategies and provides a reasonable and comprehensive relations with all organizational aspects (e.g. financial,customer,internal process,learning and growth),in order to achieve the goals and their evaluations.In this paper,the researchers are going to present the concepts and procedure of BSC evolution in publhc and private dimensions.The managers are interested in formulating company,s strategy by BSC to achieve the vision,but they do not have lots of money,time,resources,etc:to execute all the improved programming that obtian performance driver,s indicators.Therefore,the researchers decided to rank the perspectives and performance drivers to achieve the vision by LP method.They will also discuss the supply-chain and social responsiveness as two new perspectives of BSC. Manuscript profile -
Open Access Article
117 - Evaluation of the Performance of the Country's Provinces of Consumption Cooperative (Using Linear Programming Method)
J, Rezaei H. Akrami Z. RezaeiIn this study, the performance of the country's provinces has been evaluated using linear planning method. For this purpose, using non-parametric technique that is based on mathematical programming methods, and in particular Data Envelopment Analysis (DEA), provinces MoreIn this study, the performance of the country's provinces has been evaluated using linear planning method. For this purpose, using non-parametric technique that is based on mathematical programming methods, and in particular Data Envelopment Analysis (DEA), provinces of the country have been classified and ranked. In this research, according to the input and output of cooperative agencies, taking in 30 provinces in 2009, their efficiency has been evaluated with the assumption of constant and variable return to scale. The results show that considering the first assumption, provinces of Zanjan, North Khorasan, kohkiloyeh and Boyerahmad, Sistan and Baluchestan and Lorestan, have the highest efficiency among the country's provinces. Also, having the second assumption into the account, the provinces of Fars, Khorasan Razavi, Tehran and Qom, Isfahan would be efficient. Finally, regarding the patterns being kohkilouyeh and Boyerahmad and based on the findings of this study can be said that in order to increase efficiency of the non-efficient provinces, kohkilouyeh and Boyerahmad should be considered as the pattern. Manuscript profile -
Open Access Article
118 - Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method
Mohammad reza Haddadi seyed parviz jalili kamju sara goodarzi dahriziChoosing an optimal portfolio is one of the main goals of financial management. The initial strategy is to zero the risk of non-systematic risk by diversification in the optimal portfolio. In this research, WCVaR applied model and linear programming method for stock mar MoreChoosing an optimal portfolio is one of the main goals of financial management. The initial strategy is to zero the risk of non-systematic risk by diversification in the optimal portfolio. In this research, WCVaR applied model and linear programming method for stock market risk measurement and selection of a weight optimized portfolio were used. WCVaR is one of the newest risk measurements and covers the defects of the VaR and CVaR models. This research 11-year period information (1387 -1397) was used from actual data of 10 different companies accepted in Tehran Stock Exchange. This research uses data from ten companies accepted in TESM during the period of 1397-1387. The results of model estimation using the linear programming method in Matlab software showed that changing the benchmark optimization would lead to a change in the weight of the basket stock and change the strategy of diversification in the optimal portfolio. The results of estimating the model using the linear programming method showed that changing the optimization criterion will lead to a change in the stock weight of the portfolio and a change in the diversification strategy in the optimal stock portfolio. Among the 44 baskets with different weights, the most optimal Manuscript profile -
Open Access Article
119 - 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 MoghaddamThe 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 MoreThe 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 -
Open Access Article
120 - Efficiency of Centralized Structures in Data Envelopment Analysis Ratio Models
Shabnam Razavyan -
Open Access Article
121 - A New Method for Solving the Fully Z-Numbers Linear Programming Problems
Farhad Hosseinzadeh -
Open Access Article
122 - IRRIGATION WATER RESOURCE PLANNING OPTIMIZATION MODEL: THE CASE OF WINE GRAPE FARMING IN DODOMA, TANZANIA
Halidi Lyeme JAIROS SHINZEH -
Open Access Article
123 - A MODIFIED METHOD TO DETERMINE A WELL-DISPERSED SUBSET OF NON-DOMINATED VECTORS OF AN MOMILP PROBLEM
Ghasem Tohidi Shabnam Razavyan -
Open Access Article
124 - UNBOUNDEDNESS IN MOILP AND ITS EFFICIENT SOLUTIONS
G. Tohidi S. Razavyan -
Open Access Article
125 - RESOLUTION METHOD FOR MIXED INTEGER LINEAR MULTIPLICATIVE-LINEAR BILEVEL PROBLEMS BASED ON DECOMPOSITION TECHNIQUE
Habibe Sadeghi Leila Karimi -
Open Access Article
126 - Optimizing the cultivation pattern of important crops in Miandoab plain
معراج Fallahi سعید Soofizade علی اکبر BaghestaniChoosing the optimal cultivation model that is both environmentally sustainable and suitable for specific climatic conditions in each geographical region can be considered as one of the efficient solutions to solve the challenges and increase the profitability of agricu MoreChoosing the optimal cultivation model that is both environmentally sustainable and suitable for specific climatic conditions in each geographical region can be considered as one of the efficient solutions to solve the challenges and increase the profitability of agricultural activities.For this purpose, in this study, an attempt has been made to design the optimal pattern of crop cultivation in Miandoab plain, which is the fourth most important plain of the country, located in West Azarbaijan province.Optimizing the cultivation pattern was done in the form of two separate goals of maximizing profit and minimizing water consumption.For this purpose, the required data for the three years 2016-2018 were collected from various provincial and national institutions, and the average data of the mentioned three years were used to propose the optimal pattern of crop cultivation in the form of each of the mentioned goals.In this research, 12 important crops cultivated in this plain have been used.The results showed that the two crops of rainfed chickpeas and nut sunflowers, with the cultivation of the entire agricultural lands of the plain with approximately 57 thousand hectares and 5500 hectares, respectively, and a gross profit of 1614 billion rials, were introduced as the optimal model proposed with the aim of maximizing the gross profit.became.In the proposed cultivation model with the aim of minimizing water consumption, the re-cultivation of rainfed chickpeas and nut sunflowers on an area equal to 57.600 hectares and 5300 hectares will result in the optimization of water consumption.In other words, two goals of profit maximization and water consumption minimization will be achieved by sub-cultivating dry peas and sunflower seeds. Manuscript profile -
Open Access Article
127 - A TOPSIS-Based Improved Weighting Approach With Evolutionary Computation
Mithat Zeydan Murat Güngör Burak UrazelAlthough optimization of weighted objectives is ubiquitous in production scheduling, the literature concerning the determination of weights used in these objectives is scarce. Authors usually suppose that weights are given in advance, and focus on the solution methods f MoreAlthough optimization of weighted objectives is ubiquitous in production scheduling, the literature concerning the determination of weights used in these objectives is scarce. Authors usually suppose that weights are given in advance, and focus on the solution methods for the specific problem at hand. However, weights directly settle the class of optimal solutions, and are of utmost importance in any practical scheduling problem. In this study, we propose a new weighting approach for single machine scheduling problems. First, factor weights to be used in customer evaluation are found by solving a nonlinear optimization problem using the covariance matrix adaptation evolutionary strategy (CMAES) under fuzzy environment that takes a pairwise comparison matrix as input. Next, customers are sorted using the technique for order of preference by similarity to ideal solution (TOPSIS) by means of which job weights are obtained. Finally, taking these weights as an input, a total weighted tardiness minimization problem is solved by using mixed-integer linear programming to find the best job sequence. This combined methodology may help companies make robust schedules not based purely on subjective judgment, find the best compromise between customer satisfaction and business needs, and thereby ensure profitability in the long run. Manuscript profile
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