• فهرست مقالات Nonlinear Programming

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        1 - طراحی مدل ریاضی برنامه ریزی تولید و تحویل در سیستم های زنجیره تامین
        میربهادر قلی آریانژاد محمود مدیری
        در دهه 1980 میلادی شاهد استقرار تعدادی از، راهبردهای جدید تولید، نظیر تولید بهنگام ، تولید ناب، سیستم های کانبان ومدیریت کیفیت جامع بودیم. این راهبردهای جدید تولید توسط تعدادی از شرکت ها برای بهبود سیستم مدیریت، افزایش تولید وبهبود کیفیت فرآیند و همچنین کاهش ضایعات تولی چکیده کامل
        در دهه 1980 میلادی شاهد استقرار تعدادی از، راهبردهای جدید تولید، نظیر تولید بهنگام ، تولید ناب، سیستم های کانبان ومدیریت کیفیت جامع بودیم. این راهبردهای جدید تولید توسط تعدادی از شرکت ها برای بهبود سیستم مدیریت، افزایش تولید وبهبود کیفیت فرآیند و همچنین کاهش ضایعات تولید و هزینه های موجودی، به منظور بهتر کردن رقابت در بازارهای گوناگون مورداستفاده قرار گرفت ه اند. اخیراً با وجود ی که این راهبردها بیشتر برروی بهبود مدیریت زنجیره تأمین برای دست یابی به آرمان های آنهامتمرکز شده است، از این رو تعدادی از راهبردهای توسعه یافته مدیریت زنجیره تأمین را می توان به کمک یک رایانه تجزیه و تحلیلنمود. ابزارهای پشتیبانی کننده تصمیم به کمک رای انه، نقش بسیار مهمی را در همکاری و اداره کردن بازارهای پشتیبان کنندهتصمیم گیرندگان از یک مجموعه با چندین جزء مرکب زنجیره تأمین، ارائه می کنند. این مقاله یک ابزار پشتیبانی کننده تصمیم گیریبه کمک رایانه را با یک مدل بهینه سازی خطی عدد صحیح، از یک شبکه تعمی م یافته ، با چند محصول ، چند مرحله ای، چند دورهزمانی، با ظرفیت، با تقاضای قطعی، سیستم زنجیره تأمین را توسعه داده است. مدل مطرح شده یک سسیستم کنترل کانبان را برایطراحی و اختصاص تولید و تحویل در سر تا سر زنجیره تأمین مورد استفاده قرار داده است. هدف اولیه مدل ، حداقل کردن هزینهتزریق کردن کانبان، هزینه موجودی کالای ساخته شده و هزینه موجودی کار در جریان ساخت ، در سیستم است . مسائل عملیسیستم های زنجیره تأمین با بهینه سازی اختصاص تولید و تحویل ارتباط داده شده است. پرونده مقاله
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        2 - Data Envelopment Analysis-Discriminant Analysis by imprecise data for more than two groups: apply to the pharmaceutical stock companies
        Sarah Navidi Mohsen Rostamy-Malkhalifeh
        One of the interesting subjects that amuse the mind of researchers is surmising the correct classification of a new sample by using available data. Data Envelopment Analysis (DEA) and Discriminant Analysis (DA) can classify data by each one alone. DEA classifies as effi چکیده کامل
        One of the interesting subjects that amuse the mind of researchers is surmising the correct classification of a new sample by using available data. Data Envelopment Analysis (DEA) and Discriminant Analysis (DA) can classify data by each one alone. DEA classifies as efficient and inefficient groups and DA classify by historical data. Merge these two methods is a powerful tool for classifying the data. Since, in the real world, in many cases we do not have the exact data, so we use imprecise data (e.g. fuzzy and interval data) in these cases. So, in this paper, we represent our new DEA-DA method by using Mixed-Integer Nonlinear Programming (MINLP) to classify with imprecise data to more than two groups. Then we represent an empirical example of our purpose method on the Iranian pharmaceutical stock companies' data. In our research, we divided pharmaceutical stock companies into four groups with imprecise data (fuzzy and interval data). Since, most of the classical DA models used for two groups, the advantage of the proposed model is beheld. The result shows that the model can predict and classify more than two groups (as many as we want) with imprecise data so correct. پرونده مقاله
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        3 - بهینه سازی پرتفوی سهام با استفاده از رویکرد قابلیت اطمینان
        میر سید محمد محسن امامت پیام حنفی زاده
        هدف این پژوهش بهینه‌سازی پرتفوی سهام با در نظر گرفتن بازده احتمالی و تابع مطلوبیت سرمایه‌گذار در بورس اوراق بهادار تهران می‌باشد. بدین منظور از یک الگوریتم بازگشتی و دو مرحله‌ای استفاده شده است و یک تابع مطلوبیت به عنوان تابع عمومی الگوریتم احتمالی در نظر گرفته شده است. چکیده کامل
        هدف این پژوهش بهینه‌سازی پرتفوی سهام با در نظر گرفتن بازده احتمالی و تابع مطلوبیت سرمایه‌گذار در بورس اوراق بهادار تهران می‌باشد. بدین منظور از یک الگوریتم بازگشتی و دو مرحله‌ای استفاده شده است و یک تابع مطلوبیت به عنوان تابع عمومی الگوریتم احتمالی در نظر گرفته شده است. در این پژوهش با توجه به لیست 50 شرکت فعال که بطور فصلی توسط سازمان بورس اوراق بهادار اعلام و در طی بازه زمانی سال 1390 تا 1394 منتشر شده است، شرکت‌های برتر انتخاب شدند. با در نظر گرفتن بازدهی شرکت‌ها در دوره زمانی پنج ساله، بردار بازده و ماتریس کوواریانس تعیین و پس از حل الگوریتم پیشنهادی، پرتفوی بهینه ارائه شد. این پرتفوی، شامل سهام هفت شرکت ایران ترانسفو با وزن 15/0، بانک اقتصاد نوین با وزن 1/0، سایپا با وزن 15/0، سرمایه‌گذاری غدیر با وزن 15/0، فولاد مبارکه اصفهان با وزن 15/0، مخابرات ایران با وزن 15/0 و ملی صنایع مس ایران با وزن 15/0 می‌باشد. در این پژوهش کیفیت جواب الگوریتم پیشنهادی با داده‌های واقعی دوره بعد مورد مقایسه قرار گرفته است. نتایج پژوهش نشان از قدرت بالای الگوریتم دارد و روش ارائه شده تخصیص سرمایه را به شکل مناسبی انجام می‌دهد. پرونده مقاله
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        4 - The Improvement of System Reliability Optimization Model and Finding an Optimal Solution
        Seyed-Jafar Sadjadi Saeed Jafari
        When a production facility is designed, there are various parameters affecting the number machines such as production capacity and reliability. It is often a tedious task to optimize different objectives simultaneously. The other issue is the uncertainty in many design چکیده کامل
        When a production facility is designed, there are various parameters affecting the number machines such as production capacity and reliability. It is often a tedious task to optimize different objectives simultaneously. The other issue is the uncertainty in many design parameters which makes it difficult to reach a desirable solution. In this paper, we present a new mathematical model with two objectives. The primary objective function is considered to be the production capacity and the secondary objective function is total reliability. The proposed model is formulated on different units of production which are connected together in serial form and for each unit, we may have various machines. The resulted model is formulated using recent advances of robust optimization and solution procedure is analyzed with some numerical examples. پرونده مقاله
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        5 - The Improvement of System Reliability Optimization Model and Finding an Optimal Solution
        Seyed Jafar Sadjadi Saeed Jafari
        When a production facility is designed, there are various parameters affecting the number machines such as production capacity and reliability. It is often a tedious task to optimize different objectives simultaneously. The other issue is the uncertainty in many design چکیده کامل
        When a production facility is designed, there are various parameters affecting the number machines such as production capacity and reliability. It is often a tedious task to optimize different objectives simultaneously. The other issue is the uncertainty in many design parameters which makes it difficult to reach a desirable solution. In this paper, we present a new mathematical model with two objectives. The primary objective function is considered to be the production capacity and the secondary objective function is total reliability. The proposed model is formulated on different units of production which are connected together in serial form and for each unit, we may have various machines. The resulted model is formulated using recent advances of robust optimization and solution procedure is analyzed with some numerical examples. پرونده مقاله
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        6 - یکپارچه سازی پیک سفارش در انبار و توزیع به خطوط تولیدی جهت حداقل کردن هزینه با رویکرد الگوریتم وال انطباقی
        Amir Reza Ahmadi Keshavarz davood jaafari mehran khalaj Parshang Dokouhaki
        فرآیند پیکینگ در انبار, یکی از پرهزینه‌ترین فعالیت‌های لجستیکی محسوب می‌شود. توجه به جنبه های لجستیک داخلی‌با توجه به محدودیتها و منابع در دسترس در راستای کاهش هزینه ها با افزایش سطح توانایی‌سیستم های تغذیه مواد و قطعات به کنار خط حاصل خواهند شد. باتوجه به تأثیر زمان ات چکیده کامل
        فرآیند پیکینگ در انبار, یکی از پرهزینه‌ترین فعالیت‌های لجستیکی محسوب می‌شود. توجه به جنبه های لجستیک داخلی‌با توجه به محدودیتها و منابع در دسترس در راستای کاهش هزینه ها با افزایش سطح توانایی‌سیستم های تغذیه مواد و قطعات به کنار خط حاصل خواهند شد. باتوجه به تأثیر زمان اتمام عملیات پیک بر زمان آغاز عملیات توزیع و هزینه بر بودن تأخیر در آماده‌سازی سفارش، پژوهش حاضر برآن است تا مسئله جدیدی را در ارتباط با فرآیند یکپارچه پیک سفارشات در انبار و تحویل درموعد مقرر به کنار خطوط تولیدی، جهت حداقل‌کردن هزینه‌ها، با توجه به داده های یک شرکت خوردو سازی مورد بررسی قرار دهد. در این راستا یک مدل برنامه ریزی غیرخطی عدد صحیح، با هدف حداقل‌ نمودن هزینه‌های ناشی از تأخیر پیشنهاد شده ‌است. به منظور اعتبار سنجی مدل ، مسئله در ابعاد کوچک به روش دقیق حل شده است و سپس با توجه به NP-Hard بودن مسئله، در نمونه مسئله بزرگ از روش الگوریتم وال استفاده شده است. به منظور بهبود راه حل های بهینه با ایجاد تغییرات در الگوریتم اولیه و با طراحی الگوریتم وال انطباقی، با در نظر گرفتن هزینه و زمان بازدید از ایستگاه های کاری به عنوان تابع برازش ، مسئله بررسی شده است. جهت ارزیابی کارآمدی الگوریتم وال انطباقی پیشنهادی، نتایج با دو الگوریتم فراابتکاری ازدحام ذرات و گرگ خاکستری مقایسه شد. نتایج بررسی ها نشان دهنده عملکرد بهتر الگوریتم وال انطباقی پیشنهادی، نسبت به سایر روش های مورد بررسی بوده که موجب بهبود و کاهش هزینه ها شده است. پرونده مقاله
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        7 - Effects of Probability Function on the Performance of Stochastic Programming
        Mohammad Ebrahim Karbaschi Mohammad Reza Banan
        Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities. Depending on the nature of equations involved in the probl چکیده کامل
        Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities. Depending on the nature of equations involved in the problem, a stochastic optimization problem is called a stochastic linear or nonlinear programming problem. In this paper,a stochastic optimization problem is transformed intoan equivalent deterministic problem,which can be solved byany known classical methods (interior penalty method is applied here).The paper mainly focuseson investigatingthe effect of applying various probability functions distributions(normal, gamma, and exponential) for design variables. The following basic required equations to solve nonlinear stochastic problems with various probability functionsfor random variables are derived and sensitivity analyses to studythe effects of distribution function typesand input parameterson the optimum solution are presented as graphs and in tables by studyingtwoconsidered test problems. It is concluded that thedifference between probabilistic and deterministic solutions toa problem, when the normal distribution ofrandom variables isused, is very different fromthe results when gamma and exponential distribution functions are used. Finally, it is shownthat the rate of solution convergence tothe normal distribution is faster than the other distributions. پرونده مقاله
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        8 - Multiple Items Supplier Selection, Economic Lot-sizing, and Order Allocation Under Quantity Discount: A Genetic Algorithm Approach
        Getachew Basa Bonsa Till Becker Abdelkader Kedir
        The task at hand involves selecting the most suitable supplier(s), determining the optimal lot size, and allocating the total order quantities among the suppliers based on various selection criteria. However, this can become more complex when taking into account quantit چکیده کامل
        The task at hand involves selecting the most suitable supplier(s), determining the optimal lot size, and allocating the total order quantities among the suppliers based on various selection criteria. However, this can become more complex when taking into account quantity discount offers and transportation selection decisions in the selection and order allocation process. To address this challenge, this paper proposes an integrated approach that combines the Analytic Hierarchy Process (AHP) with a multi-objective mixed integer nonlinear program. The approach is designed for a multi-item, capacitated multi-supplier scenario, where the goal is to select suppliers, determine lot sizes, and allocate orders while taking into account unit quantity discounts and intermodal freight costs. The proposed approach aims to minimize costs and the percentage of rejected items, while maximizing the purchasing value. To solve this problem, an efficient genetic algorithm with problem-specific operators is utilized. پرونده مقاله
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        9 - 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
        In this paper the real-world occurrence of the multiple-product multiple-constraint single period newsboy problem with two objectives, in which there is incremental discounts on the purchasing prices, is investigated. The constraints are the warehouse capacity and the b چکیده کامل
        In this paper the real-world occurrence of the multiple-product multiple-constraint single period newsboy problem with two objectives, in which there is incremental discounts on the purchasing prices, is investigated. The constraints are the warehouse capacity and the batch forms of the order placements. The first objective of this problem is to find the order quantities such that the expected profit is maximized and the second objective is maximizing the service rate. It is assumed that holding and shortage costs, modeled by a quadratic function, occur at the end of the period, and that the decision variables are integer. A formulation to the problem is presented and shown to be an integer nonlinear programming model. Finally, an efficient hybrid algorithm of harmony search, goal programming, and fuzzy simulation is provided to solve the model. The results are illustrated by a numerical example. پرونده مقاله
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        10 - On Characterizing Solutions of Optimization Problems with Roughness in the Objective Functions
        S. A. Edalatpanah Hamiden Abd El- Wahed Khalifa Hashem Saberi Najafi
        Rough set theory expresses vagueness, not by means of membership, but employing a boundary region of a set. If the boundary region of a set is empty, it means that the set is crisp. Otherwise, the set is rough. Nonempty boundary region of a set means that our knowledge چکیده کامل
        Rough set theory expresses vagueness, not by means of membership, but employing a boundary region of a set. If the boundary region of a set is empty, it means that the set is crisp. Otherwise, the set is rough. Nonempty boundary region of a set means that our knowledge about the set is not sufficient to define the set precisely. In this paper, a rough programming (RP) problem is introduced where a rough function concept and its convexity and differentiability depending on the boundary region is studied. The RP problem is converted into two subproblems namely, lower and upper approximation problem. The Kuhn-Tucker. Saddle point of rough programming problem (RPP) is discussed. In addition, in the case of differentiability assumption the solution of the RP problem is investigated A numerical example is given to illustrate the methodology. پرونده مقاله
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        11 - Solution of optimal control problems using shifted chebyshev polynomial
        هاجر علیمراد
        This paper suggests a new and efficient method for solving linear quadratic optimal control problems. A shifted chebyshev matrix approach is implemented for solving this problem. In this method, the problem of optimal control changes into a problem of non-linear program چکیده کامل
        This paper suggests a new and efficient method for solving linear quadratic optimal control problems. A shifted chebyshev matrix approach is implemented for solving this problem. In this method, the problem of optimal control changes into a problem of non-linear programming which can be solved easily. The corresponding nonlinear programming problem will be solved using Matlab software to find the unknown coefficients which are related to the approximate solution. Numerical examples are also given in order to compare this new method with another one. پرونده مقاله
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        12 - A Dual-Objective Nonlinear Model for Network Design with NSGA Algorithm
        Bahar Khamfroush Mohamad Reza Akbari Jokar Keyhan Khamforoosh
        This study concerns the development of a nonlinear programming model capable of solving an adapted version of a single-objective nonlinear problem. The original problem was adapted via the inclusion of an additional constraint and term in the objective function. The res چکیده کامل
        This study concerns the development of a nonlinear programming model capable of solving an adapted version of a single-objective nonlinear problem. The original problem was adapted via the inclusion of an additional constraint and term in the objective function. The resultant aim is twofold: to optimize a three-level supply chain so as to decrease objective costs (such as shortage periods) while simultaneously increasing customer service levels. Demand is random and the inventory control system continuous. Lost sales due to urgent demand are assumed. After evaluating the formulated mathematical model, a metaheuristic algorithm is developed capable of determining the number of open distribution centers and allocating retailers to these centers. Experiments to evaluate the proposed method's performance are conducted on small to medium-sized problems. Results are compared against those of e-constraint and None Dominated Sorting Genetic Algoritms (NSGA2) (whose parameters are adjusted using the Taguchi method). Final results indicate the superiority of the proposed metaheuristic in comparison to other, competing approaches. پرونده مقاله
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        13 - A new statistical method for design and analyses of component tolerance
        Mohammad Mehdi Movahedi Mohsen Khounsiavash Mahmood Otadi Maryam Mosleh
        Tolerancing conducted by design engineers to meet customers’ needs is a prerequisite for producing high-quality products. Engineers use handbooks to conduct tolerancing. While use of statistical methods for tolerancing is not something new, engineers often use kno چکیده کامل
        Tolerancing conducted by design engineers to meet customers’ needs is a prerequisite for producing high-quality products. Engineers use handbooks to conduct tolerancing. While use of statistical methods for tolerancing is not something new, engineers often use known distributions, including the normal distribution. Yet, if the statistical distribution of the given variable is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters. The findings indicated that, when the distribution of the component data is unknown, the proposed method can be used to expedite the design of component tolerance. Moreover, in the case of assembled sets, more extensive tolerance for each component with the same target performance can be utilized. پرونده مقاله
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        14 - Reliability analysis of a robotic system using hybridized technique
        Naveen Kumar Komal Komal J. S. Lather
        In this manuscript, the reliability of a robotic system has been analyzed using the available data (containing vagueness, uncertainty, etc). Quantification of involved uncertainties is done through data fuzzification using triangular fuzzy numbers with known spreads as چکیده کامل
        In this manuscript, the reliability of a robotic system has been analyzed using the available data (containing vagueness, uncertainty, etc). Quantification of involved uncertainties is done through data fuzzification using triangular fuzzy numbers with known spreads as suggested by system experts. With fuzzified data, if the existing fuzzy lambda–tau (FLT) technique is employed, then the computed reliability parameters have wide range of predictions. Therefore, decision-maker cannot suggest any specific and influential managerial strategy to prevent unexpected failures and consequently to improve complex system performance. To overcome this problem, the present study utilizes a hybridized technique. With this technique, fuzzy set theory is utilized to quantify uncertainties, fault tree is utilized for the system modeling, lambda–tau method is utilized to formulate mathematical expressions for failure/repair rates of the system, and genetic algorithm is utilized to solve established nonlinear programming problem. Different reliability parameters of a robotic system are computed and the results are compared with the existing technique. The components of the robotic system follow exponential distribution, i.e., constant. Sensitivity analysis is also performed and impact on system mean time between failures (MTBF) is addressed by varying other reliability parameters. Based on analysis some influential suggestions are given to improve the system performance. پرونده مقاله
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        15 - A goal geometric programming problem (G2P2) with logarithmic deviational variables and its applications on two industrial problems
        Payel Ghosh Tapan Kumar Roy
        A very useful multi-objective technique is goal programming. There are many methodologies of goal programming such as weighted goal programming, min-max goal programming, and lexicographic goal programming. In this paper, weighted goal programming is reformulated as goa چکیده کامل
        A very useful multi-objective technique is goal programming. There are many methodologies of goal programming such as weighted goal programming, min-max goal programming, and lexicographic goal programming. In this paper, weighted goal programming is reformulated as goal programming with logarithmic deviation variables. Here, a comparison of the proposed method and goal programming with weighted sum method is presented. A numerical example and applications on two industrial problems have also enriched this paper. پرونده مقاله
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        16 - A fuzzy random multi-objective approach for portfolio selection
        M.B Aryanezhad H Malekly M Karimi-Nasab
        In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporatin چکیده کامل
        In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. Then a novel interactive approach is proposed to determine the preferred solution. Finally a numerical example is presented to illustrate the proposed model. پرونده مقاله