meta-heuristic algorithms
Ebrahim Farbod; Alireza Hamidieh
Abstract
Purpose: The purpose of this study is to explain the impact of green supply chain on economic performance, emphasizing the mediating role of green innovation, environmental management and quality management in companies listed on the Tehran Stock Exchange.Methodology: In this research, the multivariate ...
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Purpose: The purpose of this study is to explain the impact of green supply chain on economic performance, emphasizing the mediating role of green innovation, environmental management and quality management in companies listed on the Tehran Stock Exchange.Methodology: In this research, the multivariate perceptron neural network approach and modeling of variance-based structural equations in SPSS26 and SmartPls3.3.3 software have been investigated.Findings: The results show that green supply chain management affects economic performance and increases green innovation, environmental management and quality management of economic performance. The establishment of a green supply chain has led to the observance of environmental requirements, and by observing environmental requirements, labor productivity is improved through specialized training of employees.Originality/Value: In previous studies have not considered the pros and cons of the relationship between environmental management and labor productivity. In this study, according to the selection of companies listed on the Tehran Stock Exchange during the covid-19 period and the statistical sample selected by systematic elimination method and available sampling, these views were examined. Also, in the research method, most researches have only fitted the model with structural equations and regression equations, while in this research, the proposed model fits with multilayer perceptron neural network method and variance-based structural equations and finally to evaluate the performance prediction comparison model. Economically, the root mean square error index is used
Optimization in science and engineering
Fatemeh Babakordi
Abstract
Since the problems of everyday life are relative , so far various tools such as fuzzy sets, intuitive fuzzy sets, etc. have been expressed to express these ambiguities in mathematical modeling. In 2009, Torra introduced a new horizon for the discussion of hesitant fuzzy sets to discuss issues that are ...
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Since the problems of everyday life are relative , so far various tools such as fuzzy sets, intuitive fuzzy sets, etc. have been expressed to express these ambiguities in mathematical modeling. In 2009, Torra introduced a new horizon for the discussion of hesitant fuzzy sets to discuss issues that are uncertain about decision making. In the course of his work, the quantitative and qualitative expansion of uncertain fuzzy sets is discussed. In this article, for the purpose of introducing more researchers to hesitant fuzzy sets, we review the types of hesitant fuzzy sets such as dual uncertain fuzzy sets, generalized hesitant fuzzy sets, and so on.
Numerical Optimization
Abbas Parchami; Majid DoostMohammadi; Mashaaallah Mashinchi
Abstract
Newton's method, which is also known as the Newton Raphson algorithm, as one of the most efficient numerical methods in mathematics, is known as a method and approach for the root approximation of nonlinear equations. After reviewing and interpretation of this method, one of the most widely used in the ...
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Newton's method, which is also known as the Newton Raphson algorithm, as one of the most efficient numerical methods in mathematics, is known as a method and approach for the root approximation of nonlinear equations. After reviewing and interpretation of this method, one of the most widely used in the statistics, i.e. estimation of the unknown parameters by maximum likelihood method is presented in this paper. To facilitate the transfer of concepts, the article includes several different numerical examples and computer programs.
stochastic/Probabilistic/fuzzy/dynamic modeling
Akbar Dehghan Nezhad; Nasim Daryani
Abstract
Purpose: In Islamic architecture, using arches to build dome-shaped buildings has been very common. So, the research on building the domes of shrines and mosques is undoubtedly directed at studying the arches of those buildings. In this article, we will investigate and geometrically model the domes from ...
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Purpose: In Islamic architecture, using arches to build dome-shaped buildings has been very common. So, the research on building the domes of shrines and mosques is undoubtedly directed at studying the arches of those buildings. In this article, we will investigate and geometrically model the domes from the perspective of differential geometry and as a rotating surface. We try to present the scientific connection between the art of architecture and differential geometry in a way that interests experts in both architectural and mathematical trends.Methodology: In architecture, the dome is the product of a productive cycle around the vertical axis. This interpretation is equivalent to the definition of the rotating procedure (generating curve) in the subject of differential geometry. Special methods can obtain the generator curve. At first, according to the drawing method, we parametrize half of the arch in the Euclidean xoz plane according to the length of the dome opening and then rotate the resulting curve (or the generating curve) around the vertical z-axis. The method of conducting this research is quantitative and includes calculations related to the types of domes, and its type can be considered descriptive research.Findings: We found a significant link between the mathematics that governs domed buildings and the productive arch.Originality/Value: Considering the multitude of types of arches in architecture, in this article, after stating some necessary definitions of differential geometry, in addition to presenting the method of drawing each arch, we will only bring the calculations related to the types of arches with legs, horned goats, five-o-seven and shamrocks. Ultimately, we will implement our calculations on the dome of Juma Mosque in Ardabil.
supply chain management analyzing/modelling
Javid Ghahremani Nahr; Mehrnaz Bathaee
Abstract
Purpose: In this paper, a humanitarian logistics network is designed considering the purchase contract in conditions of uncertainty. Due to the importance of such networks in the event of unforeseen events, the designed model seeks to determine the central and local warehouses as well as shelters to ...
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Purpose: In this paper, a humanitarian logistics network is designed considering the purchase contract in conditions of uncertainty. Due to the importance of such networks in the event of unforeseen events, the designed model seeks to determine the central and local warehouses as well as shelters to transport the injured. Also, determining the optimal amount of inventory and the correct way of transferring items and injured are other network decisions. In this article, the contract for purchasing items before and after the accident is concluded with suppliers in order to supply raw materials to the severity of the accident.Methodology: Due to the uncertainty in the model, the robust optimization method is used to control the uncertainty, and due to the NP-Hardness of the model, the new Gray Wolf-Genetics Algorithm (GGWA) is used to solve the model.Findings: The results show that contract operation has reduced the costs of the entire humanitarian logistics network. The comparison of the means of the objective function and the computational time shows the high speed of the GGWA algorithm in finding near-optimal solutions compared to the PSO and GA algorithms.Originality/Value: In this paper, a new model of humanitarian supply chain network has been designed, which has obtained very favorable results from the problem using the GGWA algorithm in the shortest time.
Mathematical Optimization Models
Leila Torkzadeh
Abstract
Purpose: Providing an analytical approach to minimize risk to a situation that traders deal with model risk, as a financial risk arises by choosing an approximation model, for the underlying securities status in financial estimates.Methodology: Improving the standard binomial pricing model and using ...
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Purpose: Providing an analytical approach to minimize risk to a situation that traders deal with model risk, as a financial risk arises by choosing an approximation model, for the underlying securities status in financial estimates.Methodology: Improving the standard binomial pricing model and using the equivalence portfolio mechanism in a particular incomplete market situation which traders are uncertain about the actual status space of the stock binomial process.Findings: From a research aspect, a model of approximation was provided and generalized with different hypotheses that minimizes the risk of the model for pricing call options. From an applied practical aspect, the results give to financial institutions the outlook to predict a mechanism to moderate excessive volatilities in the markets related to options.Originality/Value: The study of the model risk is performed by maintaining the simple framework and elegance of the binomial model and then it is proved that by defining the optimality in the sense of minimum mean-square errors, the choice of an optimal approximation model is possible. In addition, the implementation and efficiency of the method for the multi-period model are explained.
Numerical Optimization
Nooshin Hakamipour
Abstract
Purpose: In this paper k- level constant stress accelerated life test under Type-I progressive censoring for Lomax distribution with non-constant shape and scale parameters is investigated. The purpose of this paper is to estimate the model parameters using the EM algorithm and optimize the test design.Methodology: ...
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Purpose: In this paper k- level constant stress accelerated life test under Type-I progressive censoring for Lomax distribution with non-constant shape and scale parameters is investigated. The purpose of this paper is to estimate the model parameters using the EM algorithm and optimize the test design.Methodology: Life testing often consumes a very long time for testing and this is a fundamental problem in test design. This problem is solved by accelerated life tests. There is a recommended method for reducing the time of failure, such that the stress level of the test units will increase and then they will fail earlier than normal operating conditions. Therefore, these approaches reduced the running time. In this paper, the k-level constant stress accelerated life test under progressive Type-I censoring used. The Expectation-Maximization (EM) algorithm is used to determine the maximum likelihood estimates of the unknown parameters. This algorithm is a very powerful tool in handling the incomplete data problem. Two different criteria used to optimize the test plan. And the effect of the sample size, number of stress levels and inspection and the intermediate censoring proportion are assessed on the design efficiency.Findings: based on the simulation study and a real data set, it is demonstrated that the EM estimator is good. Also, under the optimization criterion II, a more efficient test was obtained than the optimization criterion I. In addition, the small sample size, the small number of stress levels, the small number of inspections and the large intermediate censoring proportion lead to a more efficient test.Originality/Value: In this paper, the periodic inspection is used to collect lifetime data. Although continuous is an ideal mode. But sometimes due to technical limitations and/or budgetary constraints, the continuous inspection is not possible in practice and the experimenter has to use the periodic inspection. In this case, the exact times of test units may not be available and only the failure counts are collected at certain time points during the test. Also, in this paper, we assumed that both scale and shape parameters to be log linear model by operating stress
Data Envelopment Analyses
Mohammad Afzalinejad; Neda Afzalinejad
Abstract
Purpose: The paper addresses the star network structures with centralized management and provides models for evaluating the performance of such structures. Despite the wide range of applications and importance, such structures have not been studied in data envelopment analysis before.Methodology: The ...
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Purpose: The paper addresses the star network structures with centralized management and provides models for evaluating the performance of such structures. Despite the wide range of applications and importance, such structures have not been studied in data envelopment analysis before.Methodology: The Data Envelopment Analysis (DEA) method is used for modeling the problem, and a two-level method for efficiency evaluation is proposed.Findings: The proposed models are developed in both multiplicative and envelopment forms. The required formulas for efficiency decomposition and benchmarking are provided. Some results are proved by mathematical discussions and numerical experimentation.Originality/Value: The star structure is seen in many real-world applications. A new method for modelling and evaluation of such structures is introduced and established. The proposed technique, discussions and analytical examinations have a significant contribution to the field of data envelopment analysis and its applications.
Optimization in science and engineering
Saeid Rezaie moghadam; Aslan Doosti
Abstract
Purpose: The present study concludes that by designing and presenting a mathematical model of multi-objective cogeneration production planning, multi-stage products for several periods in the reverse supply chain under uncertainty conditions were presented using a genetic meta-heuristic algorithm.Methodology: ...
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Purpose: The present study concludes that by designing and presenting a mathematical model of multi-objective cogeneration production planning, multi-stage products for several periods in the reverse supply chain under uncertainty conditions were presented using a genetic meta-heuristic algorithm.Methodology: The first objective function of the model is to minimize costs, the second objective function is to maximize the quality of products in the supply chain, and the third and fourth objective functions are to minimize the total weight of the maximum shortage among customers and to maximize the total weight of the minimum supply. Goods from suppliers. In this model, the first and second objective functions are designed in the case of uncertainty- possible fuzzy stability by Malvey method based on scenario writing.Findings: The results of solving the proposed applied mathematical model developed by coding in MATLAB software were approved by the officials of Borujen Strong Stream Concrete Company, which are given in Tables (16) and (17).Originality/Value: What is important in designing this model, which is formulated in a non-linear programming and has not been observed in similar studies, is the existence of a reconstruction center and a maintenance center and considering target functions for customer and supplier satisfaction and also paying attention to product quality. Suppliers and the product produced by the manufacturer.
Robust optimization
Fahimeh Baroughi; Soudabeh Seyyedi Ghomi
Abstract
In this paper the robust path centdian problem is investigated on tree networks with the same interval vertex weights for the both path center and path median problems. The used objective function in this paper is the simple sum of path median and path center problems. In the past research works the ...
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In this paper the robust path centdian problem is investigated on tree networks with the same interval vertex weights for the both path center and path median problems. The used objective function in this paper is the simple sum of path median and path center problems. In the past research works the vertex weights for the both path median and path center location problems are disjoint. The used approach to compute the robust solution is the minmax regret criterion. In this method for any selected path on the tree, the maximum value of regret is minimized for all possible events of vertex weights. Using the minmax regret criterion, an algorithm with O(n^5) time complexity is presented to obtain a robust solution of the robust path centdian problem on tree networks. In this paper using the worst case scenarios for the path median and path center we obtain the worst case scenarios of robust centdian problem. Then we obtain a robust solution for this problem.
stochastic/Probabilistic/fuzzy/dynamic modeling
Alireza Hajihosseini; Ali Payan; Ali Salari
Abstract
One of the most important tasks of an organization manager is to evaluate the performance of the units within the organization because only the performance evaluation can inform the manager about the extent to which the organization has stepped toward the goals established to achieve it so that the manager ...
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One of the most important tasks of an organization manager is to evaluate the performance of the units within the organization because only the performance evaluation can inform the manager about the extent to which the organization has stepped toward the goals established to achieve it so that the manager can identify weaknesses, and poor performance of his organization take corrective action and improve the performance of his organization. In this regard, this study has evaluated accurately and inaccurately the relative performance of 11th-grade nongovernmental schools in Sistan and Baluchestan province. There are various methods for assessing the performance of organizations. One of the most important of these methods is data envelopment analysis technique which by comparing the efficiency of organization units with each other separates efficient units from inefficient units. Selection of inputs and outputs in this study was done according to similar research and interviews with experts. In this study, the relative efficiency of 55 of 11th grade nongovernmental Schools in Sistan and Baluchestan province was calculated by using data envelopment analysis for the academic year 1395-1396 and the efficient and inefficient units were identified, then the performance of these schools is presented by a fuzzy interval based on the technical efficiency and the subjective efficiency and finally ranked.
Financial modeling
Ebrahim Mirmohammadi; Mehdi Madanchi Zaj; Hossein Panahian; Hossein Jabbary
Abstract
Purpose: Risk parity is one of the stock portfolio selection models that has received a lot of attention since the US national financial crisis in 2008. The philosophy of this model is to allocate an equal amount of portfolio risk between the assets. In the present study, the portfolio selection model ...
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Purpose: Risk parity is one of the stock portfolio selection models that has received a lot of attention since the US national financial crisis in 2008. The philosophy of this model is to allocate an equal amount of portfolio risk between the assets. In the present study, the portfolio selection model is introduced which is a combination of risk parity portfolio and factor analysis with the Markov regime-switching framework.Methodology: The portfolio selection model is introduced which is a combination of risk parity portfolio and factor analysis with the Marko. Regime-switching framework approach. Markov regime switching helps to make the covariance matrix in the objective function of the risk equality model dependent on the state variable and increase the stability of the portfolio. At the beginning of each investment period, the state variable is determined and the asset covariance matrix is calculated based on it and used in the risk equality modelFindings: The research portfolio consisting of 8 industries from the Tehran Stock Exchange in the period 1390 to 1399 shows that this portfolio has a higher sharp ratio than the mean-variance and equally weighted portfolios in market declines, it is more durable and produces less damage.Originality/Value: The innovation and importance of research is robustness of risk parity portfolio by considering the covariance matrix parameter with factor analysis in Markov regime-switching framework. Thus, it is expected that in different market situations, expectations from the stock portfolio will be more consistent with reality and less losses will be produced in market declines.
Multi-Attribute Decision Making
Sahar Esmaeili; Kiamars Fathi Hafshejani; Changiz Valmohammadi; Ali Akbar Haddadi Harandi
Abstract
Purpose: This article seeks to provide a flexible structure for the learning organization tailored to the conditions of Iranian schools. Using this structure, schools, as an educational organization, facilitate innovation and effectiveness in the face of an ever-changing environment. Also, teaching human ...
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Purpose: This article seeks to provide a flexible structure for the learning organization tailored to the conditions of Iranian schools. Using this structure, schools, as an educational organization, facilitate innovation and effectiveness in the face of an ever-changing environment. Also, teaching human values and principles of education help students become people who live in a healthy and civilized way in a world rich in future technologies.Methodology: This paper uses multi-criteria decision-making methods and fuzzy techniques such as fuzzy Delphi and DEMATEL and ANP techniques to provide an executive and operational framework in school learning organizations.Findings: The results show the structures of the learning organization, the skills of the learning organization, and the technologies of the learning organization as the main criteria of the learning organization in Iranian schools, respectively. Also, reinforcing leadership sub-criteria, knowledge management technology, personal abilities, and subjective models with the nature of cause play a crucial role in forming learning organizations in schools.Originality/Value: Researchers have identified the way for Iran to achieve the economic goals envisaged in the Iran Vision 2025 document, the transformation of Iranian organizations into learning organizations. However, the study of databases such as Irandak, scientific information of Jihad Daneshgahi, and the citation database of sciences of the Islamic world shows that limited efforts have been made in this direction, especially in schools in Iran. Without focusing on why and what the learning organization is, this article, using the dimensions and criteria introduced for the learning organization, points out how to provide a flexible structure for the learning organization appropriate to the conditions of Iranian schools.
stochastic/Probabilistic/fuzzy/dynamic modeling
Hossein Mohajer; Afshin Fayyaz Movaghar
Abstract
Purpose: Deciding on the existence of the mean reversion property in financial data has attracted the attention of many researchers, and different tests have been proposed to evaluate the presence of this feature in the data. However, due to the highly variable nature of financial markets in different ...
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Purpose: Deciding on the existence of the mean reversion property in financial data has attracted the attention of many researchers, and different tests have been proposed to evaluate the presence of this feature in the data. However, due to the highly variable nature of financial markets in different time periods, each of these tests generally presents different results and on the other hand, detailed theoretical analyzes have not been performed on how to identify the points of mean reversion at each moment of the process. In this study, a method was proposed to identify the mean reversion points in financial data. This method can be used as a decision criterion for entering or leaving the market in swing trading strategies.Mthod: The historical data on the price of gold (Oz), Bitcoin, EURUSD ratio, Tehran Stock Exchange index, exchange rate (Dollar) and the price of gold coins during the period 2013-2020 and Ethereum during 2016-2020 were collected and analyzed. First, the hypothesis of mean reversion was tested through augmented Dickey-Fuller and Hurst exponent tests and in order to identify the points of mean reversion at each moment of the process path, the maximum values of the difference of data with its moving average value were modeled through the Gumbel distribution.Findings: The results showed that Dickey Fuller and Hurst exponent tests provide different results in detecting this feature. Also, the results by estimating 95% quantile of the distribution showed that detection of these points using the quantile of the extreme value distribution (Gumbel) was correct in at least 47.78% (57.5% excluding Bitcoin) and at most 92.85% of the detected points. The results of the prop test for evaluating the accuracy of detected points showed that the detection of these points in the process is not random and the proposed theory for the identification of these points works well. Optimization of results based on further analysis is also expected.Conclusion: Recognition of successive mean reversion points can be considered a sign of the formation of price bubbles in capital markets. Therefore, the extreme values distribution in consecutive maximums of the price difference from the trend can also be a suitable distribution to detect bubble formation.
Optimization in science and engineering
Nazila Adabavazeh; Mehrdad Nikbakht; Reza Tavakkoli-Moghaddam
Abstract
Purpose: Extent of an application and importance of a welding industry and economic opportunities of this industry need to develop appropriate strategies to pave the way for the economic growth as a strategic industry with sustainable competitive advantage. The high cost of the gas tungsten arc welding ...
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Purpose: Extent of an application and importance of a welding industry and economic opportunities of this industry need to develop appropriate strategies to pave the way for the economic growth as a strategic industry with sustainable competitive advantage. The high cost of the gas tungsten arc welding (GTAW) process in a welding industry due to the advantages of excellent welding quality and low complexity of this process requires management. Therefore, careful study and evaluation in the correct use of the GTAW process with financial resources seems to be very necessary. Modeling leads to efficient decision making along with competitive advantage in strategic planning. Today, by planning, sustainability goals and considerations can also be achieved in addition to achieving economic goals.Methodology: In this study, a linear programming model for the problem of minimizing the cost of the GTAW process according to different automatic or manual conditions is presented by a skilled welding operator. GAMS software is used to solve the problem and validate the proposed model. Finally, to evaluate the applicability of the model, four scenarios of the case study are solved and explained as well as sensitivity analysis.Findings: The results show that from an economic point of view, the proposed model can reduce costs and increase efficiency and customer satisfaction. The proposed approach leads to the improvement of the shielded tungsten arc welding process and the increase of management insight.Originality/Value: Mathematical cost modeling can provide a comprehensive analysis of management decisions. The cost minimization model helps managers to understand the cost structure and behavior. Considering the scope of welding application, minimizing the costs of this activity will lead to a reduction in the total cost of an industry
supply chain management analyzing/modelling
Taher Kouchaki Tajani; Ali Mohtashami; Maghsoud Amiri; Reza Ehtesham Rasi
Abstract
Purpose: This paper aimed to design a robust blood supply chain model that includes the stages of collection, processing and distribution of blood and blood products taking into account the lifespan and age of demand, which seeks to reduce supply chain costs and reduce the shortage and waste of blood ...
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Purpose: This paper aimed to design a robust blood supply chain model that includes the stages of collection, processing and distribution of blood and blood products taking into account the lifespan and age of demand, which seeks to reduce supply chain costs and reduce the shortage and waste of blood products.Methodology: In this paper, MINLP method is used to model the research problem and in order to face the uncertainty in the problem parameters, the MPFRP method based on fuzzy data is proposed. The designed model was first evaluated for validation with numerical examples in small and large size and using real data in a case study in GAMS software?Findings: Using numerical examples and real data, the output indicates the performance of the proposed model. The output also had acceptable flexibility in the face of uncertainty in the parameters of the research model.Originality/Value: In this study, in order to reduce the shortage of blood products in situations where blood product is not available in the same group as the requested blood product, the ABO-RH adaptability principle has been used to replace the received demand with a compatible inventory. And also, to deal with uncertainty in uncertain parameters in the supply chain a solution based onmixed possibilistic-flexible robust programming is proposed.
Scheduling Modeling
Haed Tavakkoli-Moghaddam; Seyed Hesamoddin Zegordi; Mohammad Reza Amin-Nasseri
Abstract
Purpose: This paper proposes several innovative approaches to model evaluation after obtaining the reinforcement learning model of scheduling with predictive maintenance. To train this model, its reward and loss function must be determined according to the conditions of the workshop environment.
Methodology: ...
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Purpose: This paper proposes several innovative approaches to model evaluation after obtaining the reinforcement learning model of scheduling with predictive maintenance. To train this model, its reward and loss function must be determined according to the conditions of the workshop environment.
Methodology: This learning model is examined in different modes of work entry into the workshop and the results obtained from other scheduling methods show better outputs.
Findings: The predictive maintenance model is evaluated by four learning methods and the quality of these models is examined. By selecting and adding the best machine failure model to the scheduling reinforcement learning model, the instant tasks entered into the workshop are assigned to the machines. By comparing the proposed method with the previous ones, the best performance is found and shown.
Originality/Value: One of the innovations of this paper is to provide a definition of the reward function for the issue.
Data Envelopment Analyses
Gholamreza Panahandeh Khojin; Abbas Toloie Ashlaghi; Mohamad Ali Afshar Kazmi
Abstract
The purpose of this study is to combine two methods of data envelopment analysis and neural network in order to provide an optimal model for ranking inefficiency factors in the Iranian banking industry. First, through the study of theoretical foundations and interviews with banking experts, efficiency ...
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The purpose of this study is to combine two methods of data envelopment analysis and neural network in order to provide an optimal model for ranking inefficiency factors in the Iranian banking industry. First, through the study of theoretical foundations and interviews with banking experts, efficiency evaluation indicators in the banking industry were identified and finalized. In order to evaluate the efficiency of the units in the statistical population of the study, data envelopment analysis technique was used, especially the modified goal programming data envelopment analysis model, which was identified from 32 managements, 3 efficient managements and 29 inefficient managements. Then, the branches of inefficient management were evaluated and using the information of inefficient branches, the neural network matrix was prepared to identify the causes of inefficiency and the results were analyzed with different neural network models. The model with the lowest mean square error will be selected as the optimal model to determine the inefficiency factors. As a result, the self-organized mapping model with hyperbolic tangent transfer function and 0.9 momentum training rule was selected. By analyzing the sensitivity of this method, the indicators of provincial liquidity share, personnel distribution and operating costs were selected as the most important factors of inefficiency.
stochastic/Probabilistic/fuzzy/dynamic modeling
Mohamad Sharifzadegan; Tahmourth Sohrabi; Ahmad Jafarnejad Chaghoshi,
Abstract
Purpose: The complex conditions prevailing in the industries and the increasing costs of production equipment and machinery and competitiveness in gaining market share, show the role and importance of production planning and maintenance with other parts of the industry. Integrating such decisions can ...
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Purpose: The complex conditions prevailing in the industries and the increasing costs of production equipment and machinery and competitiveness in gaining market share, show the role and importance of production planning and maintenance with other parts of the industry. Integrating such decisions can take fundamental steps to reduce costs and increase quality. Maintaining and creating the continuity of production activities depends on accurate and correct planning of production, maintenance activities and how to support these processes. The need for integration and coherence in the simultaneous planning of such activities causes a lack of rework and parallel work and obstacles and delays and inconsistencies at different levels of production.Methodology: In this research, a two-objective mathematical model of production planning and repairs with limited resources is presented in conditions of uncertainty.Findings: The results of comparing accurate and meta-innovative solutions show the improvement in the company's products and the optimal use of material and human resources. Sensitivity analysis also shows that the failure rate of the machine before and after preventive maintenance has a great impact on the value of the objective function of the mathematical model. The results show that the average error of the ant algorithm is only 3%. This is while the average solving time in GAMZ is 45,000 seconds, while the average solving time of the ant algorithm is about 354 seconds.Originality/Value: This shows that the ant algorithm has a very small amount of error with much less time and therefore the efficiency of this solution method can be well explained.
Data mining and related topics
hassan khademi zare; atena moghimi; mohammadsaleh owlia; Davood Shishebori
Abstract
Nowadays, it is obvious that media has a dramatic role in people's lives. Among all types of media, TV can still be powerful if it tries to know its audience and uses creative management. A management that considers the interests of the media and the audience as one is effective.To achieve this goal, ...
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Nowadays, it is obvious that media has a dramatic role in people's lives. Among all types of media, TV can still be powerful if it tries to know its audience and uses creative management. A management that considers the interests of the media and the audience as one is effective.To achieve this goal, we should look for solutions to increase media influence by analyzing the audience and the programs together.In this article, we used innovative joint clustering of audiences based on demographic characteristics and characteristics of television programs. Solutions are provided for members of each cluster in order to increase media influence. The data was obtained from a researcher-made questionnaire and a sample of 390 related experts and people of Yazd.According to the demands of the audience during watching peaks, the managers of Yazd’s local TV channel have to review their broadcast schedule and use the solutions provided in this article on their agenda. Evaluating the quality of clustering shows its suitable structure. The proposed solutions have been validated according to the opinions of media experts and the degree of result’s compliance with the sources related to the research topic.In this article, due to a new technique called joint clustering, the audience is clustered hierarchically and simultaneously based on demographic characteristics and television programs. in addition, the solutions are provided for members in each cluster to increase media influence.
Data Envelopment Analyses
Mohammad Kachouei; Ali Ebrahimnejad; Hadi Bagherzadeh Valami
Abstract
Purpose: In classical data envelopment analysis models, a production system for measuring performance is considered as a black box and no attention is paid to the internal structure of decision-making units in the process of evaluation performance. However, it is important to consider the internal structure ...
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Purpose: In classical data envelopment analysis models, a production system for measuring performance is considered as a black box and no attention is paid to the internal structure of decision-making units in the process of evaluation performance. However, it is important to consider the internal structure of the units to identify sources of inefficiency to calculate efficiency. On the other hands, the observed values of input and output data in real world problems are sometimes imprecise and vague. Therefore, in this paper, the network data envelopment analysis model is used in order to evaluate the performance of decision-making units with a two-stage structure in a fuzzy environment in which input and output values are displayed in terms of triangular fuzzy numbers.Methodology: To solve the fuzzy two-stage data envelopment analysis model, the fuzzy arithmetic approach is used and a lexicographic optimization method for calculating the fuzzy efficiency of processes and the fuzzy efficiency of the system is proposed.Findings: The main advantage of the proposed approach over the exsiting approaches is that it solves fewer models for finding fuzzy efficiency.Originality/Value: The application of the proposed model is explained by evaluating the performance of 24 insurance companies.
Scheduling Modeling
Parham Soofi; Mehdi Yazdani; Maghsoud Amiri; Mohammad Amin Adibi
Abstract
Purpose: One of the most important issues in the field of production scheduling, which has recently received much attention from researchers, is Dual Resource Constrained Flexible Job Shop Scheduling Problem (DRCFJSP). To deal with unexpected disruptions such as machine breakdowns, the job schedule must ...
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Purpose: One of the most important issues in the field of production scheduling, which has recently received much attention from researchers, is Dual Resource Constrained Flexible Job Shop Scheduling Problem (DRCFJSP). To deal with unexpected disruptions such as machine breakdowns, the job schedule must be robust so that in the event of a malfunction, the job schedule works properly and deviate less from the optimal solution. The purpose of this paper is to study the DRCFJSP problem with possible scenarios of machine failure or workshop disruption.Methodology: In solving the under-studied problem, the assignment of jobs and the sequence of operations on each machine should be done in such a way that under any possible scenario, the maximum completion time is minimized so that the weight combination of system performance in average mode, system performance in worst mode, the penalty for violating the time window constraints of the due dates and the variance of the objective function value is optimal according to different scenarios. For this purpose, a Robust Scenario-based Stochastic Programming (RSSP) model based on a mixed integer linear programming model has been presented for this problem and has been solved by Gams software for validation in small and medium-sized problems. Also, due to the Np-hard nature of this problem, a meta-heuristic method based on Genetic Algorithm (GA) is proposed for solving the large-sized problems. Also, the results of a case study in Alborz Yadak company related to the problem of the research are reported in the article.Findings: The results of the proposed RSSP model indicate that GAMS software is able to solve these problems up to medium sizes in an acceptable time and achieve a controlled and robust solution. Numerical results also show the proper performance of the proposed GA as an alternative to solve the RSSP model in the large-sized problems.Originality/Value: In this paper, DRCFJSP problem is studied with possible scenarios of machine failure or disruption in the workshop. Also, a RSSP model according to the mixed integer linear programming formulation and a meta-heuristic Algorithm have been presented for mentioned problem in this article.
Multi-Attribute Decision Making
Masoomeh Azizi Nafteh; Mahmoud Shahrokhi
Abstract
Purpose: Provide a way to consider the validity of the opinions of each expert in the COPRAS multi-criteria group decision-making process using the concepts of type 2 interval and punctual fuzzy sets.Methodology: The proposed method uses general (punctual) type 2 fuzzy numbers to express the values ...
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Purpose: Provide a way to consider the validity of the opinions of each expert in the COPRAS multi-criteria group decision-making process using the concepts of type 2 interval and punctual fuzzy sets.Methodology: The proposed method uses general (punctual) type 2 fuzzy numbers to express the values of the experts' options, as the confidence degree noted by the secondary membership degrees. The analyst uses the resulting decision matrix and calculates the overall confidence level using the criteria' alternatives scores. The proposed approach obtains a balanced weight matrix by multiplying the scores of each criterion and its weight. The model calculates the credibility of the superiority of each alternative, finds the final alternative utility, and finally selects the optimal solution.Findings: The numerical example results show that the proposed method improves the Coopers fuzzy multi-criteria group decision problem using punctual type 2 fuzzy sets.Originality/Value: The use of punctual type 2 fuzzy sets to express the validity of each expert's opinion from the researcher's point of view, in addition to flexibility, also increases the quality of the response.
Game Theory
Mohammad Tabrizian; Hosein Seifi; Mohamad Kazem Sheikh-al-Eslami; Hamidreza Shahmirzad
Abstract
Purpose: Finding the best situation for the expected profit by each of the participants (players) in the secondary auction market of financial congestion transmission rights.Methodology: From the point of view of game theory, finding at least one Nash equilibrium point for this competition takes into ...
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Purpose: Finding the best situation for the expected profit by each of the participants (players) in the secondary auction market of financial congestion transmission rights.Methodology: From the point of view of game theory, finding at least one Nash equilibrium point for this competition takes into account the various constraints of the secondary auction market.Findings: This paper study the issue of financial transmission congestion contracts then uses the game theory to analyze the short-term (weekly) secondary FTR markets, in which the players manage the transmission risk through optimal biddings.Originality/Value: Congestion risk management is one of the most important topics of transmission network management in restructured power systems and electricity markets in the world, especially markets based on regional or local pricing, whose main tool is transmission financial contracts. In the other scientific articles published so far, mainly the modeling and analysis of the primary auction markets of transission congestion financial rights have been discussed, and the secondary auction markets of these contracts, which have a different pattern, have not been scientifically analyzed. The main innovation of this article is to pay attention to this issue using application of game theory.
Data Envelopment Analyses
Elham Zaker Harofteh; Faranak Hosseinzadeh Saljooghi
Abstract
Purpose: In this paper, the combined model for determining capacity utilization by considering inputs and outputs based on efficiency is discussed and the loss due to the lack of suitable use of capacity utilization is also calculated.
Methodology: The current research is practical in terms of ...
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Purpose: In this paper, the combined model for determining capacity utilization by considering inputs and outputs based on efficiency is discussed and the loss due to the lack of suitable use of capacity utilization is also calculated.
Methodology: The current research is practical in terms of the type of purpose and fundamental in terms of the type of study. The capacity utilization evaluation method is based on data envelopment analysis model which is suitable for evaluating efficiency and function and it also has the ability to designate the capacity utilization. In the present models, the capacity utilization evaluation method is stated by assuming the possibility of changing all inputs/outputs with a multiplicative constant (Radial model) or assuming a distinct change in all factors affecting production. But in reality, some inputs/outputs might change radially and some of them non-radially in organizations and companies. In this article, a new model is submitted to designate the capacity utilization. It measures the capacity utilization simultaneously in the presence of radial and non-radial factors; furthermore, it has the ability to detect losses caused by any of the items such as the price of outputs/inputs or amount of output deficit and input surplus and it is a suitable model for evaluating the capacity utilization in practical and real issues.
Findings: The proposed approach in this article combines the points of the CCR radial model and the SBM non-radial model with the aim of determining capacity utilization and not just measuring efficiency, and with its help, we can evaluate the capacity utilization with the presence of non-radial data in addition to the radial data. In a case study of twelve hospitals with a fixed input of a doctor, and a variable input of a nurse and two outputs of outpatients and inpatients, it was observed that by eliminating the variable inputs in the presence of radial and non-radial outputs, there is no improvement in efficiency. On the other hand, the results show that some hospitals should improve the use of their capacity, and in some hospitals, by increasing the number of nurses, the number of outpatients or inpatients can be increased and the performance of hospitals can be improved. Then, using efficiency analysis, the inefficiency factor and its amount were determined. The combined model shows a lower number of inefficient units than the output-oriented BCC model.
Originality/Value: In this article, the combined model of capacity utilization in the presence of radial and non-radial indicators is presented, which can be an introduction to the presentation of DEA models of capacity utilization under different input and output conditions.