دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
Measuring Technical Efficiency of Industrial Workshops With More Than 10 Operators in IRAN by Using DEA
1
18
FA
H.
zarei
Department of Industrial Engineering, Urmia University of Technology, Urmia
zarei_heydar@yahoo.com
N
S.
yousefi
Department of Industrial Engineering, Urmia University of Technology, Urmia
s.yousefi@ine.uut.ac.ir
Y
M.
mahmoudi
Department of Industrial Engineering, Urmia University of Technology, Urmia
mahmoodi.mahmood@yahoo.com
N
Nowadays increasing the efficiency and productivity is a way of compensating the limited production factors of industries. A precise and separate measurement of these indexes for each of industrial sub-sections will lead to a categorization and comparison between industrial sub-sections. Also, effective sections can help determine the future policies in weak sections. In this case, in this paper, technical efficiency and return to scale probability of all Iranian industries─according to the 2-digit ISIC codes─have been measured for industrial workshops with more than 10 operators; this has been according to the latest data gathered from the statistical center of Iran. Technical efficiency calculations have been done by the use of DEA approach and output-oriented BCC approach, which has considered the energy variable in addition to the work force and investment inputs. The results obtained from measurements indicate that the average efficiency of industry section in the investigation interval is equal to 65%, and generally large-scale industries, have a higher rank in terms of technical efficiency compared to small-scale industries. Furthermore, applying the Anderson–Darling test and per annum calculated technical efficiency average for estimating industries’ overall efficiency distribution, shows that, the average efficiency of industry section, follows a normal distribution with the μ=.65 and σ=.09.
Technical Efficiency, Industrial Workshops With More Than Ten Operators, Data Envelopment Analysis, Anderson Darling Test
http://jamlu.liau.ac.ir/article-1-933-en.html
http://jamlu.liau.ac.ir/article-1-933-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
A Framework for Assessing Organizational Agility Emphasizing the the Role of Information Technology Through Using Network DEA. A Case Study of Ceramic and Tile Industry in Yazd Province
19
40
FA
H.
Sayyadi tooranloo
Department of Management, Vali-e-Asr University of Rafsanjan, Rafsanjan
h.sayyadi@vru.ac.ir
Y
S. M.
Zanjirchi
Department of Economy, Faculty of Management and Accountancy, Yazd University
zanjirchi@yazduni.ac.ir
N
M.
Karami
Department of Information Technology Management, University of Science and Art, Yazd
hamklasi67912@yahoo.com
N
With orientation of operation management researches toward the concepts of agility , naturally many attempts were done in order to progress measurement instruments and organizations' agility measurement; because presence of a proven and compiled method to evaluate the concepts is unavoidable requirements in order to every analysis and planning and then control. In this direction, some various methods were suggested by some researches in order to measure the organizational agility. But, in all of these cases, only the abilities of organizations' agility have been evaluated. From one hand, considering the role of information technology in organizational agility, in the present paper, a model of network data envelopment analysis has been represented in order to evaluate the organizational agility using ability of information technology in front of agility motives. In the suggested models of agility motives have been considered as inputes of first stage, abilities of information technology as the output of the second stage and finally agility abilities as the output of second stage. The suggested model was carried out in the Yazd tile and ceramic industry and the findings of the research showed that among twenty under studied companies, five companies were efficient in both stages, ten companies were inefficient in both stages, three companies were efficient in second stage and finally two companies were efficient in the first stage.
Organizational Agility, Environmental Stimulators, Information Technology, Network DEA.
http://jamlu.liau.ac.ir/article-1-1023-en.html
http://jamlu.liau.ac.ir/article-1-1023-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
Designing a Multi-level Data Envelopment Analysis Model to Evaluate the Efficiency of Financial Organizations
41
66
FA
M.
shafiei
Department of Industrial Management, Faculty of Economic and Management, Shiraz Branch, Islamic Azad University, Shiraz
shafiee@iaushiraz.ac.ir
Y
Nowadays, one of the key issues in many organizations, especially in institutions such as banks with many branches, is that is the method for evaluating their performance is not a rational and correct method. Conventional techniques, used to evaluate performance, are single-level and cannot provide enough managerial information to identify the inefficient factors of the inefficient units and attain the benefits and disadvantages of competitive strategies. However, the multilevel data envelopment analysis can overcome this problem. One of the most important problems with classical models is to ignore the internal relations of each unit in performance evaluation. In this paper, a multilevel mathematical model is designed to evaluate the performance of bank branches using the Stokklberg game concept and multivariate programming, which solves the problems of previous models and is able to provide a more realistic assessment of the efficiency of bank branches
Data Envelopment Analysis, Multi-level Programming, Cost Efficiency, Bank
http://jamlu.liau.ac.ir/article-1-1514-en.html
http://jamlu.liau.ac.ir/article-1-1514-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
A Heuristic Method for Scheduling a Multi-criteria Two-stage Hybrid Flow Shop Problem
67
79
FA
K.
Mehrdoust Shahrestani
Department of Industrial Engineering, Payame Noor University, Tehran
kamranmehrdoost@pnu.ac.ir
Y
M.
Hamedi
Department of Industrial Engineering, Payame Noor University, Tehran
maryam.hamedi@es.isfpnu.ac.ir
N
A two-stage hybrid flow shop problem can be considered as part of a larger issue; when solved, it can find a partial solution of a main and bigger problem. Here and in the current paper, a two-stage hybrid flow shop problem with one machine in the first stage and two machines in the second stage with three criteria such as: 1) maximum manufacturing time, 2) average manufacturing time and 3) sum of the second stage machines' idle time has been studied. Moreover, a heuristic method was introduced and compared with three algorithms based on simulated annealing (SA) across the three evaluation criteria. Finally, results as a multi-criteria decision problem were solved by Simple Additive Weighting (SAW). Results showed that the heuristic method was better than the three algorithms based on SA in 71.5% of problems. And the solving time was about 48.6 times less than the algorithms based on SA. Also, The innovative method has achieved an average of 30.5% better results in more than 93.4% of the cases
Hybrid Flow Shop, Simulated Annealing, Two-Stage Hybrid Flow Shop, Multi-criteria Decision Making, SAW
http://jamlu.liau.ac.ir/article-1-1339-en.html
http://jamlu.liau.ac.ir/article-1-1339-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
Application of Robust Optimization in Portfolio Selection Problem Through the Use of Conditional Drawdown at Risk
81
93
FA
M.H.
Rezaei
, Faculty of Mechanical and Industrial Engineering, Qazvin Branch, Islamic Azad University, Qazvin
rezaie345@yahoo.com
Y
A. R.
Ghahtarani
, Department of Industrial Engineering, Tarbiat Modares University, Tehran
a.ghahtarani@modares.ac.ir
N
A. A.
Najafi
, Faculty of Industrial Engineering, K.N. Toosi University of Technology, Tehran
aanajafi@kntu.ac.ir
N
Portfolio selection problem is one of the most important problems in finance. This problem tries to determine the optimal investment allocation such that the investment return be maximized and investment risk be minimized. Many risk measures have been developed in the literature until now; however, Conditional Drawdown at Risk is the newest one, which is a conditional risk value type problem. The classic model developed by this measure is a linear programming model and does not address lack of data uncertainty. In recent years many approaches have been used to consider data uncertainty; among them one of the most important and applied one is robust optimization. In a robust optimization, through using a set of uncertainties for non-deterministic constraints, a steady counterpart is defined. The present paper seeks to develop a portfolio selection model whose risk measure is to reduce Conditional Drawdown at Risk through robust optimization. The robust approach used in this research is the Bertsimas and Sim approach. In this approach, the firm counterpart provided for a linear programming model remains linear, which makes it possible to maintain the benefits of linear programming model. To test the research, we applied the model in Tehran Stock Exchange Market for 20 real shares’ data. The results showed that the model has an acceptable performance, and the results indicated the high performance of the model in developing models under uncertainty conditions. The results also showed that if the level of conservatism increases, the value of the target function will increase.
Portfolio Selection Problem, Conditional Drawdown at Risk, Robust Optimization, Data Uncertainty
http://jamlu.liau.ac.ir/article-1-777-en.html
http://jamlu.liau.ac.ir/article-1-777-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
A Conic Trust Region Method for Locally Lipschitz Optimization Problems
95
109
FA
Z.
Akbari
Department of Mathematical Sciences, University of Mazandaran, Babolsar
z.akbari@umz.ac.ir
Y
In this paper, we present a trust region method for unconstrained optimization problems with locally Lipschitz functions. For this idea, at first, a smoothing conic model sub-problem is introduced for the objective function, by the approximation of steepest descent method. Next, for solving the conic sub-problem, we presented the modified convenient curvilinear search method and equipped it with Armijo condition such that in each repetition, the objective function is sufficiently reduced. Then, the convergence property of this method is proved. Finally, the presented method is implemented in MATLAB environment, and numerical results are compared with the non-smooth trust region method
Non-smooth Trust Region Method, Conic Model, Lipschitz Functions, Convenient Curvilinear Search Method
http://jamlu.liau.ac.ir/article-1-1386-en.html
http://jamlu.liau.ac.ir/article-1-1386-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
New Solution Space for Solving the Interval Linear Programming Model
111
121
FA
M.
Allahdadi
Department of Mathematics, University of Sistan and Baluchestan, Zahedan
m_allahdadi@math.usb.ac.ir
Y
H.
Mishmast Nehi
Department of Mathematics, University of Sistan and Baluchestan, Zahedan
hmnehi@hamoon.usb.ac.ir
N
We consider interval linear programming (ILP) problems in the current paper. Best-worst case (BWC) is one of the methods for solving ILP models. BWC determines the values of the target function, but some of the solutions obtained through BWC may result in an infeasible space. To guarantee that solution is completely feasible (i.e. avoid constraints violation), improved two-step method (ITSM) has been proposed. Many solutions are lost in this method. By using an algorithm, we introduce closed ball method (namely, CBM) as a new method for solving ILP models. In this method, feasibility test ensures that solution space is feasible. To demonstrate the effectiveness of the proposed approach, we solve two numeric examples and we compare the results obtained through BWC, ITSM, and CBM.
Interval Linear Programming, BWC, ITSM, Uncertainty
http://jamlu.liau.ac.ir/article-1-1095-en.html
http://jamlu.liau.ac.ir/article-1-1095-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
14
2
2017
7
1
Fair Allocation of Fixed Cost via Interval-Scale and Fraction-Scale Data Between Decision Making Units in Data Envelopment Analysis
123
131
FA
M.
sanei
Department of Mathematics, Tehran Branch, Islamic Azad University, Tehran
masoudsanei49@yahoo.com
Y
M.
gholamazad
Department of Mathematics, Islam Shahr Branch, Islamic Azad University, Islam Shahr
maedeh.gholamazad@gmail.com
N
In recent years, fair allocation of resources or fixed costs in DEA have been noticed by researches, in which the main objective is unchanging efficiency of decision making units, In which the main purpose is to not change the efficiency of decision-making units before and after the allocation of costs. On the other hand, all studies have been due to the fraction-scale data, and any special attention have not been paid to an interval-scale data so far, because of the ratio of the measurement on such a scale are meaningless. Therefore, the structure of this paper is to study the use of an interval-scale and fractional data in a fair allocation of costs between the units such that the principle of unchanging efficiency remains in the presence of such data.
Fair Allocation, Interval-Scale Data, Fraction-Scale Data, Data Envelopment Analysis.
http://jamlu.liau.ac.ir/article-1-805-en.html
http://jamlu.liau.ac.ir/article-1-805-en.pdf