دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
provide a Model for Performance Evaluation of Decision Making Units by Using Common Weight Model of Data Envelopment Analysis Approach
1
18
FA
M.
Amiri
Professor, Department of Industrial management, Allameh Tabatabai University, Tehran
mg_amiri@yahoo.com
N
J.
Bamdadsoorf
Assistant Professor Department of Industrial management, Allameh Tabatabai University, Tehran
bamdadsoofi@yahoo.com
Y
S.
Mansouri mohammad abadi
Ph.D. Student, Department of Industrial management, Allameh Tabatabai University, Tehran
smansouri737@gmail.com
N
In this article, we analyzed the efficiency of food and beverage companies that were accepted in stock market, using a nonlinear model. This model eliminates the weak points of base Data Envelopment Models in high computing, lack of integration and too many numbers of zero weights. Taking into account that in this study we developed the base Data Envelopment Analysis model, the research method is developmental in terms of purpose. Also, due to using the suggested model in determining the efficiency of food and beverage companies is practical. The indices of the study were obtained from previous studies and in order to confirm these indices, the opinions of 5 stock market and university experts were considered. The data for the present study and the actual value of these indices was obtained from codal.ir website according to each company’s financial situation. In this study, by making use of coding in Lingo software, the efficiency of selected companies was calculated in CCR and two common weight methods. In order to validate the suggested model, by calculating Spearman correlation coefficient, it was indicated that the suggested model has significant correlation with two other models and it was confirmed in terms of validation. The average of proposed model is also equal to 0.81 that is reduced in comparison to CCR model and shows the distinguishability of the model in comparison to CCR base model. Results show that the proposed model in addition to elimination of weak points of classic base models, including high computing, lack of integration and too many numbers of zero weights, has a high authenticity and pretty good distinguishability.
Stock Market, Data Envelopment Analysis, Efficiency, Food and Beverage Industries, Common Weight
http://jamlu.liau.ac.ir/article-1-1137-en.html
http://jamlu.liau.ac.ir/article-1-1137-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
An extension of a three-term conjugate gradient method based on the objective function values with guaranteeing global convergence without convexity assumption
19
28
FA
S.
Babaei
Associate Professor, Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan
sbk@semnan.ac.ir
Y
M.R.
Arazm
Ph.D. Student, Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan
mohammadreza.arazm@semnan.ac.ir
N
With respect to importance of the conjugate gradient methods for large-scale optimization, in this study a descent three-term conjugate gradient method is proposed based on an extended modified secant condition. In the proposed method, objective function values are used in addition to the gradient information. Also, it is established that the method is globally convergent without convexity assumption on the objective function. Numerical experiments show reasonable computational efficiency of the suggested method.
unconstrained optimization, large-scale optimization, conjugates gradient method, secant condition, global convergence
http://jamlu.liau.ac.ir/article-1-1329-en.html
http://jamlu.liau.ac.ir/article-1-1329-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
Evaluating and Ranking the Manufacturers of Refill parts by Hierarchy Analysis process (case study: National Iranian Drilling Company)
29
40
FA
M.
Khodamoradi
Ph.D. Student, Department of Statistic, Science and Research Branch, Islamic Azad University, Tehran, Iran
mohammad_moradi57@yahoo.com
N
M.H
Behzadi
Associate Professor, Department of Statistic, Science and Research Branch, Islamic Azad University, Tehran, Iran
behzadi@srbiau.ac.ir
Y
M.
Rostamy-MaleKhalifeh
Associate Professor Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
mohsen_rostamy@yahoo.com
N
In recent years supply chains have gained the attention of many researchers & industrialists. Within today's competitive market, producers are not only concerned with their internal conditions, but the selection of the best markets together with the best providers. Functioning of the supply chain depends on the vast chain of supplies for providing customer needs, which include ease of customer reach, on time delivery and the required capacity within the chain for suitable performance. Functioning of the supply chain leaves the company boarder's behind. The main materials, parts, sub-assemblies and the final products and their distribution are provided through different channels.
In this research Analytical Hierarchical Protocol (AHP) the important factors in evaluation and ranking of spare parts manufacturers of National Iranian Drilling Company were identified. The important indicators were identified by experts and through pair comparison. These factors were: delivery, services, costs, quality, company capabilities, flexibility, reliability and social commitment. The statistical population for this research was all of the managers, heads and section leaders of the national Iranian Drilling company. One hundred and twenty (120) of these according to cocran formula were randomly selected.
According to the results guarantee and after sale services indicators had the highest importance and the reliability indicator had the lowest importance in the evaluation of the providers.
evaluation of Providers, manufacturers of spare parts hierarchical analytical, multiple attribute decision making, National Iranian Drilling Company.
http://jamlu.liau.ac.ir/article-1-1460-en.html
http://jamlu.liau.ac.ir/article-1-1460-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
Determining Optimum premiums for homogenous risk groups, A case study
41
56
FA
M.
manteqipour
Ph.D. Student, Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz
manteqipour@azaruniv.ac.ir
N
A.R.
Ghafari hadigheh
Associate Professor, Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz
hadigheha@azaruniv.edu
Y
A.
safari
Ph.D., Insurance Research Center, Tehran
amirsafari2014@gmail.com
N
Fair premium pricing is one the main concerns in actuarial science. In this paper, by considering the demand functions, costs of claims and values at risks in homogenous risk groups of cargo insurance policies, we determine the optimum premiums. Higher prices lead to have higher income from policy, meanwhile the number of customers will be reduced. Therefore, optimizing the prices is necessary. In this paper, the estimated demand functions are exponential. Hence, the proposed price optimization problem is nonlinear with a nonlinear constraint. The constrain, leads to have higher prices for bad risks and lower prices for good ones. In addition, the proposed model makes it possible to control the average of the values at Risks. Calculations show that for these datasets, the values of elasticities are lower for good risks. Moreover, increasing the average of values at risks reduces the optimum prices and increases the income. Meanwhile, increasing the average of values at risks for higher than special values, does not increase the income.
Value-at-Risk, Demand Function, Nonlinear Regression, Risk, Optimal Premium,k-means clustering.
http://jamlu.liau.ac.ir/article-1-1521-en.html
http://jamlu.liau.ac.ir/article-1-1521-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
Mixed-model assembly line sequencing under uncertainty with stochastic operation times using improved harmony search algorithm
57
77
FA
P.
Fattahi
Associate Professor, Alzahra University, Department of Industrial Engineering, Tehran
p.fattahi@alzahra.ac.ir
Y
A.
Askary
MSc Bu-Ali Sina University, Department of Industrial Engineering, , Hamedan
arezoo.askari@gmail.com
N
B.
Askary
MSc student Islamic Azad University, Branch of Malayer, Department of Industrial Engineering, , Malayer, Hamedan
arezoo.askari@gmail.com
N
In recent years, with the high-paced development of technology, diversity seeking of the customers, and the rise of global rivalry, the traditional systems are not sufficient anymore to respond the demands of the customers. In order to supply the requests of the customers, overtaking the rivals, and a longer survival in the area of production, the companies need new production systems so that while increasing the quality of their products, the costs of production as well as the prices of the products shall be decreased. A new production system is called mixed model assembly line (MMAL). Mixed-model assembly lines are a type of production line where a variety of product models with common base characteristics are assemble on it. In this paper we intend to study these kinds of lines with the goal of minimizing the total utility work cost and total idle cost in conditions in which operation time is considered as a stochastic parameter. For having a stochastic modeling, chance constraint approach has been applied. First, we use GAMS software to check the feasibility of the model, then because of NP-hardness nature of the problem, improved harmony search (IHS) algorithm is proposed to solve it. Finally, having an attention to the results, it can be deduced in comparison with the exact answer from the Gams software, the results which were got from IHS algorithm have trivial calculation mistakes and present acceptable responses that signify the efficiency of the algorithm.
mixed-model assembly line, sequencing, stochastic operation time, chance constraint, HIS
http://jamlu.liau.ac.ir/article-1-1510-en.html
http://jamlu.liau.ac.ir/article-1-1510-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
The single allocation hub covering location problem on star network; modeling, linearization and finding a suitable bound for them
79
102
FA
S.S.
Sajadi
Graduated master, University of Bojnord, Faculty of Basic Sciences, Department of Mathematics, Bojnord
so.sa.sajadi@gmail.com
N
F.
Moeen Moghadas
Assistant professor, University of Bojnord, Faculty of Basic Sciences, Department of Mathematics, Bojnord
f.moeen@ub.ac.ir
Y
H.
Karimi
Assistant Professor, University of Bojnord, Faculty of Engineering, Department of Industrial Engineering, Bojnord
h.karimi@ub.ac.ir
N
The present study evaluates two problems of single allocation hub-covering problem with star structure including two problems of maximal p-hub covering and hub covering by considering the flow transfer costs. The star structure is as there is a central hub with definite location and other hubs are connected directly to the central hub. In the first problem, the goal is selection of p-hub locations and allocation of each customer to at most one hub as total transferred demand between customers is maximum. The purpose of the second problem is minimizing the sum of constant costs of construction of hubs and flow transfer costs between the network nodes as complete covering is created in the network. In two problems, connection of customers to hub centers and connection of hubs to the central hub is as the source to destination distance by considering discount factor to connect hub and central hub is lower or equal to the predefined value. After presenting the math model in two problems, linearization is performed, and then Lagrangian relaxation is applied to find suitable bounds. In addition, in the second problem, valid inequalities equal to two constraints of problem are presented. Finally, the results of solution of linear, non-linear models and using Lagrangian relaxation are evaluated and compared. The evaluation of these results on CAB data set shows that the linear models are better than non-linear models in terms of optimal value of objective function and implementation time. Based on the results, the bounds of Lagrangian relaxation are closer to the optimal solution of problems.
Hub covering location problem, p-hub maximal covering location problem, Star network, Linearization, Lagrangean relaxation.
http://jamlu.liau.ac.ir/article-1-1526-en.html
http://jamlu.liau.ac.ir/article-1-1526-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
Study the effects of abatement factors of weak disposability in network data envelopment analysis with undesirable outputs
103
121
FA
A.
Kalhor
Ph.D. Student, Department of Mathematics, Islamic Azad University, Karaj Branch, Karaj
amirkalhor10@yahoo.com
N
R.
Kazemi Matin
Associate Professor, Department of Mathematics, Islamic Azad University, Karaj Branch, Karaj
rkmatin@kiau.ac.ir
Y
Applying weak disposability assumption of outputs is a common way in Data Envelopment Analysis in dealing with undesirable outputs. Two different approaches are proposed in the literature for modeling weak disposability axiom. In this paper, the technologies created with uniform and distinct abatement factors for decision making units are investigated in network DEA framework. The related DEA models for efficiency evaluation and target setting are introduced and compared. It is shown by numerical examples that the proposed model defined with distinct abatement factors has more discriminatory power than the same model defined with uniform abatement factor.
Network data envelopment analysis, Undesirable outputs, Weak disposability, Production possibility set
http://jamlu.liau.ac.ir/article-1-1237-en.html
http://jamlu.liau.ac.ir/article-1-1237-en.pdf
دانشگاه آزاد اسلامی واحد لاهیجان
Journal of Operational Research In Its Applications ( Applied Mathematics ) - Lahijan Azad University
2251-7286
2251-9807
15
1
2018
4
1
A mixed planar approach for estimating the origin-destination matrix in large scale networks
123
140
FA
M.
Abareshi
Lecturer of Hakim Sabzevari University, Faculty of Mathematics and Computer Science, Applied Mathematics Department, Sabzevar,
abareshi66@gmail.com
N
M.
Zaferanieh
Assistant Professor of Hakim Sabzevari University, Faculty of Mathematics and Computer Science, Applied Mathematics Department, Sabzevar
mehdi.zaferanieh@gmail.com
Y
Transportation problems are usually considered in large-scale networks, where finding the optimal solution of these problems is so time-consuming and costly. Therefore, a useful method to solve the large-scale network problems is dividing them into some smaller sub-problems. In this paper, for the first time, the origin-destination (o-d) matrix estimation problem is considered through a mixed planar approach wherein the travel demands between o-d pairs are estimated in a large-scale network. A decomposition method is proposed in three phases. In each phase, the solution of some smaller problems in compared with the original one, are estimated. In the first phase, the travel demands between main nodes are estimated while in the second one, the flow pattern in all inner networks corresponding to main nodes is determined. In last phase, the travel demands between primary o-d pairs are estimated by using the obtained information from steps one and two.
Transportation network, Origin-destination matrix, Least squares approach, Mixed planar.
http://jamlu.liau.ac.ir/article-1-1527-en.html
http://jamlu.liau.ac.ir/article-1-1527-en.pdf